diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 10 |
1 files changed, 2 insertions, 8 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index e6dd0049..ba525b13 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -443,8 +443,9 @@ class Citco: ###### Static Values for Now for h in cls._citco_queue: h["OrdStatus"] = "N" - h["ExecTransType"] = 2 + h["ExecTransType"] = 2 if h["OrdStatus"] == "N" else 0 h["Fund"] = "ISOSEL" + h["SettleCurrency"] = "USD" ###### csvwriter.writerows( @@ -513,7 +514,6 @@ class CitcoTrade(Citco): obj["FillQty"] = obj.get("OrderQty") obj["FillPrice"] = obj.get("AvgPrice") obj["FXRate"] = 1 - obj["SettleCurrency"] = obj.get("SecurityCurrency") return obj @@ -790,7 +790,6 @@ class BondDeal( obj["SecurityType"] = "CMO" obj["ClearingAgent"] = "NT" obj["FXRate"] = 1 - obj["SettleCurrency"] = "USD" obj["BuySellShortCover"] = "B" if obj["buysell"] else "S" obj["IDSource"] = "CUSIP" with self._conn.cursor() as c: @@ -894,7 +893,6 @@ class SwaptionDeal( obj["ClearingAgent"] = obj["ExecutionBroker"] obj["SecurityType"] = "BNDOPT" obj["BuySellShortCover"] = "B" if obj["buysell"] == "Buy" else "S" - obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "USERID" obj["ClearingAgent"] = obj["ExecutionBroker"] obj["SecurityID"] = self.product.dealid @@ -1108,7 +1106,6 @@ class SpotDeal( obj["SecurityID"] = _citco_currency_mapping[obj["SecurityCurrency"]] obj["ClearingAgent"] = "NT" obj["FillFXSettleAmount"] = obj[f"{key2}_amount"] - obj["SettleCurrency"] = "USD" obj["FXRate"] = 1 return obj @@ -1236,7 +1233,6 @@ class FxSwapDeal( ) near_trade.citco_stage() obj["ClientOrderID"] = obj["ClientOrderID"] + "_F" - obj["SettleCurrency"] = "USD" obj["FXRate"] = 1 obj = super().to_citco() return obj @@ -1381,7 +1377,6 @@ class TRSDeal( obj["ClearingAgent"] = obj["ExecutionBroker"] obj["SecurityType"] = "TRS" obj["BuySellShortCover"] = "B" if obj["buysell"] else "S" - obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "USERID" obj["Fee"] = -obj["Fee"] if obj["buysell"] else obj["Fee"] self.product.citco_stage() @@ -1502,7 +1497,6 @@ class IRSDeal( obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" obj["FillPrice"] = obj["AvgPrice"] obj["BuySellShortCover"] = "B" if obj["payreceive"] else "S" - obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "USERID" self.product.citco_stage() obj["SecurityID"] = self.product.dealid |