diff options
Diffstat (limited to 'python/collateral/baml_fcm.py')
| -rw-r--r-- | python/collateral/baml_fcm.py | 28 |
1 files changed, 19 insertions, 9 deletions
diff --git a/python/collateral/baml_fcm.py b/python/collateral/baml_fcm.py index ff80f480..c7c892a4 100644 --- a/python/collateral/baml_fcm.py +++ b/python/collateral/baml_fcm.py @@ -4,14 +4,17 @@ import pandas as pd from sqlalchemy.exc import IntegrityError -def download_files(*args, **kwargs): +def download_files(*args, fund="Serenitas", **kwargs): + if fund != "Serenitas": + return sftp = SftpClient.from_creds("baml_fcm") - sftp.download_files("outgoing", DAILY_DIR / "BAML_reports") + sftp.download_files("outgoing", DAILY_DIR / fund / "BAML_reports") -def collateral(d, positions, *, engine, **kwargs): +def collateral(d, positions, *, engine, fund="Serenitas", **kwargs): df = pd.read_csv( DAILY_DIR + / fund / "BAML_reports" / f"OTC_Open_Positions_-_Credit_-_LMCG_{d:%Y%m%d}.CSV", usecols=[ @@ -75,13 +78,19 @@ def collateral(d, positions, *, engine, **kwargs): "Margin Excess/Deficit", ] df_margin = pd.read_csv( - DAILY_DIR / "BAML_reports" / f"OTC_Moneyline_{d:%Y%m%d}.CSV", + DAILY_DIR / fund / "BAML_reports" / f"OTC_Moneyline_{d:%Y%m%d}.CSV", usecols=col_names, parse_dates=["Statement Date"], index_col=["Statement Date"], ) df_margin.AT = df_margin.AT.replace( - {"Q4": "EUR", "F4": "EUR", "Q1": "USD", "F2": "USD", "9Z": "ZZZZZ",} + { + "Q4": "EUR", + "F4": "EUR", + "Q1": "USD", + "F2": "USD", + "9Z": "ZZZZZ", + } ) df_margin = df_margin.set_index("AT", append=True) df_margin = df_margin.groupby(level=(0, 1)).sum() @@ -89,10 +98,11 @@ def collateral(d, positions, *, engine, **kwargs): col_names.pop(2) try: place_holders = ",".join(["%s"] * (len(col_names) - 1)) - engine.execute( - f"INSERT INTO fcm_moneyline VALUES(%s, 'V0NSCLMFCM', {place_holders})", - list(df_margin[col_names].itertuples(index=False)), - ) + with engine.connect() as conn: + conn.execute( + f"INSERT INTO fcm_moneyline VALUES(%s, 'V0NSCLMFCM', {place_holders})", + list(df_margin[col_names].itertuples(index=False)), + ) except IntegrityError: pass df["date"] = d |