diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/Dawn/models.py | 82 |
1 files changed, 41 insertions, 41 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index ab5a6fb7..bb4ff002 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -109,28 +109,28 @@ class CDSDeal(db.Model): dealid = db.Column(db.String(28)) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) action = db.Column(ACTION) - folder = db.Column(CDS_STRAT, nullable = False) + folder = db.Column(CDS_STRAT, nullable=False) custodian = db.Column(db.String(12), default='SGFCM', nullable=False) cashaccount = db.Column(db.String(10), default='SGNSCLMASW', nullable=False) cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'), info={'choices': [(None, '')], - 'label': 'counterparty'}, nullable = False) - trade_date = db.Column(db.Date, nullable = False) - effective_date = db.Column(db.Date, nullable = False) - maturity = db.Column(db.Date, nullable = False) - currency = db.Column(CCY, nullable = False) - payment_rolldate = db.Column(BUS_DAY_CONVENTION, nullable = False) - notional = db.Column(db.Float, nullable = False) - fixed_rate = db.Column(db.Float, nullable = False) - day_count = db.Column(DAY_COUNT, nullable = False) - frequency = db.Column(db.SmallInteger, default=4, nullable = False) - protection = db.Column(PROTECTION, nullable = False) - security_id = db.Column(db.String(12), nullable = False) - security_desc = db.Column(db.String(32), nullable = False) - upfront = db.Column(db.Float, nullable = False) - upfront_settle_date = db.Column(db.Date, nullable = False) + 'label': 'counterparty'}, nullable=False) + trade_date = db.Column(db.Date, nullable=False) + effective_date = db.Column(db.Date, nullable=False) + maturity = db.Column(db.Date, nullable=False) + currency = db.Column(CCY, nullable=False) + payment_rolldate = db.Column(BUS_DAY_CONVENTION, nullable=False) + notional = db.Column(db.Float, nullable=False) + fixed_rate = db.Column(db.Float, nullable=False) + day_count = db.Column(DAY_COUNT, nullable=False) + frequency = db.Column(db.SmallInteger, default=4, nullable=False) + protection = db.Column(PROTECTION, nullable=False) + security_id = db.Column(db.String(12), nullable=False) + security_desc = db.Column(db.String(32), nullable=False) + upfront = db.Column(db.Float, nullable=False) + upfront_settle_date = db.Column(db.Date, nullable=False) initial_margin_percentage = db.Column(db.Float) - swap_type = db.Column(SWAP_TYPE, nullable = False) + swap_type = db.Column(SWAP_TYPE, nullable=False) attach = db.Column(db.SmallInteger, info={'min': 0, 'max':100}) detach = db.Column(db.SmallInteger, info={'min': 0, 'max':100}) clearing_facility = db.Column(db.String(12), default='ICE-CREDIT') @@ -145,14 +145,14 @@ class RepoDeal(db.Model): id = db.Column('id', db.Integer, primary_key=True) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) action = db.Column(ACTION) - folder = db.Column(CDS_STRAT, nullable = False) + folder = db.Column(CDS_STRAT, nullable=False) custodian = db.Column(db.String(12), default='SGFCM', nullable=False) cashaccount = db.Column(db.String(10), default='SGNSCLMASW', nullable=False) cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'), info={'choices': [(None, '')], - 'label': 'counterparty'}, nullable = False) - trade_date = db.Column(db.Date, nullable = False) - settle_date = db.Column(db.Date, nullable = False) + 'label': 'counterparty'}, nullable=False) + trade_date = db.Column(db.Date, nullable=False) + settle_date = db.Column(db.Date, nullable=False) cusip = db.Column(db.String(9), info={'validators': Length(9,9), 'filters': [lambda x: x or None,], 'trim': True}) @@ -161,15 +161,15 @@ class RepoDeal(db.Model): 'trim': True}) identifier = db.Column(db.String(12), info={'filters': [lambda x: x or None,], 'trim': True}) - description = db.Column(db.String(32), nullable = False, info={'trim': True}) + description = db.Column(db.String(32), nullable=False, info={'trim': True}) transation_indicator = db.Column(REPO_TYPE) - faceamount = db.Column(db.Float, nullable = False) - price = db.Column(db.Float, nullable = False) - currency = db.Column(CCY, nullable = False) + faceamount = db.Column(db.Float, nullable=False) + price = db.Column(db.Float, nullable=False) + currency = db.Column(CCY, nullable=False) expiration_date = db.Column(db.Date) weighted_amount = db.Column(db.Float) haircut = db.Column(db.Float) - repo_rate = db.Column(db.Float, nullable = False) + repo_rate = db.Column(db.Float, nullable=False) call_notice = db.Column(CALL_NOTICE) daycount = db.Column(DAY_COUNT) ticket = db.Column(db.String, info={'form_field_class': FileField}) @@ -183,29 +183,29 @@ class SwaptionDeal(db.Model): dealid = db.Column(db.String(28)) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) action = db.Column(ACTION) - folder = db.Column(SWAPTION_STRAT, nullable = False) + folder = db.Column(SWAPTION_STRAT, nullable=False) custodian = db.Column(db.String(12), default='NONE', nullable=False) cashaccount = db.Column(db.String(10), default='SGNSCLMASW', nullable=False) cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'), info={'choices': [(None, '')], - 'label': 'counterparty'}, nullable = False) - trade_date = db.Column(db.Date, nullable = False) - settle_date = db.Column(db.Date, nullable = False) - buysell = db.Column(db.Boolean, nullable = False, info={'choices':[(0, 'sell'), (1, 'buy')], + 'label': 'counterparty'}, nullable=False) + trade_date = db.Column(db.Date, nullable=False) + settle_date = db.Column(db.Date, nullable=False) + buysell = db.Column(db.Boolean, nullable=False, info={'choices':[(0, 'sell'), (1, 'buy')], 'coerce': lambda x: bool(int(x)) \ if x is not None else x}) - notional = db.Column(db.Float, nullable = False) - swaption_type = db.Column(SWAPTION_TYPE, nullable = False) - strike = db.Column(db.Float, nullable = False) - price = db.Column(db.Float, nullable = False) - expiration_date = db.Column(db.Date, nullable = False) + notional = db.Column(db.Float, nullable=False) + swaption_type = db.Column(SWAPTION_TYPE, nullable=False) + strike = db.Column(db.Float, nullable=False) + price = db.Column(db.Float, nullable=False) + expiration_date = db.Column(db.Date, nullable=False) initial_margin_percentage = db.Column(db.Float) index_ref = db.Column(db.Float) - security_id = db.Column(db.String(12), nullable = False) - security_desc = db.Column(db.String(32), nullable = False) - fixed_rate = db.Column(db.Float, nullable = False) - maturity = db.Column(db.Date, nullable = False) - currency = db.Column(CCY, nullable = False) + security_id = db.Column(db.String(12), nullable=False) + security_desc = db.Column(db.String(32), nullable=False) + fixed_rate = db.Column(db.Float, nullable=False) + maturity = db.Column(db.Date, nullable=False) + currency = db.Column(CCY, nullable=False) counterparty = db.relationship(Counterparties) BaseModelForm = model_form_factory(FlaskForm) |