def _set_month_id_and_class_id(mapper, connection, target):
log.debug("setting month_id and class_id on OCVolCurve: symbol=%s expiration_date=%s",
target.expiry.portfolio_symbol.symbol.symbol, target.expiry.expiration_date)
session = get_session_from_connection(connection)
expiration_date = target.expiry.expiration_date
symbol_id = target.expiry.portfolio_symbol.symbol_id
ocia =\
session\
.query(OCInstrument)\
.join(Option)\
.filter(Option.symbol_id == symbol_id)\
.filter(Option.expiration_date == expiration_date)\
.first()
target.class_id = ocia.oc_class_id
target.month_id = ocia.oc_month_id
def handle_vol_curve_input_record_insert(mapper, connection, target):
log.debug("updating vol_curve timestamp on vol_curve_input insert: vol_curve_input=%s", target)
session = get_session_from_connection(connection)
vol_curve = session.query(VolCurve).get(target.vol_curve_input.vol_curve_id)
vol_curve.time_stamp = target.time_stamp
session.commit()
def prepopulate_vol_models(target, connection, **kw):
session = get_session_from_connection(connection)
vol_model = VolModel(name="OCFlexibleSpline")
session.add(vol_model)
session.commit()