diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 7 |
1 files changed, 7 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 2c278672..5e8d5176 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -414,6 +414,12 @@ class BondDeal(BbgDeal, Deal, deal_type=DealType.Bond, table_name="bonds"): @classmethod def from_bbg_line(cls, line: dict): cls._bbg_insert_queue.append(list(line.values())) + with cls._conn.cursor() as c: + c.execute( + "SELECT asset_class from securities where identifier=%s", + (line["Cusip"],), + ) + line["asset_class"] = c.fetchone() return cls( faceamount=Decimal(line["Quantity"]), price=Decimal(line["Price (Dec)"]), @@ -426,6 +432,7 @@ class BondDeal(BbgDeal, Deal, deal_type=DealType.Bond, table_name="bonds"): description=line["Security"].removesuffix(" Mtge"), buysell=line["Side"] == "B", bbg_ticket_id=line["bbg_ticket_id"], + asset_class=line["asset_class"], ) |