1 files changed, 0 insertions, 85 deletions
diff --git a/python/download_socgen.py b/python/download_socgen.py
deleted file mode 100644
index c917926e..00000000
--- a/python/download_socgen.py
+++ /dev/null
@@ -1,85 +0,0 @@
-from exchange import get_msgs, get_account
-from exchangelib import Mailbox, Message, HTMLBody
-from ftplib import FTP
-from pathlib import Path
-import os
-import pandas as pd
-from pandas.tseries.offsets import BDay
-
-DAILY_DIR = Path(os.environ["DAILY_DIR"])
-
-def download_files():
-    ftp = FTP('ftp.newedgegroup.com')
-    ftp.login('SerenitasGamma@USA', "SSqrrLL99")
-    ftp.cwd('OTC')
-    for f in ftp.nlst():
-        if f.endswith("csv") and (("OTC_CASH_ACTIVITY" in f) or ("OTC_POSITIONS" in f)):
-            with open(DATA_DIR / f, "wb") as fh:
-                ftp.retrbinary('RETR ' + f, fh.write)
-
-def download_emails():
-    emails = get_msgs(path=["NYops"], subject_filter="SERCX **Daily")
-    DATA_DIR = DAILY_DIR / "MS_reports"
-    for msg in emails:
-        for attach in msg.attachments:
-            if 'NETSwaps' in attach.name:
-                fname = attach.name.split("_")[1]
-                with open(DATA_DIR / fname, "wb") as fh:
-                    fh.write(attach.content)
-
-def sg_collateral(d):
-    df_activity = pd.read_csv(DAILY_DIR / "SG_reports" / f"{d:%Y%m%d}_OTC_CASH_ACTIVITY.csv")
-    df_position = pd.read_csv(DAILY_DIR / "SG_reports" / f"{d:%Y%m%d}_OTC_POSITIONS.csv")
-    df_activity = (df_activity.loc[df_activity['Record Type'] == "VM",
-                                   ["Ticket Reference", "Record Type", "Currency", "Amount"]].
-                   set_index("Ticket Reference"))
-    df_position = df_position.set_index("Ticket Reference")[["Reference Entity", "Mtm Value"]]
-    df = df_activity.join(df_position)
-    df['Collateral'] = df['Mtm Value'] - df['Amount']
-    d = {'ITRAXX': 'SER_ITRXCVCSH',
-         'IG': 'SER_IGCVECSH',
-         'HY': 'MBSCDSCSH'}
-    strat = []
-    r = []
-    for k, v in d.items():
-        r.append((v, df.loc[df['Reference Entity'].str.contains(k),
-                        'Collateral'].sum(), "EUR" if k == "ITRAXX" else "USD"))
-    return pd.DataFrame.from_records(r, columns=['Strategy', 'Amount', 'Currency'])
-
-def ms_collateral(d):
-    df = pd.read_excel(DAILY_DIR / "MS_reports" / f"{d:%Y%m%d}.xls" )
-    d = {'TRCDX': 'IG_TCDSCSH',
-         'ABINT': 'MBSCDSCSH'}
-    r = []
-    acc = 0
-    for k, v in d.items():
-        amount = df.loc[df.trade_book == k, "collat_req_in_agr_ccy"].sum()
-        r.append((v, amount, "USD"))
-        acc += amount
-    r.append(["M_CSH_CSH", -6_810_000 - acc, "USD"])
-    return pd.DataFrame.from_records(r, columns=['Strategy', 'Amount', 'Currency'])
-
-def send_email(account, df_ms, df_sg):
-    content = HTMLBody('<html><body>' \
-                       '<h3>At Morgan Stanley:</h3>' \
-                       '{}' \
-                       '<h3>At Societe Generale:</h3>'
-                       '{}' \
-                       '</body><html>'.format(df_ms.to_html(index=False), df_sg.to_html(index=False)))
-    m = Message(
-        account=account,
-        folder=account.sent,
-        subject='IAM booking',
-        body=content,
-        to_recipients=[Mailbox(email_address='serenitas.otc@lmcg.com')]
-    )
-    m.send_and_save()
-
-if __name__ == "__main__":
-    download_emails()
-    download_files()
-    d = (pd.Timestamp.today() - BDay()).normalize()
-    df_ms = ms_collateral(d)
-    df_sg = sg_collateral(d - BDay())
-    account = get_account('ghorel@lmcg.com')
-    send_email(account, df_ms, df_sg)