diff options
| -rw-r--r-- | python/collateral_calc.py | 26 | ||||
| -rw-r--r-- | python/env.py | 5 | ||||
| -rw-r--r-- | python/parse_citi_pdf.py | 6 |
3 files changed, 25 insertions, 12 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index fb4c1ccc..03418b52 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -1,8 +1,12 @@ -import os import logging import pandas as pd +import sys from db import dawn_engine +try: + from env import DAILY_DIR, LOG_DIR +except KeyError: + sys.exit("Please set 'DAILY_DIR' and 'LOG_DIR' in the environment") from exchange import ExchangeMessage from exchangelib import HTMLBody from pathlib import Path @@ -12,9 +16,7 @@ from paramiko import Transport, SFTPClient, RSAKey from parse_citi_pdf import get_citi_collateral from sqlalchemy.exc import IntegrityError -DAILY_DIR = Path(os.environ["DAILY_DIR"]) -logging.basicConfig(filename=os.path.join(os.getenv("LOG_DIR"), - 'collateral_calc.log'), +logging.basicConfig(filename=LOG_DIR / 'collateral_calc.log', level=logging.WARNING, format='%(asctime)s %(message)s') @@ -354,6 +356,7 @@ def gs_collateral(d, dawn_trades): def citi_collateral(d, dawn_trades): df = load_citi_file(d) + collateral = get_citi_collateral(d - BDay()) df = df[['Trade ID', 'Market Value', 'BasicAmt']] df = df.merge(dawn_trades, how='left', left_on='Trade ID', right_on='cpty_id') df = df.groupby('folder').sum() @@ -361,14 +364,14 @@ def citi_collateral(d, dawn_trades): df['Currency'] = 'USD' df = df.reset_index() df.columns = ['Strategy', 'Amount', 'Currency'] - df.amount *=1 + df.Amount *= -1 df = df.append({"Strategy": "M_CSH_CASH", - "Amount": - collateral - df.Amount.sum(), + "Amount": collateral - df.Amount.sum(), "Currency": "USD"}, ignore_index=True) return df -def send_email(df_ms, df_baml, df_gs): +def send_email(df_ms, df_baml, df_gs, df_citi): pd.set_option('display.float_format', '{:.2f}'.format) content = HTMLBody('<html><body>' '<h3>At Morgan Stanley:</h3>' @@ -377,9 +380,12 @@ def send_email(df_ms, df_baml, df_gs): '{}' '<h3>At Goldman Sachs:</h3>' '{}' + '<h3>At Citi:</h3>' + '{}' '</body><html>'.format(df_ms.to_html(index=False), df_baml.to_html(index=False), - df_gs.to_html(index=False))) + df_gs.to_html(index=False), + df_citi.to_html(index=False))) em = ExchangeMessage() em.send_email("IAM booking", content, ['serenitas.otc@sscinc.com'], @@ -406,4 +412,6 @@ if __name__ == "__main__": except FileNotFoundError as e: logging.info(e) df_gs = gs_collateral(d - BDay(), dawn_trades) - send_email(df_ms, df_baml, df_gs) + d = pd.Timestamp.today().normalize() + df_citi = citi_collateral(d, dawn_trades) + send_email(df_ms, df_baml, df_gs, df_citi) diff --git a/python/env.py b/python/env.py new file mode 100644 index 00000000..8c952a11 --- /dev/null +++ b/python/env.py @@ -0,0 +1,5 @@ +import os +from pathlib import Path + +DAILY_DIR = Path(os.environ["DAILY_DIR"]) +LOG_DIR = Path(os.environ["LOG_DIR"]) diff --git a/python/parse_citi_pdf.py b/python/parse_citi_pdf.py index ccbcd56b..c4cfa007 100644 --- a/python/parse_citi_pdf.py +++ b/python/parse_citi_pdf.py @@ -1,7 +1,7 @@ import pandas as pd import subprocess from bs4 import BeautifulSoup -from pathlib import Path +from env import DAILY_DIR def load_pdf(file_path): proc = subprocess.run(["pdftohtml", "-xml", "-stdout", "-i", @@ -35,9 +35,9 @@ def get_df(l, col1, col2, col3): def get_citi_collateral(d): try: fname = next((DAILY_DIR / "CITI_reports"). - glob("262966_MarginNotice_*_.pdf")) + glob(f"262966_MarginNotice_{d.strftime('%Y%m%d')}_*.pdf")) except StopIteration: - raise FileNotFoundError(f"CITI file not found for date {d}") + raise FileNotFoundError(f"CITI file not found for date {d.date()}") l = load_pdf(fname) col1 = (370, 500, 70, 100) col2 = (370, 500, 100, 500) |