diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index adc3dcc4..93df61d7 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1009,10 +1009,8 @@ class SpotDeal( obj["Trader"] = "DFLT" obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" obj["FillPrice"] = obj["AvgPrice"] - obj["FXRate"] = obj["AvgPrice"] obj["BuySellShortCover"] = "S" if obj["buy_currency"] == "USD" else "B" obj["FillQty"] = obj["OrderQty"] - obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "BLOOMBERG" _citco_currency_mapping = {"EUR": "EURUSD CURNCY"} obj["SecurityID"] = _citco_currency_mapping[obj["SecurityCurrency"]] @@ -1020,6 +1018,8 @@ class SpotDeal( obj["TradeDate"] = obj["TradeDate"].strftime("%Y%m%d") obj["SettlementDate"] = obj["SettlementDate"].strftime("%Y%m%d") obj["FillFXSettleAmount"] = obj[f"{key2}_amount"] + obj["SettleCurrency"] = "USD" + obj["FXRate"] = 1 return obj @@ -1123,10 +1123,8 @@ class FxSwapDeal( obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" obj["AvgPrice"] = obj["far_rate"] obj["FillPrice"] = obj["AvgPrice"] - obj["FXRate"] = obj["AvgPrice"] obj["BuySellShortCover"] = "B" if obj["near_buy_currency"] == "USD" else "S" obj["FillQty"] = obj["OrderQty"] - obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "BLOOMBERG" _citco_currency_mapping = {"EUR": "EURUSD CURNCY"} obj["SecurityID"] = _citco_currency_mapping[obj["SecurityCurrency"]] @@ -1153,6 +1151,8 @@ class FxSwapDeal( obj["FillID"] = obj["ClientOrderID"] obj["SettlementDate"] = obj["SettlementDate"].strftime("%Y%m%d") obj["TradeDate"] = obj["TradeDate"].strftime("%Y%m%d") + obj["SettleCurrency"] = "USD" + obj["FXRate"] = 1 return obj |