diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/mtm_upload.py | 26 |
1 files changed, 19 insertions, 7 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py index 9a6783c2..58244b81 100644 --- a/python/mtm_upload.py +++ b/python/mtm_upload.py @@ -1,5 +1,4 @@ from serenitas.utils.db import dbconn -from process_queue import rename_keys from io import StringIO import csv from serenitas.utils.env import DAILY_DIR @@ -114,17 +113,24 @@ HEADERS = { } -def tranche_trades(conn): +def rename_keys(d, mapping): + """rename keys in dictionary according to mapping dict inplace""" + for k, v in mapping.items(): + if k in d: + d[v] = d.pop(k) + + +def tranche_trades(tradeids, conn): trades = [] - for tradeid in (3517, 3516): + for tradeid in tradeids: obj = CDSDeal.from_tradeid(tradeid).to_markit() trades.append(obj) return trades -def swaption_trades(conn): +def swaption_trades(tradeids, conn): trades = [] - for tradeid in (262, 263): + for tradeid in tradeids: obj = SwaptionDeal.from_tradeid(tradeid).to_markit() trades.append(obj) return trades @@ -186,8 +192,14 @@ def process_upload(trades, asset_type, upload): dest.write_bytes(buf) -def upload_trades(conn): - process_upload(tranche_term_trades(conn), "tranche", upload=False) +def upload_mtm_trades(trade_type, tradeids, conn): + _funs = { + "swaption": (swaption_trades, "swaption"), + "cds": (tranche_trades, "tranche"), + } + process_upload( + _funs[trade_type][0](tradeids, conn), _funs[trade_type][1], upload=False + ) if __name__ == "__main__": |