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-rw-r--r--python/trade_dataclasses.py30
1 files changed, 15 insertions, 15 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py
index de58db0c..393f495e 100644
--- a/python/trade_dataclasses.py
+++ b/python/trade_dataclasses.py
@@ -21,22 +21,22 @@ Portfolio = Literal[
_funds = {"SERENITAS_CGMF": "SERCGMAST", "BOWDOINST": "BOWDST"}
_fcms = {"Bank of America, N.A.": "BAML", "Goldman Sachs": "GS"}
-_cdx_cp = {
- "MSDU": "MSCSNY",
- "GSMX": "GOLDNY",
- "GS": "GOLDNY",
- "JPGP": "JPCBNY",
- "JPDR": "JPCBNY",
- "JFF": "JEFF",
- "BMLE": "BAMSNY",
- "BARX": "BARCNY",
- "CSDA": "CSFBBO",
- "EBNP": "BNPBNY",
- "WFCD": "WELFEI",
- "BSEF": "BSEONY",
- "JPOS": "JPCBNY",
- "CGCI": "CITINY",
+cdx_broker_codes = {
+ "GOLDNY": ("GS", "GSMX"),
+ "JPCBNY": ("JPGP", "JPDR", "JPOS"),
+ "MSCSNY": ("MSDU", "MSTI"),
+ "JEFF": ("JFF",),
+ "BAMSNY": ("BMLE", "BMLM"),
+ "BARCNY": ("BARX",),
+ "CITINY": ("CGCI", "CGCX", "CGIO"),
+ "CSFBBO": ("CSDA",),
+ "BNPBNY": ("EBNP",),
+ "WELFEI": ("WFCD",),
+ "BSEONY": ("BSEF",),
}
+
+_cdx_cp = {cp: k for k, v in cdx_broker_codes.items() for cp in v}
+
_bond_cp = {
"CG": "CITINY",
"WFBS": "WELFEI",