diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/Dawn/models.py | 27 | ||||
| -rw-r--r-- | python/Dawn/templates/base.html | 2 | ||||
| -rw-r--r-- | python/Dawn/views.py | 19 |
3 files changed, 46 insertions, 2 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index b46b96f8..2c4acb27 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -59,6 +59,9 @@ CASH_STRAT = ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'C 'IRDEVCSH', name='cash_strat') +SPOT_STRAT = ENUM('M_STR_MAV', 'M_STR_MEZZ', 'SER_ITRXCURVE', 'M_CSH_CASH', + name='spot_strat') + OPTION_TYPE = ENUM('PAYER', 'RECEIVER', name='option_type') @@ -303,6 +306,30 @@ class CashFlowDeal(db.Model): trade_date = db.Column(db.Date, nullable=False) account = db.relationship(Accounts) + +class SpotDeal(db.Model): + __tablename__ = "spots" + id = db.Column('id', db.Integer, primary_key=True) + dealid = db.Column(db.String(28)) + lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) + action = db.Column(ACTION) + 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) + cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'), + info={'choices': [('IBKRNY', 'Interactive Brokers')], + 'label': 'counterparty'}, nullable=False) + trade_date = db.Column(db.Date, nullable=False) + settlement_date = db.Column(db.Date, nullable=False) + spot_rate = db.Column(db.Float, nullable=False) + buy_currency = db.Column(CCY, nullable=False) + buy_amount = db.Column(db.Float, nullable=False) + sell_currency = db.Column(CCY, nullable=False) + sell_amount = db.Column(db.Float, nullable=False) + commission_currency = db.Column(CCY, nullable=False) + commission = db.Column(db.Float, nullable=False) + counterparty = db.relationship(Counterparties) + class CapFloorDeal(db.Model): __tablename__ = 'capfloors' id = db.Column('id', db.Integer, primary_key=True) diff --git a/python/Dawn/templates/base.html b/python/Dawn/templates/base.html index 97ba4e3d..0af075eb 100644 --- a/python/Dawn/templates/base.html +++ b/python/Dawn/templates/base.html @@ -28,6 +28,7 @@ <li><a href="{{url_for('list_trades', kind='cds')}}">CDS</a></li> <li><a href="{{url_for('list_trades', kind='swaption')}}">Swaptions</a></li> <li><a href="{{url_for('list_trades', kind='future')}}">Futures</a></li> + <li><a href="{{url_for('list_trades', kind='spot')}}">Spot</a></li> <li><a href="{{url_for('list_trades', kind='wire')}}">Wires</a></li> <li><a href="{{url_for('list_trades', kind='capfloor')}}">Caps and Floors</a></li> </ul> @@ -44,6 +45,7 @@ <li><a href="{{url_for('trade_manage', kind='cds')}}">CDS</a></li> <li><a href="{{url_for('trade_manage', kind='swaption')}}">Swaptions</a></li> <li><a href="{{url_for('trade_manage', kind='future')}}">Futures</a></li> + <li><a href="{{url_for('trade_manage', kind='spot')}}">Spot</a></li> <li><a href="{{url_for('wire_manage')}}">Wires</a></li> <li><a href="{{url_for('trade_manage', kind='capfloor')}}">Caps and Floors</a></li> </ul> diff --git a/python/Dawn/views.py b/python/Dawn/views.py index 97873eaf..3cecf2b5 100644 --- a/python/Dawn/views.py +++ b/python/Dawn/views.py @@ -10,7 +10,7 @@ from flask import (abort, request, render_template, redirect, from .models import (ModelForm, CASH_STRAT, CCY, BondDeal, CDSDeal, SwaptionDeal, FutureDeal, CashFlowDeal, - CapFloorDeal, Counterparties, Accounts) + CapFloorDeal, SpotDeal, Counterparties, Accounts) from sqlalchemy.exc import IntegrityError from wtforms.fields import BooleanField @@ -34,7 +34,7 @@ def cp_choices(kind='bond'): if kind == 'bond': return (Counterparties.query.order_by('name'). with_entities(Counterparties.code, Counterparties.name)) - elif kind == 'future': + elif kind in ['future', 'spot']: return [] elif kind in ['cds', 'swaption', 'capfloor']: return (Counterparties.query. @@ -123,6 +123,14 @@ class FutureForm(ModelForm): include_foreign_keys = True exclude = ['dealid', 'lastupdate'] +class SpotForm(ModelForm): + upload_globeop = BooleanField(label="Upload to globeop?") + + class Meta: + model = SpotDeal + include_foreign_keys = True + exclude = ['dealid', 'lastupdate'] + class CapFloorForm(ModelForm): upload_globeop = BooleanField(label="Upload to globeop?") @@ -147,6 +155,8 @@ def get_deal(kind): return CashFlowDeal elif kind == 'capfloor': return CapFloorDeal + elif kind == 'spot': + return SpotDeal else: raise RuntimeError(f'Unknown Deal type: {kind}') @@ -162,6 +172,8 @@ def _get_form(kind): return FutureForm elif kind == 'capfloor': return CapFloorForm + elif kind == 'spot': + return SpotForm else: raise RuntimeError('Unknown Deal type') @@ -179,6 +191,9 @@ def get_form(trade, kind): upfront_settle_date=today.date() + 3 * bus_day) if kind == 'cds': form.account_code.choices = fcm_accounts() + elif kind == 'spot': + form = Form(trade_date=today.date(), + settlement_date=today.date() + 2 * bus_day) else: form = Form(trade_date=today.date(), settle_date=today.date() + 2 * bus_day) |