1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
|
from flask.ext.sqlalchemy import SQLAlchemy
from flask_wtf import Form
from flask_wtf.file import FileField
from sqlalchemy.dialects.postgresql import ENUM, OID
from sqlalchemy.types import TypeDecorator, LargeBinary
from wtforms import SelectField
from wtforms.validators import Length
from wtforms_alchemy import model_form_factory
from sqlalchemy_utils import EmailType, PhoneNumberType
import datetime
db = SQLAlchemy()
class MyBinary(TypeDecorator):
impl = LargeBinary
def process_bind_param(self, value, dialect):
return value.stream.getbuffer()
class Counterparties(db.Model):
__tablename__ = 'counterparties'
code = db.Column(db.String(12), primary_key=True)
name = db.Column(db.String)
city = db.Column(db.String)
state = db.Column(db.String(2))
dtc_number = db.Column(db.Integer)
sales_contact = db.Column(db.String)
sales_email = db.Column(EmailType)
sales_phone = db.Column(PhoneNumberType())
valuation_contact1 = db.Column(db.String)
valuation_email1 = db.Column(EmailType)
valuation_contact2 = db.Column(db.String)
valuation_email2 = db.Column(EmailType)
valuation_contact3 = db.Column(db.String)
valuation_email3 = db.Column(EmailType)
valuation_contact4 = db.Column(db.String)
valuation_email4 = db.Column(EmailType)
notes = db.Column(db.String)
BOND_STRAT = ENUM('M_STR_MAV', 'M_STR_SMEZZ', 'CSO_TRANCH',
'M_CLO_BB20', 'M_CLO_AAA', 'M_CLO_BBB', 'M_MTG_IO', 'M_MTG_THRU',
'M_MTG_GOOD', 'M_MTG_B4PR', 'M_MTG_RW', name='bond_strat')
ASSET_CLASS = ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared',
name='asset_class')
ACTION = ENUM('NEW', 'UPDATE', 'CANCEL', name='action')
def myticket(ctx):
return "{0}.{1}".format(ctx.current_parameters['dealid'],
str(datetime.datetime.now()))
class BondDeal(db.Model):
__tablename__ = 'bonds'
id = db.Column('id', db.Integer, primary_key=True)
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(BOND_STRAT, nullable=False)
custodian = db.Column(db.String(12), default='BAC', nullable=False)
cashaccount = db.Column(db.String(10), default='V0NSCLMAMB', nullable=False)
counterparty = db.Column(db.String, db.ForeignKey("counterparties.code"),
info={'choices': [(None, None)]})
trade_date = db.Column(db.Date, nullable = False, default = datetime.date.today)
settle_date = db.Column(db.Date, nullable = False, default =
lambda : datetime.date.today() + datetime.timedelta(3))
cusip = db.Column(db.String(9), info={'validators': Length(9,9)})
isin = db.Column(db.String(12), info={'validator': Length(12, 12)})
description = db.Column(db.String(32))
buysell = db.Column(db.Boolean, nullable = False, info={'choices':[(0, 'sell'), (1, 'buy')]})
faceamount = db.Column(db.Float, nullable=False)
price = db.Column(db.Float, nullable=False)
account = db.Column(db.String(10))
accrued = db.Column(db.Float)
asset_class = db.Column(ASSET_CLASS)
ticket = db.Column(db.String, info={'form_field_class': FileField})
BaseModelForm = model_form_factory(Form)
class ModelForm(BaseModelForm):
@classmethod
def get_session(self):
return db.session
|
