diff options
Diffstat (limited to 'python/collateral/baml_fcm.py')
| -rw-r--r-- | python/collateral/baml_fcm.py | 25 |
1 files changed, 19 insertions, 6 deletions
diff --git a/python/collateral/baml_fcm.py b/python/collateral/baml_fcm.py index 245c1a30..7508aad1 100644 --- a/python/collateral/baml_fcm.py +++ b/python/collateral/baml_fcm.py @@ -8,10 +8,16 @@ logger = logging.getLogger(__name__) def download_files(*args, fund="Serenitas", **kwargs): - if fund != "Serenitas": + if fund not in ("Serenitas", "Selene"): return sftp = SftpClient.from_creds("baml_fcm") - sftp.download_files("outgoing", DAILY_DIR / fund / "BAML_reports") + if fund == "Serenitas": + filters = (lambda s: "Selene" not in s.filename,) + elif fund == "Selene": + filters = (lambda s: "Selene" in s.filename,) + sftp.download_files( + "outgoing", DAILY_DIR / fund / "BAML_reports", additional_filters=filters + ) def load_csv(file_type, fund, d, **kwargs): @@ -120,8 +126,9 @@ def collateral(d, positions, *, engine, fund="Serenitas", positions_irs, **kwarg "Initial Margin Requirement", "Margin Excess/Deficit", ] + tag = "Selene_" if fund == "Selene" else "" df_margin = pd.read_csv( - DAILY_DIR / fund / "BAML_reports" / f"OTC_Moneyline_{d:%Y%m%d}.CSV", + DAILY_DIR / fund / "BAML_reports" / f"OTC_Moneyline_{tag}{d:%Y%m%d}.CSV", usecols=col_names, parse_dates=["Statement Date"], index_col=["Statement Date"], @@ -143,15 +150,21 @@ def collateral(d, positions, *, engine, fund="Serenitas", positions_irs, **kwarg df_margin_fut.AT = "USD" df_margin_fut = df_margin_fut.reset_index() col_names.pop(2) + accounts = { + "Serenitas": ("V0NSCLMFCM", "MLNSCLMAFU"), + "Selene": ("6MZ20K79", ""), + } + df_margin["account"], df_margin_fut["account"] = accounts[fund] + col_names.insert(1, "account") try: - place_holders = ",".join(["%s"] * (len(col_names) - 1)) + place_holders = ",".join(["%s"] * len(col_names)) with engine.connect() as conn: conn.execute( - f"INSERT INTO fcm_moneyline VALUES(%s, 'V0NSCLMFCM', {place_holders})", + f"INSERT INTO fcm_moneyline VALUES({place_holders})", list(df_margin[col_names].itertuples(index=False)), ) conn.execute( - f"INSERT INTO fcm_moneyline VALUES(%s, 'MLNSCLMAFU', {place_holders})", + f"INSERT INTO fcm_moneyline VALUES({place_holders})", list(df_margin_fut[col_names].itertuples(index=False)), ) except IntegrityError as e: |