1 files changed, 62 insertions, 0 deletions
diff --git a/python/globeop_monitor.py b/python/globeop_monitor.py
new file mode 100644
index 00000000..0c3ff512
--- /dev/null
+++ b/python/globeop_monitor.py
@@ -0,0 +1,62 @@
+import datetime
+import logging
+from serenitas.analytics.dates import prev_business_day
+from serenitas.utils.db import dbconn
+from serenitas.utils.exchange import ExchangeMessage
+from report_ops.utils import GFSMonitor, CDXQuoteMonitor
+
+
+def check_gfs(date, fund, conn):
+    with conn.cursor() as c:
+        c.execute(
+            "SELECT endqty as amount, invccy as currency, periodenddate as date, port as portfolio FROM valuation_reports vr WHERE fund=%s AND abs(endqty) > 50000 AND port ='GFS_HELPER_BUSINESS_UNIT' AND periodenddate =%s;",
+            (
+                fund,
+                date,
+            ),
+        )
+        for row in c:
+            GFSMonitor.stage(row._asdict())
+        GFSMonitor.email(fund)
+        GFSMonitor._insert_queue.clear()
+
+
+def check_cleared_cds(date, fund, conn):
+    with conn.cursor() as c:
+        c.execute(
+            "SELECT *, abs(serenitas_quote-globeop_quote) AS difference FROM compare_globeop_quotes(%s, %s)",
+            (date, fund),
+        )
+        for row in c:
+            d = row._asdict()
+            match d["index"]:
+                case "IG":
+                    if d["difference"] > 0.05:
+                        CDXQuoteMonitor.stage(d)
+                case "HY":
+                    if d["difference"] > 0.10:
+                        CDXQuoteMonitor.stage(d)
+        CDXQuoteMonitor.email(fund)
+        CDXQuoteMonitor._insert_queue.clear()
+
+
+if __name__ == "__main__":
+    import argparse
+
+    parser = argparse.ArgumentParser()
+    parser.add_argument(
+        "cob",
+        nargs="?",
+        type=datetime.date.fromisoformat,
+        default=prev_business_day(datetime.date.today()),
+        help="working date",
+    )
+    args = parser.parse_args()
+    logger = logging.getLogger(__name__)
+    conn = dbconn("dawndb")
+    for fund in (
+        "SERCGMAST",
+        "BOWDST",
+    ):
+        check_gfs(args.cob, fund, conn)
+        check_cleared_cds(args.cob, fund, conn)