diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 23 |
1 files changed, 23 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index c6bd1353..ead0774d 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -9,6 +9,7 @@ from serenitas.analytics.dates import next_business_day, previous_twentieth from serenitas.analytics.index import CreditIndex from serenitas.utils.db import dbconn from process_queue import rename_keys +from lru import LRU Fund = Literal["SERCGMAST", "BRINKER", "BOWDST"] Portfolio = Literal[ @@ -120,6 +121,7 @@ class Deal: _sql_insert: ClassVar[str] _sql_select: ClassVar[str] _insert_queue: ClassVar[list] = [] + _cache: ClassVar[LRU] = LRU(128) def __init_subclass__(cls, table_name: str): super().__init_subclass__() @@ -254,3 +256,24 @@ class BondDeal(Deal, table_name="bonds"): portfolio: Portfolio = field(default=None) asset_class: AssetClass = field(default=None) bbg_ticket_id: str = None + + def from_bbg_line(self, line: dict): + self.faceamount = Decimal(line["Quantity"]) + self.price = Decimal(line["Price (Dec)"]) + self.cp_code = _bond_cp[line["Brkr"]] + self.cusip = line["Cusip"] + self.identifier = line["Cusip"] + self.trade_date = datetime.datetime.strptime(line["Trade Dt"], "%m/%d/%Y") + self.settle_date = datetime.datetime.strptime(line["SetDt"], "%m/%d/%Y") + self.portfolio = "UNALLOCATED" + self.asset_class = None + self.description = line["Security"].removesuffix(" Mtge") + self.buysell = line["Side"] == "B" + self.bbg_ticket_id = line["bbg_ticket_id"] + + def insert_bbg_line(self, line: dict): + bond_ticket_columns = ",".join(c for c in line.keys()) + bond_place_holders = ",".join(["%s"] * len(line.keys())) + sql_str = f"INSERT INTO bond_tickets({bond_ticket_columns}) VALUES({bond_place_holders})" + with self._conn() as c: + c.execute(sql_str, line.values()) |