diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 9 |
1 files changed, 5 insertions, 4 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 664b3e80..23ccc385 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1216,7 +1216,7 @@ class TRSDeal( obj["Trader"] = "serenitas_trader" obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" obj["FillPrice"] = obj["AvgPrice"] - obj["BuySellShortCover"] = "B" if obj["payreceive"] == "Buy" else "S" + obj["BuySellShortCover"] = "B" if obj["buysell"] else "S" obj["FillQty"] = obj["OrderQty"] obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "USERID" @@ -1236,6 +1236,7 @@ class TRSDeal( @dataclass class IRSDeal( + CitcoTrade, Deal, deal_type=DealType.IRS, table_name="irs", @@ -1271,7 +1272,7 @@ class IRSDeal( clearing_facility: str = field(metadata={"globeop": "ClearingFacility"}) swap_type: str = field(metadata={"globeop": "SwapType"}) cleared_trade_id: str - currency: str + currency: str = field(metadata={"citco": "SecurityCurrency"}) custodian: int = field( default=None, metadata={"insert": False, "globeop": "Custodian"}, init=False ) @@ -1337,7 +1338,7 @@ class IRSDeal( obj["Trader"] = "serenitas_trader" obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" obj["FillPrice"] = obj["AvgPrice"] - obj["BuySellShortCover"] = "B" if obj["payreceive"] == "Buy" else "S" + obj["BuySellShortCover"] = "B" if obj["payreceive"] else "S" obj["FillQty"] = obj["OrderQty"] obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "USERID" @@ -1608,7 +1609,7 @@ class TRSProduct( deal_type=DealType.TRSProduct, table_name="citco_trs", product_key=("birth_date", "death_date", "funding_index", "underlying_security"), - insert_ignore=("id", "dealid"), + insert_ignore=("id", "dealid", "security_desc"), ): birth_date: datetime.date = field(metadata={"citco": "Birth_date"}) death_date: datetime.date = field(metadata={"citco": "Death_date"}) |