diff options
| -rw-r--r-- | python/gfs_monitor.py | 15 | ||||
| -rw-r--r-- | python/report_ops/custodians.py | 6 | ||||
| -rw-r--r-- | python/report_ops/utils.py | 3 | ||||
| -rw-r--r-- | sql/dawn.sql | 13 |
4 files changed, 19 insertions, 18 deletions
diff --git a/python/gfs_monitor.py b/python/gfs_monitor.py index a6e95f59..11e0b197 100644 --- a/python/gfs_monitor.py +++ b/python/gfs_monitor.py @@ -54,9 +54,12 @@ if __name__ == "__main__": args = parser.parse_args() logger = logging.getLogger(__name__) conn = dbconn("dawndb") - for fund in ( - "SERCGMAST", - "BOWDST", - ): - check_gfs(args.cob, fund, conn) - check_cleared_cds(args.cob, fund, conn) + sql_str = "SELECT endqty as payment_amount, invccy as currency, periodenddate as settle_date FROM valuation_reports vr WHERE fund=%s AND port ='GFS_HELPER_BUSINESS_UNIT' AND periodenddate =%s AND abs(endqty) > 50000;" + em = ExchangeMessage() + with conn.cursor() as c: + for fund in ("BOWDST", "SERCGMAST"): + c.execute(sql_str, (fund, args.cob)) + for row in c: + GFSMonitor.stage(c._asdict()) + GFSMonitor.email(fund) + GFSMonitor._insert_queue.clear() diff --git a/python/report_ops/custodians.py b/python/report_ops/custodians.py index a0763995..905ca9c2 100644 --- a/python/report_ops/custodians.py +++ b/python/report_ops/custodians.py @@ -31,10 +31,8 @@ def upload_to_custodian(account, trade_date, upload, em): if any( [ old_row.identifier != row.identifier, - abs(float(old_row.principal_payment) - row.principal_payment) - > 1e-2, - abs(float(old_row.accrued_payment) - row.accrued_payment) - > 1e-2, + old_row.principal_payment != row.principal_payment, + old_row.accrued_payment != row.accrued_payment, ] ): old_trade = BondDeal.from_dict( diff --git a/python/report_ops/utils.py b/python/report_ops/utils.py index 1e610510..83c39fc1 100644 --- a/python/report_ops/utils.py +++ b/python/report_ops/utils.py @@ -17,7 +17,6 @@ import re from zoneinfo import ZoneInfo from .misc import _recipients, _cc_recipients from tabulate import tabulate -from serenitas.utils.db import dbconn logger = logging.getLogger(__name__) @@ -329,7 +328,7 @@ class CBMonitor( </style> </head> <body> - Good morning,<br><br>We see a projected overdraft on the below dates. Please move to cover and confirm:<br><br>{cls.to_tabulate()} + Good morning,<br><br>We see a projected overdraft on the below dates. Please move to cover:<br><br>{cls.to_tabulate()} </body> </html>""" ), diff --git a/sql/dawn.sql b/sql/dawn.sql index c4b138ab..185bb576 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1072,9 +1072,9 @@ AS SELECT bonds.dealid, bonds.accrued, bonds.folder, bonds.portfolio, - bonds.principal_payment * bond_allocation.notional / sum(bond_allocation.notional) OVER w AS principal_payment, - bonds.accrued_payment * bond_allocation.notional / sum(bond_allocation.notional) OVER w AS accrued_payment, - (bonds.principal_payment + bonds.accrued_payment) * bond_allocation.notional / sum(bond_allocation.notional) OVER w AS net_amount, + ((bond_allocation.notional / sum(bond_allocation.notional) OVER w) * bonds.principal_payment)::numeric(11, 2) AS principal_payment, + ((bond_allocation.notional / sum(bond_allocation.notional) OVER w) * bonds.accrued_payment)::numeric(11, 2) AS accrued_payment, + ((bond_allocation.notional / sum(bond_allocation.notional) OVER w) * (bonds.principal_payment + bonds.accrued_payment))::numeric(11, 2) AS net_amount, bonds.current_face * bond_allocation.notional / sum(bond_allocation.notional) OVER w AS current_face, bond_allocation.notional AS faceamount, accounts.fund, @@ -1088,6 +1088,7 @@ AS SELECT bonds.dealid, LEFT JOIN counterparties ON bonds.cp_code = counterparties.code WINDOW w AS (PARTITION BY bond_allocation.tradeid); + CREATE OR REPLACE function list_positions(p_date date, p_class asset_class DEFAULT NULL, include_unsettled boolean DEFAULT True, @@ -4121,8 +4122,8 @@ CREATE TABLE bond_csv_upload( id int4 NOT NULL GENERATED ALWAYS AS IDENTITY, tradeid int NOT NULL, identifier text NOT NULL, - principal decimal NOT NULL, - interest decimal NOT NULL, + principal numeric(11, 2) NOT NULL, + interest numeric(11, 2) NOT NULL, CONSTRAINT unique_upload_check UNIQUE (tradeid, cusip, principal, interest) ); @@ -4179,4 +4180,4 @@ SELECT a.security_id::text, a.maturity::date, a.INDEX, a.security_desc::text, pr endlocalmarketprice , split_part(invid, '_', 2) AS security_id, split_part(invid, '_', 6)::date AS maturity - FROM valuation_reports WHERE invid LIKE 'CDS\_%%' AND periodenddate =p_date AND fund= p_fund) i)b USING (security_id, maturity); END $$ LANGUAGE plpgsql;
\ No newline at end of file + FROM valuation_reports WHERE invid LIKE 'CDS\_%%' AND periodenddate =p_date AND fund= p_fund) i)b USING (security_id, maturity); END $$ LANGUAGE plpgsql; |