diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/Dawn/views.py | 54 |
1 files changed, 39 insertions, 15 deletions
diff --git a/python/Dawn/views.py b/python/Dawn/views.py index 120cf292..fc76fe4f 100644 --- a/python/Dawn/views.py +++ b/python/Dawn/views.py @@ -16,7 +16,8 @@ from sqlalchemy.exc import IntegrityError from wtforms.fields import BooleanField from pandas.tseries.offsets import CustomBusinessDay -from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday +from pandas.tseries.holiday import (get_calendar, HolidayCalendarFactory, + GoodFriday) from .utils import bump_rev, simple_serialize from PyPDF2 import PdfFileMerger @@ -28,6 +29,7 @@ fed_cal = get_calendar('USFederalHolidayCalendar') bond_cal = HolidayCalendarFactory('BondCalendar', fed_cal, GoodFriday) bus_day = CustomBusinessDay(calendar=bond_cal()) + def cp_choices(kind='bond'): if kind == 'bond': return (Counterparties.query.order_by('name'). @@ -40,9 +42,11 @@ def cp_choices(kind='bond'): filter(Counterparties.name.ilike('%CDS%')). with_entities(Counterparties.code, Counterparties.name)) + def account_codes(): return Accounts.query.order_by('code').with_entities(Accounts.code, Accounts.name) + def get_queue(): q = getattr(g, 'queue', None) if q is None: @@ -53,6 +57,7 @@ def get_queue(): q = g.queue = redis.Redis(host='ziggy') return q + def get_db(): db = getattr(g, '_database', None) if db is None: @@ -61,46 +66,58 @@ def get_db(): host="debian") return db + @app.teardown_appcontext def close_connection(exception): db = getattr(g, '_database', None) if db is not None: db.close() + class CounterpartyForm(ModelForm): class Meta: model = Counterparties include_primary_keys = True + class BondForm(ModelForm): upload_globeop = BooleanField(label="Upload to globeop?") + class Meta: model = BondDeal include_foreign_keys = True - exclude = ['dealid', 'lastupdate', #we generate it with a trigger at the server level + exclude = ['dealid', 'lastupdate', # we generate it with a trigger at the server level 'principal_payment', 'accrued_payment'] + class CDSForm(ModelForm): upload_globeop = BooleanField(label="Upload to globeop?") + class Meta: model = CDSDeal include_foreign_keys = True - exclude = ['dealid', 'lastupdate'] + exclude = ['dealid', 'lastupdate', 'termination_amount', + 'termination_cp'] class SwaptionForm(ModelForm): upload_globeop = BooleanField(label="Upload to globeop?") + class Meta: model = SwaptionDeal include_foreign_keys = True - exclude = ['dealid', 'lastupdate'] + exclude = ['dealid', 'lastupdate', 'termination_amount', + 'termination_cp'] + class FutureForm(ModelForm): upload_globeop = BooleanField(label="Upload to globeop?") + class Meta: model = FutureDeal include_foreign_keys = True exclude = ['dealid', 'lastupdate'] + def get_deal(kind): if kind == 'cds': return CDSDeal @@ -113,6 +130,7 @@ def get_deal(kind): else: raise RuntimeError(f'Unknown Deal type: {kind}') + def _get_form(kind): if kind == 'cds': return CDSForm @@ -125,6 +143,7 @@ def _get_form(kind): else: raise RuntimeError('Unknown Deal type') + def get_form(trade, kind): Form = _get_form(kind) if trade.id: @@ -150,18 +169,12 @@ def get_form(trade, kind): continue return form -def get_wire_form(wire): - if wire.id: - return WireForm(obj=trade) - else: - today = pd.datetime.today() - form = WireForm(trade_date=today.date()) - return form def get_trade(tradeid, kind): Deal = get_deal(kind) return Deal.query.get(tradeid) if tradeid else Deal() + def save_ticket(trade, old_ticket_name): if trade.ticket: if old_ticket_name: @@ -175,6 +188,7 @@ def save_ticket(trade, old_ticket_name): else: trade.ticket = old_ticket_name + def split_direction(g, direction): if direction == "outgoing": return [{"folder": cf.folder, "amount": -cf.amount, "code": cf.code, @@ -187,6 +201,7 @@ def split_direction(g, direction): else: raise ValueError("direction can be one of 'outgoing' or 'incoming'") + def gen_cashflow_deals(form, session, wire_id=None): to_date = lambda s: datetime.datetime.strptime(s, "%Y-%m-%d") d = {'action': form.get("action"), @@ -214,7 +229,9 @@ def gen_cashflow_deals(form, session, wire_id=None): yield cf else: cf = CashFlowDeal(**d) - session.add(cf); yield cf + session.add(cf) + yield cf + @app.route('/wires/<int:wire_id>', methods = ['GET', 'POST']) @app.route('/wires/', defaults={'wire_id': None}, methods=['GET', 'POST']) @@ -255,8 +272,10 @@ def wire_manage(wire_id): @app.route('/trades/<kind>/<int:tradeid>', methods=['GET', 'POST']) -@app.route('/trades/<kind>/', defaults = {'tradeid': None}, methods=['GET', 'POST']) -@app.route('/trades/', defaults = {'tradeid': None, 'kind': 'bond'}, methods=['GET', 'POST']) +@app.route('/trades/<kind>/', defaults={'tradeid': None}, + methods=['GET', 'POST']) +@app.route('/trades/', defaults={'tradeid': None, 'kind': 'bond'}, + methods=['GET', 'POST']) def trade_manage(tradeid, kind): trade = get_trade(tradeid, kind) form = _get_form(kind)() @@ -290,6 +309,7 @@ def trade_manage(tradeid, kind): return render_template('trade_entry.html', form=form, action_url=url_for('trade_manage', tradeid=tradeid, kind=kind)) + @app.route('/', defaults={'kind': 'bond'}) @app.route('/<kind>') def list_trades(kind): @@ -300,6 +320,7 @@ def list_trades(kind): trade_list = Deal.query.order_by(Deal.trade_date.desc(), Deal.id.desc()) return render_template(f'{kind}_blotter.html', trades=trade_list.all()) + @app.route('/tickets/<int:tradeid>') def download_ticket(tradeid): trade = BondDeal.query.get(tradeid) @@ -312,7 +333,8 @@ def download_ticket(tradeid): fh.seek(0) return send_file(fh, mimetype='application/pdf') -@app.route('/counterparties/<path:instr>', methods = ['GET']) + +@app.route('/counterparties/<path:instr>', methods=['GET']) @app.route('/counterparties/', defaults={'instr': None}, methods=['GET']) def list_counterparties(instr): if instr: @@ -323,6 +345,7 @@ def list_counterparties(instr): cp_list = Counterparties.query.order_by(Counterparties.name) return render_template('counterparties.html', counterparties=cp_list.all()) + @app.route('/edit_cp/<cpcode>', methods=['GET', 'POST']) @app.route('/edit_cp/', defaults={'cpcode': None}, methods=['GET', 'POST']) def edit_counterparty(cpcode): @@ -350,6 +373,7 @@ def edit_counterparty(cpcode): else: return render_template('edit_cp.html', form=CounterpartyForm(obj=cp), code=cpcode) + @app.route('/_ajax', methods=['GET']) def get_bbg_id(): bbg_id = request.args.get('bbg_id') |