1 files changed, 64 insertions, 7 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py
index 6e4ed9f6..a2a225be 100644
--- a/python/trade_dataclasses.py
+++ b/python/trade_dataclasses.py
@@ -677,23 +677,41 @@ class CDSDeal(
 
 
 @dataclass
-class BondDeal(BbgDeal, Deal, deal_type=DealType.Bond, table_name="bonds"):
+class BondDeal(
+    CitcoTrade,
+    BbgDeal,
+    Deal,
+    deal_type=DealType.Bond,
+    table_name="bonds",
+    insert_ignore=("id", "dealid"),
+):
     buysell: bool
     description: str
-    faceamount: float
-    price: float
-    cp_code: str
+    faceamount: float = field(metadata={"citco": "OrderQty"})
+    price: float = field(metadata={"citco": "AvgPrice"})
+    cp_code: str = field(metadata={"citco": "ExecutionBroker"})
     cusip: str = None
     isin: str = None
-    identifier: str = None
-    trade_date: datetime.date = field(default_factory=datetime.date.today())
+    identifier: str = field(default=None, metadata={"citco": "SecurityID"})
+    trade_date: datetime.date = field(
+        default_factory=datetime.date.today(), metadata={"citco": "TradeDate"}
+    )
     settle_date: datetime.date = field(
-        default_factory=lambda: next_business_day(datetime.date.today())
+        default_factory=lambda: next_business_day(datetime.date.today()),
+        metadata={"citco": "SettlementDate"},
     )
     folder: BondStrat = field(default=None)
     portfolio: Portfolio = field(default=None)
     asset_class: AssetClass = field(default=None)
     bbg_ticket_id: str = None
+    principal_payment: float = None
+    accrued_payment: float = None
+    current_face: float = None
+    id: int = field(default=None, metadata={"insert": False})
+    dealid: str = field(
+        default=None,
+        metadata={"insert": False, "mtm": "Swap ID", "citco": "ClientOrderID"},
+    )
 
     @classmethod
     def from_bbg_line(cls, line: dict):
@@ -721,6 +739,45 @@ class BondDeal(BbgDeal, Deal, deal_type=DealType.Bond, table_name="bonds"):
             asset_class=asset_class,
         )
 
+    @classmethod
+    def from_allocationid(cls, allocation_id):
+        with cls._conn.cursor() as c:
+            c.execute(
+                "SELECT tradeid, notional from bond_allocation where id=%s",
+                (allocation_id,),
+            )
+            tradeid, notional = c.fetchone()
+        cls = cls.from_tradeid(tradeid)
+        ratio = notional / cls.faceamount
+        for key in [
+            "principal_payment",
+            "accrued_payment",
+            "current_face",
+            "net_amount",
+        ]:
+            if key in cls.__dict__.keys():
+                setattr(cls, key, getattr(cls, key) * ratio)
+        setattr(cls, "faceamount", notional)
+        return cls
+
+    def to_citco(self):
+        obj = self.serialize("citco")
+        obj["SecurityType"] = "CMO"
+        obj["ClearingAgent"] = "NT"
+        obj["FXRate"] = 1
+        obj["CurrencyTraded"] = "USD"
+        obj["SettleCurrency"] = obj["CurrencyTraded"]
+        obj["BuySellShortCover"] = "B" if obj["buysell"] else "S"
+        obj["IDSource"] = "CUSIP"
+        with self._conn.cursor() as c:
+            c.execute(
+                "SELECT coupon, day_count from securities where identifier=%s",
+                (obj["SecurityID"],),
+            )
+            obj["Coupon%"], obj["DayCountFraction/RepoCalendar"] = c.fetchone()
+        obj = self._base_attrs(obj)
+        return obj
+
 
 @dataclass
 class SwaptionDeal(