1 files changed, 51 insertions, 0 deletions
diff --git a/python/Dawn/dawn.py b/python/Dawn/dawn.py
new file mode 100644
index 00000000..cf702e71
--- /dev/null
+++ b/python/Dawn/dawn.py
@@ -0,0 +1,51 @@
+from sqlalchemy import Table, MetaData, create_engine
+from sqlalchemy.ext.declarative import declarative_base
+from sqlalchemy import Boolean, Sequence, Column, Integer, String, Date, Float, ForeignKey
+from sqlalchemy.dialects.postgresql import  ENUM
+from sqlalchemy import create_engine
+
+Base = declarative_base()
+
+class Counterparties(Base):
+    __tablename__ = 'counterparties'
+    code = Column(String(6), primary_key=True)
+    name = Column(String)
+    city = Column(String)
+    state = Column(String(2))
+    dtc_number = Column(Integer)
+    sales_contact = Column(String)
+    sales_email = Column(String)
+    sales_phone = Column(String)
+    valuation_contact1 = Column(String)
+    valuation_email1 = Column(String)
+    valuation_contact2 = Column(String)
+    valuation_email2 = Column(String)
+    valuation_contact3 = Column(String)
+    valuation_email3 = Column(String)
+    notes = Column(String)
+
+BOND_STRAT = ENUM('M_STR_MAV', 'M_STR_SMEZZ', 'CSO_TRANCH',
+                  'M_CLO_BB20', 'M_CLO_AAA', 'M_CLO_BBB', 'M_MTG_IO', 'M_MTG_THRU',
+                  'M_MTG_GOOD', 'M_MTG_B4PR', 'M_MTG_RW', name='bond_strat', metadata=Base.metadata)
+ASSET_CLASS = ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared',
+                   name='asset_class', metadata=Base.metadata)
+
+class Bonds(Base):
+    __tablename__ = 'bonds'
+    id = Column(Integer, primary_key=True)
+    trade_date = Column(Date, nullable = False)
+    settle_date = Column(Date, nullable = False)
+    buysell = Column(Boolean, nullable = False)
+    cusip = Column(String(9))
+    isin = Column(String(12))
+    description = Column(String)
+    notional = Column(Float, nullable=False)
+    price = Column(Float, nullable=False)
+    counterparty = Column(String, ForeignKey("counterparties.code"), nullable=False)
+    strategy = Column(BOND_STRAT, nullable=False)
+    account = Column(String),
+    acc_int = Column(Float)
+    asset_class = Column(ASSET_CLASS)
+
+engine = create_engine('postgresql://dawn_user@debian/dawndb')
+Base.metadata.create_all(engine)