def get_events_maturity(self, new_security, old_security):
maturity_events = []
maturity_date = new_security.get('MaturityDate')
if maturity_date:
if events_booking_utils.is_new_event(new_security, old_security,
['MaturityDate']):
# This is to handle if the date is saved as '0001-01-01T00:00:00Z'
if not events_booking_utils.is_valid_datetime_fields(
maturity_date):
return []
event_maturity = {
'Date':
maturity_date,
'Security':
new_security['Key'],
'EventType':
'CDSMaturity',
'Status':
1,
'Description':
'[Maturity CDS] Maturity date {}'.format(
events_booking_utils.get_date_display_fmt(
maturity_date)),
'Username':
'******'
}
self._logger.info('Maturity event returned')
maturity_events.append(event_maturity)
else:
self._logger.warning(
'The security {} does not have a maturity date'.format(
new_security['Key']))
return maturity_events
def get_events_coupon(self, new_security, old_security):
coupon_events = []
coupon_dates_ls = new_security.get('CouponDateList')
coupon_rate = new_security.get('Coupon', 0)
if coupon_dates_ls:
if events_booking_utils.is_new_event(new_security, old_security,
['CouponDateList', 'Coupon']):
for cpd in coupon_dates_ls:
event_cpn = {
'Date':
cpd,
'Security':
new_security['Key'],
'EventType':
'CDSCouponPayment',
'CouponRate':
coupon_rate,
'Status':
1,
'Description':
'[CouponPayment CDS] Rate - {} Coupon date {}'.format(
coupon_rate,
events_booking_utils.get_date_display_fmt(cpd)),
'Username':
'******'
}
coupon_events.append(event_cpn)
self._logger.info('{} coupon events returned'.format(
len(coupon_events)))
return coupon_events
def get_events_conversion(self, new_security, old_security):
convertible_events = []
convertible_date = new_security.get('LastConvertibleDate')
underlying = new_security.get('Underlying')
conversion_ratio = int(new_security.get('ConversionRatio'))
if convertible_date and underlying and conversion_ratio:
if events_booking_utils.is_new_event(new_security, old_security, ['LastConvertibleDate', 'Underlying', 'ConversionRatio']):
# This is to handle if the date is saved as '0001-01-01T00:00:00Z'
if not events_booking_utils.is_valid_datetime_fields(convertible_date):
return []
event_conversion = {
'Date': convertible_date,
'Security': new_security['Key'],
'EventType': 'BondConversion',
'Status': 1,
'Description': '[Conversion Bond] Convertible date {}'.format(
events_booking_utils.get_date_display_fmt(convertible_date)),
'Underlying': new_security['Underlying'],
'ConversionRatio': new_security['ConversionRatio'],
'ConversionPrice': new_security['ConversionPrice'],
'Username': '******'
}
self._logger.info('Bond convertible event returned')
convertible_events.append(event_conversion)
else:
self._logger.warning(
'Convertible bond security {} does not have convertible date, underlying or conversion ratio'.format(new_security['Key']))
return convertible_events
def get_events_expiry(self, new_security, old_security):
expiry_events = []
expiry_date = new_security.get('ExpiryDateTime')
if expiry_date:
if events_booking_utils.is_new_event(new_security, old_security, ['ExpiryDateTime']):
# This is to handle if the date is saved as '0001-01-01T00:00:00Z'
if not events_booking_utils.is_valid_datetime_fields(expiry_date):
return []
event_expiry = {
'Date': expiry_date,
'Security': new_security['Key'],
'EventType': 'FutureExpiry',
'Status': 1,
'Description': '[Expiry Future] Expiry date: {}'.format(
events_booking_utils.get_date_display_fmt(expiry_date)),
'AssetClass': new_security['AssetClass'],
'Underlying': new_security['Underlying'],
'Name': new_security['Name'],
'Username': '******'
}
self._logger.info('Expiry event returned')
expiry_events.append(event_expiry)
else:
self._logger.warning(
'The Futures {} does not have a expiry date'.format(new_security['Key']))
return expiry_events
def get_events_callable_puttable(self, new_security, old_security, put_call):
events = []
schedule_property = put_call + 'Schedule'
event_type = put_call + 'Date'
schedule_dates_ls = new_security.get(schedule_property)
if schedule_dates_ls:
if events_booking_utils.is_new_event(new_security, old_security, [schedule_property]):
for schedule_date in schedule_dates_ls:
event_date = {
'Date': schedule_date['Date'],
'Security': new_security['Key'],
'EventType': event_type,
'Status': 'Active',
'PutCallPrice': schedule_date['Price'],
'Description': '[{}] {} @ {}'.format(event_type, new_security['Name'], schedule_date['Price']),
'Username': '******'
}
events.append(event_date)
self._logger.info(
'{} {} date events returned'.format(len(events), put_call))
return events
def get_events_expiry(self, new_security, old_security):
expiry_events = []
expiry_date = new_security.get('ExpiryDateTime')
put_call_flag = new_security.get('PutCallFlag')
settlement_type = new_security.get('SettlementType')
strike = new_security.get('Strike')
underlying = new_security.get('Underlying')
if not expiry_date:
self._logger.warning(
'Equity Option {} does not have a expiry date'.format(
new_security['Key']))
else:
if events_booking_utils.is_new_event(new_security, old_security, [
'ExpiryDateTime', 'PutCallFlag', 'SettlementType',
'Strike', 'Underlying'
]):
# This is to handle if the date is saved as '0001-01-01T00:00:00Z'
if not events_booking_utils.is_valid_datetime_fields(
expiry_date):
return []
if not put_call_flag:
self._logger.warning(
'The Equity Option {} has an invalid put/call flag {}. Please check'
.format(new_security['Key'], put_call_flag))
if not settlement_type:
self._logger.warning(
'The Equity Option {} has an invalid settlement type {}. Please check'
.format(new_security['Key'], settlement_type))
if not strike:
self._logger.warning(
'The Equity Option {} has an invalid strike {}. Please check'
.format(new_security['Key'], strike))
if not underlying:
self._logger.warning(
'The Equity Option {} has an invalid underlying {}. Please check'
.format(new_security['Key'], underlying))
event_expiry = {
'Date':
expiry_date,
'Security':
new_security['Key'],
'EventType':
'OptionExpiry',
'Status':
1,
'Description':
'[Expiry Equity Option] Expiry date: {}, [Name] Name: {}, [PutCallFlag] Put Call flag: {}, [SettlementTYpe] Settlement type: {}, [Strike] Strike: {}, [Underlying] Underlying: {}'
.format(
events_booking_utils.get_date_display_fmt(expiry_date),
new_security.get('Name'), put_call_flag,
settlement_type, strike, underlying),
'AssetClass':
new_security.get('AssetClass'),
'Name':
new_security.get('Name'),
'PutCallFlag':
put_call_flag,
'SettlementType':
settlement_type,
'Strike':
strike,
'Underlying':
underlying,
'Username':
'******'
}
self._logger.info('Expiry event returned')
expiry_events.append(event_expiry)
return expiry_events