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| -rw-r--r-- | python/citco_stax.py | 84 |
1 files changed, 0 insertions, 84 deletions
diff --git a/python/citco_stax.py b/python/citco_stax.py deleted file mode 100644 index 15dcf656..00000000 --- a/python/citco_stax.py +++ /dev/null @@ -1,84 +0,0 @@ -import pandas as pd -from serenitas.utils.env import DAILY_DIR -from serenitas.utils.db import dawn_engine, dbconn -from serenitas.utils.remote import SftpClient -import datetime -from serenitas.analytics.dates import prev_business_day, next_business_day -import re - - -def get_ped(s): - if m := re.search("ISOSEL.([\d.]+)\.", s): - dt = datetime.datetime.strptime(m.group(1), "%Y%m%d.%H%M%S") - return dt.date(), dt - - -def load_citco_report(fdir, ped, kd): - df = pd.read_csv(fdir) - df["row"] = df.index - df.columns = df.columns.str.lower() - df.columns = df.columns.str.replace(" ", "_") - df["period_end_date"] = ped - df["knowledge_date"] = kd - for column in [ - "open_trade_date", - "open_settle_date", - "close_trade_date", - "close_settle_date", - "maturity_date", - "orig_date", - ]: - df[column] = pd.to_datetime(df[column], format="%Y%m%d") - return df - - -def download_reports(cob): - reports_dir = DAILY_DIR / str(next_business_day(cob)) / "Reports" - reports_dir.mkdir(exist_ok=True, parents=True) - sftp = SftpClient.from_creds("citco") - citco_files = [ - filename - for filename in sftp.client.listdir("/outgoing") - if "STAX_INNOCAP" in filename - if get_ped(filename)[0] == cob - ] - if not citco_files: - return - f = max(citco_files, key=get_ped) - sftp.client.get( - f"/outgoing/{f}", localpath=reports_dir / f"Valuation_Report_bytrade_ISOSEL.csv" - ) - return get_ped(f) - - -def load_reports(cob, ped, kd): - reports_dir = DAILY_DIR / str(next_business_day(cob)) / "Reports" - dest = reports_dir / "Valuation_Report_bytrade_ISOSEL.csv" - if not dest.exists(): - # Early exit, file not there - return - df = load_citco_report(dest, ped, kd) - conn = dbconn("dawndb") - with conn.cursor() as c: - c.execute( - "DELETE from citco_stax where period_end_date =%s", - (cob,), - ) - conn.commit() - df.to_sql("citco_stax", dawn_engine, if_exists="append", index=False) - - -if __name__ == "__main__": - import argparse - - parser = argparse.ArgumentParser() - parser.add_argument( - "cob", - nargs="?", - type=datetime.date.fromisoformat, - default=prev_business_day(datetime.date.today()), - help="close of business", - ) - args = parser.parse_args() - ped, kd = download_reports(args.cob) - load_reports(args.cob, ped, kd) |