diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 47 |
1 files changed, 20 insertions, 27 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index f627dcd4..a8e8a8e0 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -21,19 +21,20 @@ from quantlib.time.api import pydate_from_qldate, UnitedStates, Days, Date from gmail_helpers import GmailMessage from tabulate import tabulate -HEADERS = {'bond_trades': [ - 'Deal Type', 'Deal ID', 'Action', 'Client', 'Reserved', 'Reserved', +HEADERS_PRE = [ + 'Deal Type', 'Deal Id', 'Action', 'Client', 'Fund', 'Portfolio', 'Folder', 'Custodian', 'Cash Account', 'Counterparty', 'Comments', - 'State', 'Trade Date', 'Settlement Date', 'Reserved', 'GlopeOp Security Identifier', + 'State', 'Trade Date'] + +HEADERS = {'bond_trades': HEADERS_PRE + [ + 'Settlement Date', 'Reserved', 'GlopeOp Security Identifier', 'CUSIP', 'ISIN', 'Reserved', 'Reserved', 'Reserved', 'Security Description', 'Transaction Indicator', 'SubTransaction Indicator', 'Accrued', 'Price', 'BlockId', 'BlockAmount', - 'Fund', 'Portfolio', 'Reserved', 'Reserved', 'ClientReference', 'ClearingMode', + 'Reserved', 'Resesrved', 'Reserved', 'Reserved', 'ClientReference', 'ClearingMode', 'FaceAmount', 'Pool Factor', 'FactorAsOfDate', 'Delivery'], - 'cds_trades': [ - 'Deal Type', 'Deal Id', 'Action', 'Client', 'Fund', 'Portfolio', - 'Folder', 'Custodian', 'Cash Account', 'Counterparty', 'Comments', - 'State', 'Trade Date', 'Reserved', 'Reserved', 'EffectiveDate', 'MaturityDate', + 'cds_trades': HEADERS_PRE + [ + 'Reserved', 'Reserved', 'EffectiveDate', 'MaturityDate', 'Currency', 'Notional', 'FixedRate', 'PaymentRollDateConvention', 'DayCount', 'PaymentFrequency', 'FirstCouponRate', 'FirstCouponDate', 'ResetLag', 'Liquidation', 'LiquidationDate', 'Protection', 'UnderlyingSecurityId', @@ -47,10 +48,8 @@ HEADERS = {'bond_trades': [ 'Clearing Facility', 'Adjusted', 'CcpTradeRef', 'BlockId', 'BlockAmount', 'NettingId', 'AnnouncementDate', 'ExecTS', 'DefaultProbability', 'ClientMargin', 'Factor', 'ISDADefinition'], - 'swaption_trades': [ - 'Deal Type', 'Deal Id','Action', 'Client', 'Fund', 'Portfolio', - 'Folder', 'Custodian', 'Cash Account', 'Counterparty', 'Comments', - 'State', 'Trade Date', 'Reserved', 'Reserved', 'Reserved', + 'swaption_trades': HEADERS_PRE + [ + 'Reserved', 'Reserved', 'Reserved', 'Notional', 'PremiumSettlementDate', 'ExpirationDate', 'PremiumCurrency', 'PercentageOfPremium', 'ExerciseType', 'Reserved', 'SettlementMode', 'SettlementRate', 'Transaction Indicator', @@ -75,10 +74,8 @@ HEADERS = {'bond_trades': [ 'PayIMMPeriod', 'Reserved', 'ClearingFacility', 'Strike', 'CcpTradeRef', 'BreakClauseFrequency', 'BlockId', 'BlockAmount', 'Cross Currency Premium Payment', 'Premium Payment Amount', 'Netting Id', 'BreakClauseDate'], - 'future_trades': [ - "Deal Type", "Deal Id", "Action", "Client", "Reserved", "Reserved", - "Folder", "Custodian", "Cash Account", "Counterparty", "Comments", - "State", "Trade Date", "Settlement Date", "Reserved", + 'future_trades': HEADERS_PRE + [ + "Settlement Date", "Reserved", "GlopeOp Security Identifier", "Reserved", "Reserved", "Reserved", "Bloomberg Ticker", "RIC", "Security Description", "Transaction Indicator", "SubTransaction Indicator", @@ -87,18 +84,13 @@ HEADERS = {'bond_trades': [ "MaturityDate", "Exchange", "Client Reference", "Swap Type", "Initial Margin", "Initial Margin Currency", "Future Event", "Commission Entries", "BlockId", "Block Amount"], - 'wires': [ - "Deal Type", "Deal Id", "Action", "Client", "Reserved", "Reserved", - "Folder", "Custodian", "Cash Account", "Counterparty", "Comments", - "State", "Trade Date", "Settlement Date", "Reserved", "Reserved", + 'wires': HEADERS_PRE + [ + "Settlement Date", "Reserved", "Reserved", "Currency", "Amount", "Associated Deal Type", "Associated Deal Id", "Transaction Type", "Instrument Type", "Yield", "Client Reference", "ClearingFacility", "Deal Function", "Reset Price", "Reset Date", "Ccp Trade Ref", "Margin Type", "Block Id", "Block Amount"], - 'spot_trades': [ - "Deal Type", "Deal Id", "Action", "Client", "Reserved", "Reserved", - "Folder", "Custodian", "Cash Account", "Counterparty", "Comments", - "State", "Trade Date", "Settlement Date", "Dealt Currency", + 'spot_trades': HEADERS_PRE + ["Settlement Date", "Dealt Currency", "Spot Rate", "Reserved", "Buy Currency", "Buy Amount", "Sell Currency", "Sell Amount", "ClearingFees", "BlockId", "BlockAmount", "Commission Currency", "Commission", "Reserved", @@ -467,13 +459,14 @@ def print_trade(trade): if __name__ == "__main__": parser = argparse.ArgumentParser() - parser.add_argument("-n", "--no-upload", action="store_true", help="do not upload to Globeop") + parser.add_argument("-n", "--no-upload", action="store_true", + help="do not upload to Globeop") args = parser.parse_args() q = get_redis_queue() serenitasdb = dbconn('serenitasdb') dawndb = dbconn('dawndb') - for queue_name in ['bond_trades', 'cds_trades', 'swaption_trades', 'future_trades', 'wires', - 'spot_trades']: + for queue_name in ['bond_trades', 'cds_trades', 'swaption_trades', + 'future_trades', 'wires', 'spot_trades']: list_trades = get_trades(q, queue_name) if list_trades: if queue_name == 'bond_trades': |