diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 46ee4007..180575e5 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -462,14 +462,14 @@ class Citco: @classmethod def fname(cls): - return f"i.innocap_{cls.file_tag}{datetime.datetime.now():%Y%m%d%H%M%S}.csv" + return f"{cls.file_tag}{datetime.datetime.now():%Y%m%d%H%M%S}.csv" class CitcoProduct(Citco): _citco_queue: ClassVar[list] = [] _citco_headers = GIL product_key = () - file_tag = "serenitas." + file_tag = "i.innocap_serenitas." def __init_subclass__(cls, product_key, **kwargs): cls.product_key = product_key @@ -495,7 +495,7 @@ class CitcoProduct(Citco): class CitcoTrade(Citco): _citco_queue: ClassVar[list] = [] _citco_headers = GTL - file_tag = "serenitas_trades_" + file_tag = "innocap_serenitas_trades_" def to_citco(self): obj = self.serialize("citco") @@ -622,7 +622,7 @@ class CDSDeal( obj["BuySellShortCover"] = "B" obj["AvgPrice"] = -obj["AvgPrice"] obj["FillPrice"] = obj["AvgPrice"] - if obj["orig_attach"]: + if obj["orig_attach"] is not None: # tranche process obj["IDSource"] = "USERID" obj["ExecutionBroker"] = _citco_cp_isda[obj["ExecutionBroker"]] |