diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/mtm_upload.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py index a255218f..40732386 100644 --- a/python/mtm_upload.py +++ b/python/mtm_upload.py @@ -7,7 +7,7 @@ from serenitas.analytics.dates import next_business_day import datetime from trade_dataclasses import CDSDeal, SwaptionDeal -HEADERS = { +mtm_headers = { "tranche": [ "Swap ID", "Allocation ID", @@ -177,13 +177,13 @@ def tranche_term_trades(conn): def build_line(obj, asset_type): - return [obj.get(h, None) for h in HEADERS[asset_type]] + return [obj.get(h, None) for h in mtm_headers[asset_type]] def process_upload(trades, asset_type, upload): buf = StringIO() csvwriter = csv.writer(buf) - csvwriter.writerow(HEADERS[asset_type]) + csvwriter.writerow(mtm_headers[asset_type]) csvwriter.writerows(build_line(trade, asset_type) for trade in trades) buf = buf.getvalue().encode() fname = f"MTM.{datetime.datetime.now():%Y%m%d.%H%M%S}.{asset_type.capitalize()}.csv" |
