diff options
| -rw-r--r-- | python/cash_reports.py | 28 | ||||
| -rw-r--r-- | python/custodian_wire.py | 23 | ||||
| -rw-r--r-- | python/upload_bbh_trades.py | 100 |
3 files changed, 0 insertions, 151 deletions
diff --git a/python/cash_reports.py b/python/cash_reports.py deleted file mode 100644 index f0937d0d..00000000 --- a/python/cash_reports.py +++ /dev/null @@ -1,28 +0,0 @@ -from report_ops.cash import NTCashReport, UMBCashReport, BNYCashReport -import datetime -from serenitas.analytics.dates import prev_business_day -import logging - -logger = logging.getLogger(__name__) -if __name__ == "__main__": - import argparse - - parser = argparse.ArgumentParser() - parser.add_argument( - "date", - nargs="?", - type=datetime.date.fromisoformat, - default=datetime.date.today(), - help="work date", - ) - args = parser.parse_args() - for report_cls in ( - NTCashReport, - UMBCashReport, - BNYCashReport, - ): - report = report_cls(args.date) - try: - report.to_db() - except ValueError as e: - logger.warning(e) diff --git a/python/custodian_wire.py b/python/custodian_wire.py deleted file mode 100644 index a6fd5fba..00000000 --- a/python/custodian_wire.py +++ /dev/null @@ -1,23 +0,0 @@ -from report_ops.wires import BowdstWire, NTWire -import datetime - -if __name__ == "__main__": - from serenitas.utils.exchange import ExchangeMessage - import logging - import argparse - - logger = logging.getLogger(__name__) - parser = argparse.ArgumentParser() - parser.add_argument( - "workdate", - nargs="?", - type=datetime.date.fromisoformat, - default=datetime.date.today(), - help="working date", - ) - args = parser.parse_args() - for wire_report in (BowdstWire, NTWire): - try: - wire_report.to_db(args.workdate) - except ValueError as e: - logger.info(e) diff --git a/python/upload_bbh_trades.py b/python/upload_bbh_trades.py deleted file mode 100644 index 519623c1..00000000 --- a/python/upload_bbh_trades.py +++ /dev/null @@ -1,100 +0,0 @@ -import csv -from serenitas.utils.db import dbconn, dawn_engine -import datetime -from serenitas.utils.misc import rename_keys -import pandas as pd -from sqlalchemy.exc import IntegrityError -from io import StringIO -from serenitas.utils.env import DAILY_DIR -from serenitas.utils.remote import SftpClient -from csv_headers.bond_upload import BBH_BONDS as headers - - -def _include_headers_only(obj, headers): - new_obj = {} - for header in headers: - new_obj[header] = obj.get(header, None) - new_obj["tradeid"] = obj.get("tradeid") - return new_obj - - -def _serialize(obj): - rename_keys( - obj, - { - "dealid": "Client Reference Number", - "identifier": "Security ID", - "accrued_payment": "Interest Amount", - "dtc_number": "Trading Broker Type/ID", - "principal_payment": "Principal Amount", - "faceamount": "Unit / Original Face Amount", - "current_face": "Current Face/Amortize Value", - "price": "Unit Price Amount", - "net_amount": "Net Amount", - }, - ) - trade_details = { - "Trade Date": obj["trade_date"].strftime("%m/%d/%Y"), - "Settlement Date": obj["settle_date"].strftime("%m/%d/%Y"), - "Place of Settlement/Country": "DTCYUS33", - "Transaction Type": "RVP" if obj["buysell"] else "DVP", - "Function of Instruction": "NEWM", - "Account Number": "4023461", - "Currency": "USD", - "Clearing Broker ID / Type": obj["Trading Broker Type/ID"], - "Other Fees Amount": 0, - "Commission Amount": 0, - "SEC Fees Amount": 0, - } - obj.update(trade_details) - return _include_headers_only(obj, headers) - - -def process_upload(obj): - buf = StringIO() - csvwriter = csv.writer(buf) - csvwriter.writerow(headers) - csvwriter.writerow([obj.get(header, None) for header in headers]) - buf = buf.getvalue().encode() - fname = f'LMCG_BBH_TRADES_P.{obj["Client Reference Number"].replace("_", "")}.csv' - dest = DAILY_DIR / str(datetime.date.today()) / fname - sftp = SftpClient.from_creds("bbh") - sftp.put(buf, fname) - dest.write_bytes(buf) - - -if __name__ == "__main__": - import argparse - - parser = argparse.ArgumentParser(description="Upload trades to BBH") - parser.add_argument( - "date", - nargs="?", - type=datetime.date.fromisoformat, - default=(datetime.date.today() - datetime.timedelta(days=7)), - ) - args = parser.parse_args() - conn = dbconn("dawndb") - with conn.cursor() as c: - sql_query = "SELECT bond_trades.* FROM bond_trades LEFT JOIN counterparties ON cp_code=code WHERE cash_counterparty AND trade_date >= '2022-04-05' AND trade_date >=%s AND fund='BRINKER' and faceamount is not null and faceamount >0;" - c.execute( - sql_query, (args.date,) - ) # We don't want to upload trades before 2022-04-05 so we're filtering on the trade_date twice - - for row in c: - obj = row._asdict() - obj = _serialize(obj) - df = pd.DataFrame( - obj, - index=[ - "i", - ], - ) - try: - df.to_sql( - "bbh_bond_upload", dawn_engine, index=False, if_exists="append" - ) - except IntegrityError: - conn.rollback() - else: - process_upload(obj) |