diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 30 |
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", |
