diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/Dawn/models.py | 29 | ||||
| -rw-r--r-- | python/process_queue.py | 4 |
2 files changed, 21 insertions, 12 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 45ea6a21..ae3e336e 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -36,6 +36,8 @@ class Accounts(db.Model): cash_account = db.Column(db.String) counterparty = db.Column(db.String(12), db.ForeignKey('counterparties.code')) +FUND = ENUM('SERCGMAST', 'BRINKER', name='fund') + PORTFOLIO = ENUM('OPTIONS', 'IR', 'MORTGAGES', 'IG', 'HY', 'CURVE', 'TRANCHE', 'CLO', 'HEDGE_MAC', 'STRUCTURED', name='portfolio') @@ -106,6 +108,7 @@ BEGIN_OR_END = ENUM('B', 'E', name='begin_or_end') class BondDeal(db.Model): __tablename__ = 'bonds' id = db.Column('id', db.Integer, primary_key=True) + fund = db.Column(FUND, nullable=False, default='SERCGMAST') dealid = db.Column(db.String(28)) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) action = db.Column(ACTION, nullable=False) @@ -142,6 +145,7 @@ class BondDeal(db.Model): class CDSDeal(db.Model): __tablename__ = 'cds' id = db.Column('id', db.Integer, primary_key=True) + fund = db.Column(FUND, nullable=False, default='SERCGMAST') dealid = db.Column(db.String(28)) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) action = db.Column(ACTION, nullable=False) @@ -200,8 +204,9 @@ class CDSDeal(db.Model): class RepoDeal(db.Model): __tablename__ = 'repo' id = db.Column('id', db.Integer, primary_key=True) + fund = db.Column(FUND, nullable=False, default='SERCGMAST') lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) - action = db.Column(ACTION) + action = db.Column(ACTION, nullable=False) folder = db.Column(CDS_STRAT, nullable=False) custodian = db.Column(db.String(12), default='SGFCM', nullable=False) cashaccount = db.Column(db.String(10), default='V0NSCLMAMB', nullable=False) @@ -238,10 +243,11 @@ class RepoDeal(db.Model): class SwaptionDeal(db.Model): __tablename__ = 'swaptions' id = db.Column('id', db.Integer, primary_key=True) - dealid = db.Column(db.String(28)) + fund = db.Column(FUND, nullable=False, default='SERCGMAST') + dealid = db.Column(db.String(28), nullable=False) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) - action = db.Column(ACTION) - portfolio = db.Column(PORTFOLIO) + action = db.Column(ACTION, nullable=False) + portfolio = db.Column(PORTFOLIO, nullable=False) folder = db.Column(SWAPTION_STRAT, nullable=False) custodian = db.Column(db.String(12), default='NONE', nullable=False) cashaccount = db.Column(db.String(10), default='V0NSCLMAMB', nullable=False) @@ -279,9 +285,10 @@ class SwaptionDeal(db.Model): class FutureDeal(db.Model): __tablename__ = 'futures' id = db.Column('id', db.Integer, primary_key=True) - dealid = db.Column(db.String(28)) + fund = db.Column(FUND, nullable=False) + dealid = db.Column(db.String(28), nullable=False) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) - action = db.Column(ACTION) + action = db.Column(ACTION, nullable=False) folder = db.Column(FUTURE_STRAT, nullable=False) custodian = db.Column(db.String(12), default='INTBR', nullable=False) cashaccount = db.Column(db.String(10), default='IANSCLMAFU', nullable=False) @@ -321,9 +328,10 @@ class CashFlowDeal(db.Model): class SpotDeal(db.Model): __tablename__ = "spots" id = db.Column('id', db.Integer, primary_key=True) - dealid = db.Column(db.String(28)) + fund = db.Column(FUND, nullable=False, default='SERCGMAST') + dealid = db.Column(db.String(28), nullable=False) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) - action = db.Column(ACTION) + action = db.Column(ACTION, nullable=False) folder = db.Column(SPOT_STRAT, nullable=False) custodian = db.Column(db.String(12), default='INTBR', nullable=False) cashaccount = db.Column(db.String(10), default='IANSCLMAFU', nullable=False) @@ -344,9 +352,10 @@ class SpotDeal(db.Model): class CapFloorDeal(db.Model): __tablename__ = 'capfloors' id = db.Column('id', db.Integer, primary_key=True) - dealid = db.Column(db.String(28)) + fund = db.Column(FUND, nullable=False, default='SERCGMAST') + dealid = db.Column(db.String(28), nullable=False) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) - action = db.Column(ACTION) + action = db.Column(ACTION, nullable=False) folder = db.Column(SWAPTION_STRAT, nullable=False) custodian = db.Column(db.String(12), default='NONE', nullable=False) cashaccount = db.Column(db.String(10), default='V0NSCLMAMB', nullable=False) diff --git a/python/process_queue.py b/python/process_queue.py index 5a76ce1a..3e639560 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -144,9 +144,9 @@ def build_termination(obj): def build_line(obj, queue_name='bond_trades'): obj['Client'] = 'Serenitas' - obj['Fund'] = 'SERCGMAST' obj['State'] = 'Valid' - rename_cols = {'action': 'Action', + rename_cols = {'fund': 'Fund', + 'action': 'Action', 'dealid': 'Deal Id', 'folder': 'Folder', 'custodian': 'Custodian', |