diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/trade_dataclasses.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 8bfc4a32..843f3b2e 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -620,8 +620,8 @@ class CDSDeal( @classmethod def from_bbg_line(cls, line: dict): - if "Seq#" in line and line["Brkr"] != "BSEF": - raise ValueError("Ignoring file, we have an allocation file") + if line["Client FCM"] == "": + raise ValueError("Trade is unallocated") if line["Coupon"] == "": with cls._conn.cursor() as c: c.execute( @@ -635,7 +635,7 @@ class CDSDeal( coupon, index, series, tenor = c.fetchone() line["Security"] = desc_str(index, series, tenor.removesuffix("yr")) line["Coupon"] = coupon - if line["Brkr"] == "BSEF": # BSEF means CDX BLOCK + if "Price (Dec)" not in line: # Means this is a BSEF block file line["Price (Dec)"] = line["Price"] line["Quantity"] = float(line["Qty (M)"]) * 1000 values = [line["bbg_ticket_id"]] + [None] * 21 |