diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 13 |
1 files changed, 10 insertions, 3 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 1e5abe0b..a688af92 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -16,9 +16,10 @@ from serenitas.analytics import CreditIndex try: from serenitas.utils.env import DAILY_DIR except KeyError: - sys.exit("Please set path of daily directory in 'DAILY_DIR'") + sys.exit("Please set path of daily directory in 'SERENITAS_DAILY_DIR'") from collections import defaultdict +from dates import bus_day from pickle import dumps, loads from serenitas.analytics.bbg_helpers import init_bbg_session, retrieve_data, BBG_IP from serenitas.utils.db import dbconn @@ -311,7 +312,13 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): rename_keys(obj, {"amount": "Amount"}) elif trade_type == "spot": - obj["Deal Type"] = "SpotDeal" + standard_settle = (obj["Trade Date"] + 2 * bus_day).date() + if obj["Settlement Date"] > standard_settle: + obj["Deal Type"] = "ForwardDeal" + fx_rate = "Forward Rate" + else: + obj["Deal Type"] = "SpotDeal" + fx_rate = "Spot Rate" rename_keys( obj, { @@ -321,7 +328,7 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): "sell_amount": "Sell Amount", "buy_currency": "Buy Currency", "buy_amount": "Buy Amount", - "spot_rate": "Spot Rate", + "spot_rate": fx_rate, }, ) return [obj.get(h, None) for h in get_headers(trade_type, fund)] |