diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 10 |
1 files changed, 7 insertions, 3 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 588a5e80..669ad3c2 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -450,7 +450,12 @@ class Citco: identifier = ( "instrument" if cls.file_tag == "i.innocap_serenitas." else "trade" ) - cls._submission_queue.append([h["ClientOrderID"], "NEW", identifier]) + unique_id = ( + h["UniqueIdentifier"] + if cls.file_tag == "i.innocap_serenitas." + else h["ClientOrderID"] + ) + cls._submission_queue.append([unique_id, "NEW", identifier]) ###### csvwriter.writerows( @@ -667,7 +672,6 @@ class CDSDeal( underlying_security_id=self.redcode, attach=self.orig_attach, detach=self.orig_detach, - birth_date=None, death_date=self.maturity, security_desc=f"{self.security_desc} {self.orig_attach}-{self.orig_detach}", ) @@ -1582,7 +1586,7 @@ class TrancheProduct( ) def __post_init__(self): - if not any( + if not all( [ self.birth_date, self.death_date, |