diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 35 |
1 files changed, 17 insertions, 18 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 21bd98f8..8192048c 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -18,12 +18,11 @@ from serenitas.analytics.dates import ( ) from serenitas.utils.db2 import dbconn from serenitas.utils.env import DAILY_DIR -from serenitas.utils.remote import SftpClient +from serenitas.utils.remote import FtpClient, SftpClient from lru import LRU + from psycopg.errors import UniqueViolation import logging -from serenitas.utils.remote import FtpClient, SftpClient -from pyisda.date import previous_twentieth logger = logging.getLogger(__name__) @@ -1504,21 +1503,21 @@ class IRSProduct( obj = self.serialize("citco") d = { - f"S_P_CurrencyCode": self.currency, - f"S_P_PaymentFreqID": _citco_frequency[self.fixed_payment_freq], - f"S_P_RateIndexID": 0, - f"S_P_AccrualMethodID": _citco_daycount[self.fixed_daycount], - f"S_P_InterestRate": self.fixed_rate, - f"S_P_DayConventionID": _citco_bdc[self.fixed_bdc], - f"S_P_ResetFreqID": 0, - f"S_R_CurrencyCode": self.currency, - f"S_R_PaymentFreqID": _citco_frequency[self.float_payment_freq], - f"S_R_RateIndexID": 28, - f"S_R_AccrualMethodID": _citco_daycount[self.float_daycount], - f"S_R_InterestRate": 0, - f"S_R_DayConventionID": _citco_bdc[self.float_bdc], - f"S_R_ResetFreqID": _citco_frequency[self.float_fixing_freq], - f"S_R_RateSource": _citco_ratesource[self.float_index], + "S_P_CurrencyCode": self.currency, + "S_P_PaymentFreqID": _citco_frequency[self.fixed_payment_freq], + "S_P_RateIndexID": 0, + "S_P_AccrualMethodID": _citco_daycount[self.fixed_daycount], + "S_P_InterestRate": self.fixed_rate, + "S_P_DayConventionID": _citco_bdc[self.fixed_bdc], + "S_P_ResetFreqID": 0, + "S_R_CurrencyCode": self.currency, + "S_R_PaymentFreqID": _citco_frequency[self.float_payment_freq], + "S_R_RateIndexID": 28, + "S_R_AccrualMethodID": _citco_daycount[self.float_daycount], + "S_R_InterestRate": 0, + "S_R_DayConventionID": _citco_bdc[self.float_bdc], + "S_R_ResetFreqID": _citco_frequency[self.float_fixing_freq], + "S_R_RateSource": _citco_ratesource[self.float_index], } obj.update(d) obj["Command"] = "N" |