def create_bank_account(bank_name, legal_name, bank_account, bank_account_name, bank_account_status_enum,
payment_system_code, ip, headers):
bank_account = {
'bankName': bank_name, ##开户行名称
'legalName': legal_name,
'bankAccount': bank_account, ##银行账户
'bankAccountName': bank_account_name, ##银行账户名称
'bankAccountStatusEnum': bank_account_status_enum, ##启用/停用
'paymentSystemCode': payment_system_code ##支付系统行号
}
utils.call_request(ip, 'reference-data-service', 'refBankAccountSave', bank_account, headers)
def add_to_white_list(ip, headers):
instrument_list_response = utils.call_request(ip, "market-data-service",
"mktInstrumentsListPaged",
{}, headers)
instrument_list = instrument_list_response['page']
for instrument in instrument_list:
params = {
'venueCode': instrument['exchange'],
'instrumentId': instrument['instrumentId'],
'notionalLimit': 100000000000
}
utils.call_request(ip, 'market-data-service',
'mktInstrumentWhitelistSave', params, headers)
def get_bct_sales_map(ip, headers):
bct_sales_map = {}
bct_sales = utils.call_request(ip, 'reference-data-service',
'refSalesList', {}, headers)
for bct_sales in bct_sales:
subsidiary = bct_sales['subsidiaryName']
branch = bct_sales['branchName']
sale = bct_sales['salesName']
list_to_sales_map(subsidiary, branch, sale, bct_sales_map)
return bct_sales_map
def get_bct_subsidiary_branch_map(ip, headers):
bct_subsidiary_branch_map = {}
bct_subsidiary_branchs = utils.call_request(ip, 'reference-data-service',
'refSubsidiaryBranchList', {},
headers)
for item in bct_subsidiary_branchs:
branchs = bct_subsidiary_branch_map.get(item['subsidiaryName'])
if branchs:
branchs.append(item)
else:
bct_subsidiary_branch_map[item['subsidiaryName']] = [item]
return bct_subsidiary_branch_map
def create_vol(host, headers, name, underlyer, instance, spot, tenors, strikes,
labels, vols, days_in_year, val_date, save=True):
instruments = [{'tenor': tenors[i],
'vols': [{'strike': strikes[j], 'label': labels[j], 'quote': vols[i][j]}
for j in range(len(strikes))]}
for i in range(len(tenors))]
params = {
'underlyer': {
'instrumentId': underlyer,
'instance': instance,
'field': 'close' if instance.lower() == 'close' else 'last',
'quote': spot
},
'modelName': name,
'instance': instance,
'valuationDate': val_date,
'instruments': instruments,
'daysInYear': days_in_year,
'save': save
}
res = utils.call_request(host, "model-service", "mdlVolSurfaceInterpolatedStrikeCreate", params, headers)
return res
def get_bct_legal_name(ip, headers):
parties = utils.call_request(ip, 'reference-data-service', 'refPartyList', {}, headers)
party_names = {}
for party in parties:
party_names[party['legalName']] = party['legalName']
return party_names
def get_bct_bank_accounts(ip, headers):
bank_account_result = utils.call_request(ip, 'reference-data-service', 'refBankAccountSearch', {}, headers)
bank_accounts = {}
for bankAccount in bank_account_result:
bank_accounts[bankAccount['legalName']] = bankAccount['bankAccount']
return bank_accounts