aboutsummaryrefslogtreecommitdiffstats
path: root/python
diff options
context:
space:
mode:
Diffstat (limited to 'python')
-rw-r--r--python/process_queue.py5
1 files changed, 4 insertions, 1 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index defc156d..e3a85cc6 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -56,7 +56,6 @@ def bbg_process(cursor, session, trade):
fields = ["MTG_FACTOR_SET_DT", "INT_ACC"]
if not cursor.fetchone():
fields += ["MATURITY", "CRNCY", "NAME", "MTG_FACE_AMT"]
- print('pomme')
bbg_id = (trade['cusip'] or trade['isin']) + ' Mtge'
bbg_type = 'Mtge'
@@ -82,6 +81,10 @@ def bbg_process(cursor, session, trade):
cursor.execute(sqlstr, (trade['identifier'], trade['cusip'], trade['isin'],
bbg_data['NAME'], bbg_data['MTG_FACE_AMT'], bbg_data['MATURITY'],
bbg_data['CRNCY'], bbg_type, trade['asset_class']))
+ #mark it at buy price
+ if trade.buysell:
+ sqlstr = "INSERT INTO marks VALUES(%s, %s, %s)"
+ cursor.execute(sqlstr, (trade['trade_date'], trade['identifier'], trade['price']))
def generate_csv(l):
output = StringIO()