diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/position_file_bowdst.py | 22 |
1 files changed, 8 insertions, 14 deletions
diff --git a/python/position_file_bowdst.py b/python/position_file_bowdst.py index 279c9584..a34c300c 100644 --- a/python/position_file_bowdst.py +++ b/python/position_file_bowdst.py @@ -12,7 +12,7 @@ def process_upload(trades, asset_type): csvwriter.writerow(HEADERS[asset_type]) csvwriter.writerows(build_line(trade, asset_type) for trade in trades) buf = buf.getvalue().encode() - dest = Path("/home/serenitas/flint/{asset_type}.csv") + dest = Path(f"/home/serenitas/flint/{asset_type}.csv") dest.write_bytes(buf) @@ -127,7 +127,7 @@ with dawndb.cursor() as c: "SELECT trb.trade_id, trb.serenitas_clean_nav + trb.serenitas_accrued as mtm, trb.notional as active_notional, cds.* FROM tranche_risk_bowdst trb left join cds on trade_id=id WHERE date=%s", (date,), ) - trades = [] + otc_trades = [] for row in c: obj = row._asdict() obj["Client Name"] = "HEDGEMARK" @@ -155,13 +155,11 @@ with dawndb.cursor() as c: "mtm": "MTM Valuation", }, ) - trades.append(obj) - process_upload(trades, "otc") + otc_trades.append(obj) c.execute( "SELECT abs(spr.notional) AS active_notional, spr.serenitas_nav, swaptions.*, index_version_markit.annexdate FROM list_swaption_positions_and_risks(%s, 'BOWDST') spr LEFT JOIN swaptions ON deal_id=dealid LEFT JOIN index_version_markit ON swaptions.security_id=redindexcode;", (date,), ) - trades = [] for row in c: obj = row._asdict() obj["Client Name"] = "HEDGEMARK" @@ -193,19 +191,17 @@ with dawndb.cursor() as c: "serenitas_nav": "MTM Valuation", }, ) - trades.append(obj) - process_upload(trades, "otc") + otc_trades.append(obj) c.execute( "SELECT abs(spr.notional) AS active_notional, spr.nav, swaptions.*, index_version_markit.effectivedate FROM list_ir_swaption_positions(%s, 'BOWDST') spr LEFT JOIN swaptions ON deal_id=dealid LEFT JOIN index_version_markit ON swaptions.security_id=redindexcode;", (date,), ) - trades = [] for row in c: obj = row._asdict() obj["Client Name"] = "HEDGEMARK" obj["Fund Name"] = "BOS_PAT_BOWDOIN" - obj["Product Type"] = "CD Swaption" + obj["Product Type"] = "Swaption" obj["TransactionIndicator (Buy/Sell)"] = "B" if obj["buysell"] else "S" obj["PutCall Indicator (Call/Put)"] = ( "P" if obj["option_type"] == "PAYER" else "C" @@ -232,14 +228,12 @@ with dawndb.cursor() as c: "nav": "MTM Valuation", }, ) - trades.append(obj) - process_upload(trades, "otc") + otc_trades.append(obj) c.execute( "SELECT cds.*, ivm.effectivedate FROM list_cds_marks(%s, null, 'BOWDST') cds LEFT JOIN index_version_markit ivm ON security_id=redindexcode;", (date,), ) - trades = [] for row in c: obj = row._asdict() obj["Client Name"] = "HEDGEMARK" @@ -265,5 +259,5 @@ with dawndb.cursor() as c: "security_desc": "Underlying Desc", }, ) - trades.append(obj) - process_upload(trades, "otc") + otc_trades.append(obj) + process_upload(otc_trades, "otc") |