diff options
| -rw-r--r-- | python/reallocate_iam.py | 22 |
1 files changed, 15 insertions, 7 deletions
diff --git a/python/reallocate_iam.py b/python/reallocate_iam.py index 2846938d..bbee59d5 100644 --- a/python/reallocate_iam.py +++ b/python/reallocate_iam.py @@ -119,7 +119,9 @@ def cancel_old_iam_trades(fund: str, cob: datetime.date, conn) -> "Iterable": conn.commit() -def generate_new_iam_trades(fund: str, cob: datetime.date, conn) -> "Iterable": +def generate_new_iam_trades( + fund: str, cob: datetime.date, conn, backfill +) -> "Iterable": """Generates new IAM deals""" with conn.cursor() as cursor: cursor.execute( @@ -127,11 +129,16 @@ def generate_new_iam_trades(fund: str, cob: datetime.date, conn) -> "Iterable": (cob, fund), ) for row in cursor: - trade_data = row._asdict() | {"trade_date": cob} + trade_data = row._asdict() | { + "trade_date": cob, + "maturity": next_business_day(cob) if backfill else None, + } yield IAMDeal.from_dict(**trade_data) -def generate_new_iam_offset_trades(fund: str, cob: datetime.date, conn) -> "Iterable": +def generate_new_iam_offset_trades( + fund: str, cob: datetime.date, conn, backfill +) -> "Iterable": """Generates offsets if the sma has already updated these IAM deals""" _ignore = {"BOWDST": ("GS_FCM",)} with conn.cursor() as cursor: @@ -147,6 +154,7 @@ def generate_new_iam_offset_trades(fund: str, cob: datetime.date, conn) -> "Iter "folder": "M_CSH_CASH", "portfolio": "CASH", "trade_date": cob, + "maturity": next_business_day(cob) if backfill else None, } yield IAMDeal.from_dict(**trade_data) @@ -164,15 +172,15 @@ def update_matured_iam_trades(fund: str, prev_date: datetime.date, conn) -> "Ite conn.commit() -def build_iam(fund: str, cob: datetime.date, conn, upload: bool): +def build_iam(fund: str, cob: datetime.date, conn, upload: bool, backfill): """Generates IAM file for globeop""" service = Service[fund] for old_iam in cancel_old_iam_trades(fund, cob, conn): service.push_trade(old_iam, "CANCEL") - for new_iam in generate_new_iam_trades(fund, cob, conn): + for new_iam in generate_new_iam_trades(fund, cob, conn, backfill): new_iam.stage() if fund == "BOWDST": - for new_iam_offset in generate_new_iam_offset_trades(fund, cob, conn): + for new_iam_offset in generate_new_iam_offset_trades(fund, cob, conn, backfill): new_iam_offset.stage() for iam in IAMDeal.commit(returning=True): service.push_trade(iam, "NEW") @@ -203,4 +211,4 @@ if __name__ == "__main__": conn = dbconn("dawndb") args = parse_args() for fund in ("SERCGMAST", "BOWDST"): - build_iam(fund, args.cob, conn, not args.no_upload) + build_iam(fund, args.cob, conn, not args.no_upload, args.backfill) |