diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/book_bbg.py | 4 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 44 |
2 files changed, 21 insertions, 27 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index a0809d26..cc7b6ca7 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -29,8 +29,8 @@ def run(): with sftp.client.open(f.filename) as fh: try: Deal[DealType(deal_type)].process(fh, bbg_id) - except TypeError as e: - logger.warning(f"{bbg_id} missing cp in db") + except ValueError as e: + logger.warning(e) pass else: BbgDeal._cache[bbg_id] = None diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index f46b6f5a..27c59cc0 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -324,6 +324,19 @@ class BbgDeal: trade.stage() type(trade).commit() + @classmethod + def get_cp_code(cls, bbg_code, code_type): + with cls._conn.cursor() as c: + c.execute( + "SELECT cp_code from bbg_ticket_mapping where bbg_code=%s and code_type=%s", + (bbg_code, code_type), + ) + try: + (cp_code,) = c.fetchone() + except TypeError: + raise ValueError(f"missing {bbg_code} in the db for {code_type}") + return cp_code + class MTMDeal: _mtm_queue: ClassVar[list] = [] @@ -440,8 +453,8 @@ class CDSDeal( @classmethod def from_bbg_line(cls, line: dict): - with cls._conn.cursor() as c: - if line["Coupon"] == "": + if line["Coupon"] == "": + with cls._conn.cursor() as c: c.execute( "SELECT coupon, index, series, tenor FROM index_desc " "WHERE redindexcode=%s AND maturity =%s", @@ -453,12 +466,8 @@ class CDSDeal( coupon, index, series, tenor = c.fetchone() line["Security"] = desc_str(index, series, tenor.removesuffix("yr")) line["Coupon"] = coupon - c.execute( - "SELECT cp_code from bbg_ticket_mapping where bbg_code=%s and code_type='CDX'", - (line["Brkr"],), - ) - (cp_code,) = c.fetchone() cls._bbg_insert_queue.append(list(line.values())) + cp_code = cls.get_cp_code(line["Brkr"], "CDS") return cls( fund=_funds[line["Account"]], folder="*", @@ -508,12 +517,7 @@ class BondDeal(BbgDeal, Deal, deal_type=DealType.Bond, table_name="bonds"): ) results = c.fetchone() line["asset_class"] = results[0] if results else None - c.execute( - "SELECT cp_code from bbg_ticket_mapping where bbg_code=%s and code_type='BOND'", - (line["Brkr"],), - ) - (cp_code,) = c.fetchone() - + cp_code = cls.get_cp_code(line["Brkr"], "BOND") return cls( faceamount=Decimal(line["Quantity"]), price=Decimal(line["Price (Dec)"]), @@ -742,12 +746,7 @@ class SpotDeal( @classmethod def from_bbg_line(cls, line: dict): - with cls._conn.cursor() as c: - c.execute( - "SELECT cp_code from bbg_ticket_mapping where bbg_code=%s and code_type='FX'", - (line["Counterparty Deal Code"],), - ) - (cp_code,) = c.fetchone() + cp_code = cls.get_cp_code(line["Counterparty Deal Code"], "FX") if line["Side"] == "B": key1, key2 = "buy", "sell" else: @@ -825,12 +824,7 @@ class FxSwapDeal( @classmethod def from_bbg_line(cls, line: dict): - with cls._conn.cursor() as c: - c.execute( - "SELECT cp_code from bbg_ticket_mapping where bbg_code=%s and code_type='FX'", - (line["Counterparty Deal Code"],), - ) - (cp_code,) = c.fetchone() + cp_code = cls.get_cp_code(line["Counterparty Deal Code"], "FX") if line["Side"] == "S": key1, key2 = "buy", "sell" else: |