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
|
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy import Boolean, Sequence, Column, Integer, String, Date, Float, ForeignKey
from sqlalchemy.dialects.postgresql import ENUM, OID
from wtforms import FileField, SelectField
import datetime
Base = declarative_base()
class Counterparties(Base):
__tablename__ = 'counterparties'
code = Column(String(12), primary_key=True)
name = Column(String)
city = Column(String)
state = Column(String(2))
dtc_number = Column(Integer)
sales_contact = Column(String)
sales_email = Column(String)
sales_phone = Column(String)
valuation_contact1 = Column(String)
valuation_email1 = Column(String)
valuation_contact2 = Column(String)
valuation_email2 = Column(String)
valuation_contact3 = Column(String)
valuation_email3 = Column(String)
notes = Column(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', metadata=Base.metadata)
ASSET_CLASS = ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared',
name='asset_class', metadata=Base.metadata)
class BondDeal(Base):
__tablename__ = 'bonds'
dealid = Column(String(28), primary_key=True)
folder = Column(BOND_STRAT, nullable=False)
custodian = Column(String(12), nullable=False)
cashaccount = Column(String(10), nullable=False)
counterparty = Column(String, ForeignKey("counterparties.code"),
info={'choices': [(None, None)]})
trade_date = Column(Date, nullable = False, default = datetime.date.today)
settle_date = Column(Date, nullable = False, default = datetime.date.today)
cusip = Column(String(9))
isin = Column(String(12))
description = Column(String(32))
buysell = Column(Boolean, nullable = False, info={'choices':[(0, 'sell'), (1, 'buy')]})
faceamount = Column(Float, nullable=False)
price = Column(Float, nullable=False)
account = Column(String(10))
accrued = Column(Float)
asset_class = Column(ASSET_CLASS)
ticket = Column(OID, info={'form_field_class': FileField})
|
