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Diffstat (limited to 'python/citco_ops/wires.py')
| -rw-r--r-- | python/citco_ops/wires.py | 110 |
1 files changed, 0 insertions, 110 deletions
diff --git a/python/citco_ops/wires.py b/python/citco_ops/wires.py deleted file mode 100644 index 9f1965fd..00000000 --- a/python/citco_ops/wires.py +++ /dev/null @@ -1,110 +0,0 @@ -from dataclasses import dataclass -import datetime -from serenitas.ops.trade_dataclasses import Deal, Ccy -from typing import ClassVar -from .custodians import NT, BNY -from .misc import get_dir -from dataclasses import field -from csv import DictReader - -_nt_to_currency = {"EURO - EUR": "EUR", "U.S. DOLLARS - USD": "USD"} - - -@dataclass -class Wire(Deal, table_name="custodian_wires", deal_type="custodian_wires"): - date: datetime.date - fund: ClassVar[str] - entry_date: datetime.date - value_date: datetime.date - pay_date: datetime.date - currency: Ccy - amount: float - wire_details: str - unique_ref: str - dtkey: ClassVar = field(metadata={"insert": False, "select": False}) - - def __init_subclass__(cls, fund, dtkey, **kwargs): - cls._sql_insert = ( - cls._sql_insert.removesuffix("RETURNING *") - + "ON CONFLICT (unique_ref) DO NOTHING RETURNING *" - ) - cls.fund = fund - cls.dtkey = dtkey - - def __post_init__(self): - self.amount = self.amount.replace(",", "") - if "(" in self.amount: - self.amount = -float(self.amount[1:-1]) - else: - self.amount = float(self.amount) - - @classmethod - def to_db(cls, fname, date): - cls.download_reports(date) - p = max( - [f for f in get_dir(date).iterdir() if fname in f.name], - key=cls.dtkey_fun(), - default=None, - ) - return p - - @classmethod - def dtkey_fun(cls): - def dtkey_fun(f): - return datetime.datetime.strptime( - f.name.removesuffix(".csv").removesuffix(".xlsx").rsplit("_")[-1], - cls.dtkey, - ) - - return dtkey_fun - - -class BowdstWire(Wire, BNY, fund="BOWDST", dtkey="%Y%m%d%H%M%S"): - @classmethod - def from_report_line(cls, line: dict): - return cls( - date=line["Report Run Date"], - entry_date=line["Cash Entry Date"], - value_date=line["Cash Value Date"], - pay_date=line["Settle / Pay Date"], - currency=line["Local Currency Code"], - amount=line["Local Amount"], - wire_details=line["Transaction Description 1"] - if line["Transaction Type Code"] == "CW" - else line["Transaction Description 2"], - unique_ref=line["Reference Number"], - ) - - @classmethod - def to_db(cls, date): - p = super().to_db("BowdstWires", date) - with open(p) as fh: - reader = DictReader(fh) - for line in reader: - cls.from_report_line(line).stage() - cls.commit() - - -class NTWire(Wire, NT, fund="ISOSEL", dtkey="%Y%m%d%H%M"): - @classmethod - def from_passport_line(cls, line: dict): - return cls( - date=line["Through date"], - entry_date=line["D-GL-POST"], - value_date=line["D-TRAN-EFF"], - pay_date=line["D-TRAN-EFF"], - currency=_nt_to_currency[line["N-GL-AC30"]], - amount=line["Net amount - local"], - wire_details=line["narrative"], - unique_ref=line["C-EXTL-SYS-TRN-DSC-3"], - ) - - @classmethod - def to_db(cls, date): - p = super().to_db("custodian_wires", date) - with open(p) as fh: - reader = DictReader(fh) - for line in reader: - if "sponsor" in line["narrative"].lower(): - cls.from_preport_line(line).stage() - cls.commit() |
