1 files changed, 112 insertions, 0 deletions
diff --git a/python/innocap.py b/python/innocap.py
new file mode 100644
index 00000000..191901f1
--- /dev/null
+++ b/python/innocap.py
@@ -0,0 +1,112 @@
+from io import BytesIO
+from serenitas.utils.env import DAILY_DIR
+import datetime
+from serenitas.ops.citco import GIL, GTL
+from serenitas.utils.remote import Client
+from serenitas.utils.db import dbconn
+from serenitas.analytics.dates import prev_business_day, next_business_day
+from report_ops.sma import build_position_file
+from report_ops.utils import SettlementMonitor
+
+settlement_sum_query = "SELECT currency, sum(payment_amount) as payment_amount FROM payment_settlements ps2 WHERE fund=%s AND asset_class in ('BOND', 'SPOT') AND settle_date BETWEEN %s AND %s group by currency;"
+_account_fund = {"ISOS01": "ISOSEL"}
+
+
+def concat_csv(file_type, date):
+    match file_type:
+        case "trade":
+            file_tag = "innocap_serenitas_trades"
+        case "instrument":
+            file_tag = "i.innocap_serenitas"
+    fname = f"Innocap_ISOSEL_{file_type}_{date:%Y-%m-%d}.csv"
+    buf = BytesIO()
+    buf.write((",".join(GTL if file_type == "trade" else GIL) + "\n").encode())
+    for f in (DAILY_DIR / str(date)).iterdir():
+        if f.is_file() and f.name.startswith(file_tag):
+            with f.open("rb") as fh:
+                next(fh)  # Don't concat headers
+                buf.write(fh.read())
+    return buf.getvalue(), fname
+
+
+def upload_citco_files(date, upload):
+    for file_type in ("trade", "instrument"):
+        buf, fname = concat_csv(file_type, date)
+        dest = DAILY_DIR / str(date) / fname
+        dest.write_bytes(buf)
+        if upload:
+            innocap_sftp = Client.from_creds("innocap", folder="Innocap")
+            innocap_sftp.put(buf, fname)
+
+
+def upload_position_files(date, fund, upload):
+    buf, dest = build_position_file(
+        date,
+        fund,
+    )
+    if upload:
+        client = Client.from_creds("innocap", folder="Innocap")
+        client.put(buf, dest.name)
+        client = Client.from_creds("citco")
+        client.put(buf, dest.name)
+
+
+def get_cash_balance(date, account, conn):
+    with conn.cursor() as c:
+        sql_str = "SELECT balance, currency_code from cash_balances WHERE account_number=%s AND date=%s"
+        c.execute(sql_str, (account, date))
+        return {row.currency_code: row.balance for row in c}
+
+
+def monitor_cash_balances(date, account, conn, upload):
+    cob = prev_business_day(date)
+    fund = _account_fund[account]
+    if cash_balances := get_cash_balance(cob, account, conn):
+        for projection_date in (date, next_business_day(date)):
+            with conn.cursor() as c:
+                c.execute(settlement_sum_query, (fund, date, projection_date))
+                for row in c:
+                    projection_balance = (
+                        cash_balances[row.currency] + row.payment_amount
+                    )
+                    if projection_balance < 0:
+                        SettlementMonitor.stage(
+                            {
+                                "date": projection_date,
+                                "account": account,
+                                "currency": row.currency,
+                                "projected_balance": projection_balance,
+                            }
+                        )
+        SettlementMonitor.email(fund)
+        SettlementMonitor._insert_queue.clear()
+
+    else:
+        raise ValueError(f"No cash balances parsed for account {account}: {cob}")
+
+
+if __name__ == "__main__":
+    import argparse
+
+    parser = argparse.ArgumentParser()
+    parser.add_argument(
+        "workdate",
+        nargs="?",
+        type=datetime.date.fromisoformat,
+        default=datetime.date.today(),
+        help="file transfer date",
+    )
+    parser.add_argument(
+        "--no-upload",
+        "-n",
+        action="store_true",
+        default=False,
+        help="uploads to citco and innocap",
+    )
+    args = parser.parse_args()
+    cob = prev_business_day(args.workdate)
+    conn = dbconn("dawndb")
+
+    upload_citco_files(cob, not args.no_upload)
+    upload_position_files(cob, "ISOSEL", not args.no_upload)
+    monitor_cash_balances(args.workdate, "ISOS01", conn, not args.no_upload)