diff options
| -rw-r--r-- | python/insert_fx_id.py | 22 |
1 files changed, 18 insertions, 4 deletions
diff --git a/python/insert_fx_id.py b/python/insert_fx_id.py index cc4b798c..de9cda36 100644 --- a/python/insert_fx_id.py +++ b/python/insert_fx_id.py @@ -1,9 +1,12 @@ +import argparse import datetime import pandas as pd from serenitas.utils.env import DAILY_DIR from serenitas.analytics.dates import prev_business_day +from serenitas.utils.db import dawn_engine from collateral.baml_isda import load_excel + FX_REPORT_COLUMNS = [ "cpty_id", "trade_date", @@ -32,7 +35,7 @@ def read_BAMSNY(fund, cob): REPORTS_DIR.glob(f"301__LMCG_INVESTMEN{get_tag(fund)}_CSA_{cob:%m%d%Y}_*") ) df = load_excel(fname) - df[df["ProductID"] == "FX_Fwd"] + df = df[df["ProductID"] == "FX_Fwd"] df = df[ [ "Back Office Number", @@ -67,7 +70,11 @@ def read_MSCSNY(fund, cob): return df -def main(date): +def get_forwards(cob): + return pd.read_sql_query("SELECT * FROM forwards", con=dawn_engine) + + +def main(cob): for fund in ("Serenitas", "BowdSt", "Selene"): for counterparty in ("MSCSNY", "BAMSNY"): read_fun = globals()[f"read_{counterparty}"] @@ -75,5 +82,12 @@ def main(date): if __name__ == "__main__": - cob = prev_business_day(datetime.date.today()) - main(cob) + parser = argparse.ArgumentParser() + parser.add_argument( + "cob", + type=datetime.date, + default=prev_business_day(datetime.date.today()), + help="Date to process (YYYY-MM-DD)", + ) + args = parser.parse_args() + main(args.cob) |