1 files changed, 57 insertions, 18 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py
index 9d174782..37d0ead6 100644
--- a/python/trade_dataclasses.py
+++ b/python/trade_dataclasses.py
@@ -16,6 +16,39 @@ Portfolio = Literal[
     "OPTIONS", "IR", "MORTGAGES", "CURVE", "TRANCHE", "CLO", "HEDGE_MAC"
 ]  # deprecated IG, HY, STRUCTURED
 
+_funds = {"SERENITAS_CGMF": "SERCGMAST", "BOWDOINST": "BOWDST"}
+_fcms = {"Bank of America, N.A.": "BAML", "Goldman Sachs": "GS"}
+_cdx_cp = {
+    "MSDU": "MSCSNY",
+    "GSMX": "GOLDNY",
+    "JPGP": "JPCBNY",
+    "JFF": "JEFF",
+    "BMLE": "BAMSNY",
+    "BARX": "BARCNY",
+    "CSDA": "CSFBBO",
+    "EBNP": "BNPBNY",
+    "WFCD": "WELFEI",
+    "BSEF": "BSEONY",
+    "JPOS": "JPCBNY",
+    "CGCI": "CITINY",
+}
+_bond_cp = {
+    "CG": "CITINY",
+    "WFBS": "WELFEI",
+    "MZZ": "MIZUNY",
+    "BABS": "BAML",
+    "PTRU": "PERFCH",
+    "BARC": "BARCNY",
+    "MS": "MORGNY",
+    "BA": "BAML",
+    "FB": "CSUINY",
+    "INTC": "STONEX",
+    "SOCG": "SGSANY",
+    "NOM": "NOMINY",
+    "JP": "JPCBNY",
+    "BTIG": "BTIG",
+}
+
 
 class BusDayConvention(str, Enum):
     modified_following = "Modified Following"
@@ -121,9 +154,9 @@ class Deal:
     _sql_insert: ClassVar[str]
     _sql_select: ClassVar[str]
     _insert_queue: ClassVar[list] = []
-    _bbg_sql_insert: ClassVar[str]
     _bbg_insert_queue: ClassVar[list] = []
     _cache: ClassVar[LRU] = LRU(128)
+    _bbg_sql_insert: ClassVar[str]
 
     def __init_subclass__(cls, table_name: str):
         super().__init_subclass__()
@@ -260,20 +293,26 @@ class BondDeal(Deal, table_name="bonds"):
     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"]
-        bbg_tickets = [self.bbg_ticket_id, *line.values()]
-        place_holders = ",".join(["%s"] * len(bbg_tickets))
-        self._bbg_sql_insert = f"INSERT INTO bond_tickets VALUES({place_holders})"
-        self._bbg_insert_queue.append(bbg_tickets)
+    def __post_init__(self):
+        BondDeal._bbg_sql_insert = (
+            f"INSERT INTO bond_tickets VALUES({','.join(['%s'] * 20)})"
+        )
+
+    @classmethod
+    def from_bbg_line(cls, line: dict):
+        values = list(line.values())
+        breakpoint()
+        cls._bbg_insert_queue.append(values)
+        return cls(
+            faceamount=Decimal(line["Quantity"]),
+            price=Decimal(line["Price (Dec)"]),
+            cp_code=_bond_cp[line["Brkr"]],
+            cusip=line["Cusip"],
+            identifier=line["Cusip"],
+            trade_date=datetime.datetime.strptime(line["Trade Dt"], "%m/%d/%Y"),
+            settle_date=datetime.datetime.strptime(line["SetDt"], "%m/%d/%Y"),
+            portfolio="UNALLOCATED",
+            description=line["Security"].removesuffix(" Mtge"),
+            buysell=line["Side"] == "B",
+            bbg_ticket_id=line["bbg_ticket_id"],
+        )