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Diffstat (limited to 'python/strat_cash_realloc.py')
| -rw-r--r-- | python/strat_cash_realloc.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/strat_cash_realloc.py b/python/strat_cash_realloc.py index 12f48ff4..89147b75 100644 --- a/python/strat_cash_realloc.py +++ b/python/strat_cash_realloc.py @@ -112,6 +112,7 @@ with dawndb.cursor() as c, dawndb.cursor() as d: obj["Amount"] = -obj["endqty"] offset = obj.copy() # create second leg + offset["Deal Id"] = obj["Deal Id"] + "_O" offset["Amount"] = -obj["Amount"] offset["Folder"] = STRATEGY_CASH_MAPPING[obj["Folder"]] trades.append([obj.get(h, None) for h in wire_headers]) |