diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/trade_dataclasses.py | 36 |
1 files changed, 3 insertions, 33 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 2c72683a..6385cf05 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -695,37 +695,6 @@ class TerminationDeal( return obj -@dataclass -class SpotDeal( - Deal, - deal_type=DealType.Spot, - table_name="spots", - insert_ignore=("id", "dealid"), -): - folder: SpotStrat - spot_rate: float - buy_currency: str - buy_amount: float - sell_currency: str - sell_amount: float - commission_currency: str - commission: float - fund: Fund - cp_code: str - id: int = field(default=None, metadata={"insert": False}) - dealid: str = field(default=None, metadata={"insert": False}) - trade_date: datetime.date = field( - default_factory=datetime.date.today(), - ) - settle_date: datetime.date = field( - default_factory=datetime.date.today(), - ) - - @classmethod - def from_bbg_line(cls, line: dict): - return cls(folder="TCSH", spot_rate=line[""]) - - _fx_cp = {"BAST": "BAMSNY", "MSST": "MSCSNY"} _fx_funds = {"serenitas": "SERCGMAST", "bowdst": "BOWDST"} _fx_accounts = {"serenitas": "V0NSCLMAMB", "bowdst": "751254"} @@ -807,7 +776,6 @@ class SpotDeal( insert_ignore=("id", "dealid"), ): folder: str - portfolio: str trade_date: datetime.date settle_date: datetime.date spot_rate: float @@ -818,12 +786,14 @@ class SpotDeal( fund: str cp_code: str cash_account: str + portfolio: str + action: str = field(default="NEW") + commission_currency: str = field(default="USD") id: int = field(default=None, metadata={"insert": False}) dealid: str = field(default=None, metadata={"insert": False}) @classmethod def from_bbg_line(cls, line: dict): - cls._bbg_insert_queue.append(list(line.values())) if line["Side"] == "S": key1, key2 = "sell", "buy" else: |