diff options
| -rw-r--r-- | python/load_bbh_reports.py | 16 |
1 files changed, 15 insertions, 1 deletions
diff --git a/python/load_bbh_reports.py b/python/load_bbh_reports.py index 06b656f6..b4a6d6e5 100644 --- a/python/load_bbh_reports.py +++ b/python/load_bbh_reports.py @@ -75,17 +75,31 @@ def val_report(f): df.to_sql("bbh_val", dbengine("dawndb"), if_exists="append", index=False) +def bond_report(f, date): + df = pd.read_csv( + f, + parse_dates=["Trade Date", "Settle Date"], + ) + for col in df.select_dtypes(include="object"): + df[col] = df[col].str.strip() + df.columns = df.columns.str.lower().str.replace(" ", "_").str.replace("/", "_") + df["row"] = df.index + df["report_date"] = date + df.to_sql("bbh_bond", dbengine("dawndb"), if_exists="append", index=False) + + def load_reports(date): path = DAILY_DIR / str(date) / "Reports" pnl_report(path / f"BBH_PNL.{date:%Y%m%d}.csv") val_report(path / f"BBH_VAL.{date:%Y%m%d}.csv") + bond_report(path / f"BBH_BOND.{date:%Y%m%d}.csv", date) def download_val_report(date): reports_dir = DAILY_DIR / str(date) / "Reports" sftp = SftpClient.from_creds("bbh") for f in sftp.client.listdir("frombbh"): - if f.split(".")[1] == f"{date:%Y%m%d}": + if f.split(".")[1].split("_")[0] == f"{date:%Y%m%d}": sftp.client.get(f"frombbh/{f}", localpath=reports_dir / f) |