diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 25 |
1 files changed, 18 insertions, 7 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 4ca7d1ce..8b9eeecc 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -440,6 +440,16 @@ class Citco: buf = StringIO() csvwriter = csv.writer(buf) csvwriter.writerow(cls._citco_headers) + ###### Static Values for Now + new_values = [] + for h in cls._citco_queue: + h["OrdStatus"] = "N" + h["ExecTransType"] = 2 + h["Fund"] = "ISOSEL" + new_values.append(h) + cls._citco_queue = new_values + + ###### csvwriter.writerows( [row.get(h, None) for h in cls._citco_headers] for row in cls._citco_queue ) @@ -569,7 +579,7 @@ class CDSDeal( obj["FillID"] = obj["ClientOrderID"] obj["SecurityType"] = "CDS" obj["BuySellShortCover"] = "B" if obj["protection"] == "Buy" else "S" - obj["Trader"] = "serenitas_trader" + obj["Trader"] = "DFLT" obj["FillQty"] = obj["OrderQty"] obj["FillPrice"] = obj["AvgPrice"] obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" @@ -726,11 +736,12 @@ class SwaptionDeal( portfolio: Portfolio = field(default=None) folder: SwaptionStrat = field(default=None) trade_date: datetime.date = field( - default_factory=datetime.date.today(), metadata={"mtm": "Trade Date"} + default_factory=datetime.date.today(), + metadata={"mtm": "Trade Date", "citco": "TradeDate"}, ) settle_date: datetime.date = field( default_factory=lambda: next_business_day(datetime.date.today()), - metadata={"mtm": "Settle Date", "citco": "SettlementPrice"}, + metadata={"mtm": "Settle Date", "citco": "SettlementDate"}, ) expiration_date: datetime.date = field( metadata={"mtm": "Swaption Expiration Date"}, @@ -774,7 +785,7 @@ class SwaptionDeal( obj["FillID"] = obj["ClientOrderID"] obj["SecurityType"] = "BNDOPT" obj["BuySellShortCover"] = "B" if obj["buysell"] == "Buy" else "S" - obj["Trader"] = "serenitas_trader" + obj["Trader"] = "DFLT" obj["FillQty"] = obj["OrderQty"] obj["FillPrice"] = obj["AvgPrice"] obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" @@ -985,7 +996,7 @@ class SpotDeal( obj = self.serialize("citco") obj["FillID"] = obj["ClientOrderID"] obj["SecurityType"] = "FX" - obj["Trader"] = "serenitas_trader" + obj["Trader"] = "DFLT" obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" obj["FillPrice"] = obj["AvgPrice"] @@ -1226,7 +1237,7 @@ class TRSDeal( obj = self.serialize("citco") obj["FillID"] = obj["ClientOrderID"] obj["SecurityType"] = "TRS" - obj["Trader"] = "serenitas_trader" + obj["Trader"] = "DFLT" obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" obj["FillPrice"] = obj["AvgPrice"] obj["BuySellShortCover"] = "B" if obj["buysell"] else "S" @@ -1348,7 +1359,7 @@ class IRSDeal( obj = self.serialize("citco") obj["FillID"] = obj["ClientOrderID"] obj["SecurityType"] = "IRS" - obj["Trader"] = "serenitas_trader" + obj["Trader"] = "DFLT" obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" obj["FillPrice"] = obj["AvgPrice"] obj["BuySellShortCover"] = "B" if obj["payreceive"] else "S" |