diff options
| -rw-r--r-- | python/ack_checker.py | 81 |
1 files changed, 36 insertions, 45 deletions
diff --git a/python/ack_checker.py b/python/ack_checker.py index 5f984dd5..2250d8b9 100644 --- a/python/ack_checker.py +++ b/python/ack_checker.py @@ -1,8 +1,8 @@ -import codecs import datetime import re from csv import reader -from io import BytesIO +from itertools import chain +from io import BytesIO, TextIOWrapper from serenitas.utils.remote import SftpClient, FtpClient from serenitas.utils.db import dbconn from serenitas.utils import SerenitasFileHandler @@ -17,7 +17,7 @@ def serenitas_files(date): buf = BytesIO() ftp.client.retrbinary("RETR " + f, buf.write) buf.seek(0) - yield codecs.iterdecode(buf, "utf-8") + yield buf def bowdst_files(date): @@ -33,9 +33,8 @@ def ack_check(date: datetime.date, conn): fh = SerenitasFileHandler("truload.log") logger.addHandler(fh) logger.setLevel(logging.INFO) - files = list(serenitas_files(date)) + list(bowdst_files(date)) - for f in files: - csv = reader(f) + for f in chain(serenitas_files(date), bowdst_files(date)): + csv = reader(TextIOWrapper(f)) for serenitas_id, action, dealtype, result, globeop_id, _, _ in csv: if action == "NEW" and result == "Loaded": # BOWDST globeop uses dealid with colon @@ -45,46 +44,38 @@ def ack_check(date: datetime.date, conn): globeop_id = int(globeop_id.split()[1]) if m := re.match("[^0-9]*([0-9]*)", serenitas_id): serenitas_id = int(m.groups()[0]) - if dealtype == "CreditDefaultSwapDeal": - with conn.cursor() as c: - c.execute( - "SELECT trade_date, orig_attach FROM cds WHERE id=%s", - (serenitas_id,), - ) - (trade_date, attach) = c.fetchone() - if attach is None: - continue + with conn.cursor() as c: + match dealtype: + case "CreditDefaultSwapDeal": + c.execute( + "SELECT trade_date, orig_attach FROM cds WHERE id=%s", + (serenitas_id,), + ) + (trade_date, attach) = c.fetchone() + if attach is None: + continue - with conn.cursor() as c: - c.execute( - "INSERT INTO id_mapping VALUES(%s, %s, %s, %s) " - "ON CONFLICT DO NOTHING", - (trade_date, "CDS", serenitas_id, globeop_id), - ) - if dealtype == "SwaptionDeal": - with conn.cursor() as c: - c.execute( - "UPDATE swaptions SET globeop_id=%s WHERE id=%s", - (globeop_id, serenitas_id), - ) - if dealtype == "ForwardDeal": - with conn.cursor() as c: - c.execute( - "UPDATE spots SET globeop_id=%s WHERE id=%s", - (globeop_id, serenitas_id), - ) - if dealtype == "TotalReturnSwapDeal": - with conn.cursor() as c: - c.execute( - "UPDATE trs SET globeop_id=%s WHERE id=%s", - (globeop_id, serenitas_id), - ) - if dealtype == "InterestRateSwapDeal": - with conn.cursor() as c: - c.execute( - "UPDATE irs SET globeop_id=%s WHERE id=%s", - (globeop_id, serenitas_id), - ) + c.execute( + "INSERT INTO id_mapping VALUES(%s, %s, %s, %s) " + "ON CONFLICT DO NOTHING", + (trade_date, "CDS", serenitas_id, globeop_id), + ) + continue + case "SwaptionDeal": + table = "swaptions" + case "ForwardDeal": + table = "spots" + case "TotalReturnSwapDeal": + table = "trs" + case "InterestRateSwapDeal": + table = "irs" + case _: + logging.info(f"unkown {dealtype}") + continue + c.execute( + f"UPDATE {table} SET globeop_id=%s WHERE id=%s", + (globeop_id, serenitas_id), + ) elif action == "Failed": logger.warning(f"{serenitas_id} ({action}): {globeop_id} ") conn.commit() |