1 files changed, 11 insertions, 72 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index f30410d0..aacd9cf8 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -29,7 +29,7 @@ from pyisda.date import previous_twentieth
 from typing import Tuple, Union
 from quantlib.time.api import pydate_from_qldate, UnitedStates, Days, Date
 from tabulate import tabulate
-from headers import get_headers, get_termination_headers
+from headers import get_headers
 from trade_dataclasses import DealKind
 
 _client_name = {"SERCGMAST": "Serenitas", "BOWDST": "HEDGEMARK", "BRINKER": "LMCG"}
@@ -133,17 +133,16 @@ def terminate_list(
             logging.error(e)
             return
     DealKind["termination"].mtm_upload()
-    for obj in terms:
-        if upload:
-            dest = get_filepath(base_dir, (trade_type, "A"), fund)
-            buf = StringIO()
-            csvwriter = csv.DictWriter(buf, get_termination_headers(trade_type, "A"))
-            csvwriter.writeheader()
-            csvwriter.writerows(obj)
-            buf = buf.getvalue().encode()
-            upload_buf(buf, dest.name, fund, trade_type)
-            dest.parent.mkdir(exist_ok=True)
-            dest.write_bytes(buf)
+    if upload and terms:
+        dest = get_filepath(base_dir, (trade_type, "A"), fund)
+        buf = StringIO()
+        csvwriter = csv.DictWriter(buf, get_headers("termination", fund))
+        csvwriter.writeheader()
+        csvwriter.writerows(terms)
+        buf = buf.getvalue().encode()
+        upload_buf(buf, dest.name, fund, trade_type)
+        dest.parent.mkdir(exist_ok=True)
+        dest.write_bytes(buf)
     p.delete(key)
 
 
@@ -777,66 +776,6 @@ def print_trade(trade):
     return tabulate((k, v) for k, v in d.items())
 
 
-def build_termination(
-    term_dict: dict,
-    conn,
-    *,
-    dealid,
-    termination_fee: float,
-    fee_payment_date: datetime.date,
-    termination_date=datetime.date.today(),
-    termination_amount=None,
-    termination_cp=None,
-    globeopid=None,
-    partial_termination: bool = False,
-    is_assignment: bool = False,
-    ccy: str = "USD",
-    fund: str = "SERCGMAST",
-    **kwargs,
-) -> None:
-    """if termination_amount is None, assume full termination
-    if termination_cp is None assume termination, otherwise assignment
-    """
-    if dealid.startswith("SWPTN"):
-        deal_type = "SwaptionDeal"
-    elif dealid.startswith("SCCDS"):
-        deal_type = "CreditDefaultSwapDeal"
-    else:
-        deal_type = "CapFloorDeal"
-
-    if deal_type == "CreditDefaultSwapDeal":
-        with conn.cursor() as c:
-            c.execute(
-                "SELECT (detach-attach)/(orig_detach-orig_attach) "
-                "FROM cds WHERE dealid=%s",
-                (dealid,),
-            )
-            (tranche_factor,) = c.fetchone()
-            termination_amount *= tranche_factor
-
-    d = {
-        "DealType": deal_type,
-        "DealId": dealid if globeopid is None else None,
-        "GoTradeId": globeopid if globeopid else None,
-        "Action": "Update",
-        "Client": _client_name[fund],
-        "SubAction": "Termination",
-        "PartialTermination": "Y" if partial_termination else "N",
-        "TerminationAmount": termination_amount,
-        "TerminationDate": termination_date,
-        "FeesPaid": -termination_fee if termination_fee < 0 else None,
-        "FeesReceived": termination_fee if termination_fee > 0 else None,
-        "FeePaymentDate": fee_payment_date,
-    }
-    if deal_type == "SwaptionDeal" or (
-        deal_type == "CreditDefaultSwapDeal" and is_assignment
-    ):
-        d["FeeCurrency"] = ccy
-    if is_assignment:
-        d["AssignedCounterparty"] = termination_cp
-    term_dict["A" if is_assignment else "T"].append(d)
-
-
 if __name__ == "__main__":
     import os