diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/mtm_upload.py | 20 |
1 files changed, 11 insertions, 9 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py index 928fe76f..9a6783c2 100644 --- a/python/mtm_upload.py +++ b/python/mtm_upload.py @@ -116,14 +116,15 @@ HEADERS = { def tranche_trades(conn): trades = [] - obj = CDSDeal.from_tradeid(3472).to_markit() - trades.append(obj) + for tradeid in (3517, 3516): + obj = CDSDeal.from_tradeid(tradeid).to_markit() + trades.append(obj) return trades def swaption_trades(conn): trades = [] - for tradeid in (260, 261): + for tradeid in (262, 263): obj = SwaptionDeal.from_tradeid(tradeid).to_markit() trades.append(obj) return trades @@ -133,8 +134,8 @@ def tranche_term_trades(conn): with conn.cursor() as c: trades = [] c.execute( - "SELECT * FROM terminations where termination_date > %s and dealid LIKE %s", - (datetime.date(2021, 12, 15), "SCCDS%"), + "SELECT terminations.*, cds.fund, cds.cp_code FROM terminations left join cds using (dealid) where termination_date >= %s and dealid LIKE %s", + (datetime.date(2022, 3, 1), "SCCDS%"), ) for row in c: obj = row._asdict() @@ -147,6 +148,9 @@ def tranche_term_trades(conn): "termination_fee": "Initial Payment", "termination_date": "Trade Date", "fee_payment_date": "Settle Date", + "fund": "Account Abbreviation", + "termination_cp": "Broker Id", + "cp_code": "Remaining Party", }, ) if obj["Initial Payment"] >= 0: @@ -154,12 +158,10 @@ def tranche_term_trades(conn): else: obj["Initial Payment"] = abs(obj["Initial Payment"]) obj["Transaction Code"] = "Pay" + obj["Currency Code"] = "USD" obj["Product Type"] = "TRN" obj["Entity Matrix"] = "Publisher" obj["Definitions Type"] = "ISDA2003Credit" - obj["Account Abbreviation"] = "Serenitas-test1" - obj["Broker Id"] = "0000571T" - obj["Remaining Party"] = "0000571T" obj["Trade ID"] = obj["Swap ID"] + "-" + str(obj["id"]) obj["Transaction Type"] = "Partial Assignment" obj["Effective Date"] = obj["Trade Date"] + datetime.timedelta(days=1) @@ -185,7 +187,7 @@ def process_upload(trades, asset_type, upload): def upload_trades(conn): - process_upload(swaption_trades(conn), "swaption", upload=False) + process_upload(tranche_term_trades(conn), "tranche", upload=False) if __name__ == "__main__": |