1 files changed, 0 insertions, 150 deletions
diff --git a/python/book_bbg2.py b/python/book_bbg2.py
deleted file mode 100644
index 671bf1c0..00000000
--- a/python/book_bbg2.py
+++ /dev/null
@@ -1,150 +0,0 @@
-from serenitas.utils.env import DAILY_DIR
-from serenitas.utils.remote import SftpClient
-from zoneinfo import ZoneInfo
-import datetime
-import csv
-from trade_dataclasses import CDSDeal, BondDeal
-from decimal import Decimal
-from serenitas.utils.db import dbconn
-from lru import LRU
-from stat import S_ISREG
-import pandas as pd
-from sqlalchemy.exc import SQLAlchemyError
-import time
-
-_funds = {"SERENITAS_CGMF": "SERCGMAST", "BOWDOINST": "BOWDST"}
-_fcms = {"Bank of America, N.A.": "BAML", "Goldman Sachs": "GS"}
-_cdx_cp = {
-    "MSDU": "MSCSNY",
-    "GSMX": "GOLDNY",
-    "JPGP": "JPCBNY",
-    "JFF": "JEFF",
-    "BMLE": "BAMSNY",
-    "BARX": "BARCNY",
-    "CSDA": "CSFBBO",
-    "EBNP": "BNPBNY",
-    "WFCD": "WELFEI",
-    "BSEF": "BSEONY",
-    "JPOS": "JPCBNY",
-    "CGCI": "CITINY",
-}
-_bond_cp = {
-    "CG": "CITINY",
-    "WFBS": "WELFEI",
-    "MZZ": "MIZUNY",
-    "BABS": "BAML",
-    "PTRU": "PERFCH",
-    "BARC": "BARCNY",
-    "MS": "MORGNY",
-    "BA": "BAML",
-    "FB": "CSUINY",
-    "INTC": "STONEX",
-    "SOCG": "SGSANY",
-    "NOM": "NOMINY",
-    "JP": "JPCBNY",
-    "BTIG": "BTIG",
-}
-
-
-def get_indic_data(conn, redcode, tenor):
-    sql_str = (
-        "SELECT maturity, coupon "
-        "FROM index_desc "
-        "WHERE tenor=%s AND redindexcode=%s "
-    )
-    with conn.cursor() as c:
-        c.execute(sql_str, (redcode, tenor))
-        return c.fetchone()
-
-
-def cdx_booking_process(path, conn):
-    with open(path) as fh:
-        reader = csv.DictReader(fh)
-        for line in reader:
-            tenor = line["Security"].rsplit(" ", 1)[-1].lower() + "r"
-            maturity, coupon = get_indic_data(conn, tenor, line["Red Code"])
-            trade = CDSDeal(
-                fund=_funds[line["Account"]],
-                folder="*",
-                portfolio="UNALLOCATED",
-                security_id=line["Red Code"],
-                security_desc=line["Security"].removesuffix(" PRC"),
-                traded_level=Decimal(line["Price (Dec)"]),
-                notional=line["Quantity"],
-                fixed_rate=coupon * 0.01,
-                trade_date=datetime.datetime.strptime(
-                    line["Trade Dt"], "%m/%d/%Y"
-                ).date(),
-                maturity=maturity,
-                currency=line["Curncy"],
-                protection="Buyer" if line["Side"] == "B" else "Seller",
-                upfront=line["Principal"],
-                cp_code=_cdx_cp[line["Brkr"]],
-                account_code=_fcms[line["Client FCM"]],
-            )
-            trade.stage()
-        CDSDeal.commit()
-
-
-def bond_booking_process(path, conn, fname, _cache):
-    df = pd.read_csv(path)
-    for _, line in df.iterrows():
-        trade = BondDeal(
-            faceamount=Decimal(line["Quantity"]),
-            price=Decimal(line["Price (Dec)"]),
-            cp_code=_bond_cp[line["Brkr"]],
-            cusip=line["Cusip"],
-            identifier=line["Cusip"],
-            trade_date=datetime.datetime.strptime(line["Trade Dt"], "%m/%d/%Y"),
-            settle_date=datetime.datetime.strptime(line["SetDt"], "%m/%d/%Y"),
-            portfolio="UNALLOCATED",
-            asset_class=None,
-            description=line["Security"].removesuffix(" Mtge"),
-            buysell=line["Side"] == "B",
-            bbg_ticket_id=fname,
-        )
-        trade.stage()
-    df["bbg_ticket_id"] = [fname]
-    try:
-        df.to_sql("bond_tickets", dawn_engine, if_exists="append", index=False)
-    except SQLAlchemyError as e:
-        error = str(e.__dict__["orig"])
-        BondDeal._insert_queue.clear()
-        print(error)
-    else:
-        _cache[fname] = None
-    finally:
-        BondDeal.commit()
-
-
-def get_bbg_id(name):
-    return name.split("_", 1)[1]
-
-
-if __name__ == "__main__":
-    from serenitas.utils.db import serenitas_pool, dawn_engine
-
-    conn = serenitas_pool.getconn()
-    _cache = LRU(128)
-    while True:
-        d = datetime.date.today()
-        sftp = SftpClient.from_creds("bbg")
-        filters = [lambda f: S_ISREG(f.st_mode)]
-        for f in filter(
-            lambda f: all(filt(f) for filt in filters), sftp.client.listdir_iter("/")
-        ):
-            if ("CDX" in f.filename) or ("BOND" in f.filename):
-                if get_bbg_id(f.filename) in _cache.keys():
-                    continue
-                else:
-                    if "CDX" in f.filename:
-                        # cds_booking_process(sftp.client.open(f"/{f.filename}"), conn, get_bbg_id(f.filename), _cache)
-                        pass
-                    elif "BOND" in f.filename:
-                        bond_booking_process(
-                            sftp.client.open(f"/{f.filename}"),
-                            conn,
-                            get_bbg_id(f.filename),
-                            _cache,
-                        )
-        time.sleep(60)