diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 12 |
1 files changed, 4 insertions, 8 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 4a0e0bdd..bc0964f8 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -154,7 +154,7 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): "dealid": "Deal Id", "folder": "Folder", "custodian": "Custodian", - "cashaccount": "Cash Account", + "cash_account": "Cash Account", "cp_code": "Counterparty", "identifier": "GlopeOp Security Identifier", "cusip": "CUSIP", @@ -184,6 +184,9 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): "expiration_date": "ExpirationDate", "portfolio": "Portfolio", "settlement_type": "SettlementMode", + "principal_payment": "PrincipalPayment", + "accrued_payment": "AccruedPayment", + "current_face": "CurrentFace", } rename_cols["curr_notional" if fund == "SERCGMAST" else "notional"] = "Notional" rename_keys(obj, rename_cols) @@ -275,12 +278,6 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): obj["InitialMarginPercentage"] = obj.pop("initial_margin_percentage") if obj["InitialMarginPercentage"]: obj["InitialMarginCurrency"] = obj["Currency"] - if obj.get("AttachmentPoint") is None: - obj["Executing Broker"] = obj["Counterparty"] - if obj["account_code"] == "BAML": - obj["Counterparty"] = "BAMSNY" - elif obj["account_code"] == "WF": - obj["Counterparty"] = "WELFEI" if obj["Clearing Facility"] is None: obj["Clearing Facility"] = "NOT CLEARED" @@ -732,7 +729,6 @@ if __name__ == "__main__": dawndb = dbconn("dawndb") with init_bbg_session(BBG_IP) as session: for trade_type in [ - "bond", "cds", "swaption", "future", |