1 files changed, 50 insertions, 0 deletions
diff --git a/python/lmcg_monitor.py b/python/lmcg_monitor.py
new file mode 100644
index 00000000..5f8230cd
--- /dev/null
+++ b/python/lmcg_monitor.py
@@ -0,0 +1,50 @@
+import datetime
+import argparse
+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 CDXNotionalMonitor
+
+
+def monitor_scotia(date, conn):
+    with conn.cursor() as c:
+        c.execute(
+            "SELECT 1 FROM cash_balances cb WHERE fund='ISOSEL' AND account_number = '476960681512' AND date=%s;"
+        )
+        if not (_ := c.fetchone()):
+            em = ExchangeMessage()
+            em.send_email(
+                f"*Action Requested* Scotia Balance Missing {date}",
+                "Please enter missing cash balance to the blotter.",
+                to_recipients=("Nyops@lmcg.com",),
+            )
+
+
+def monitor_cds_notional(fund, date, conn):
+    with conn.cursor() as c:
+        c.execute(
+            "SELECT *, notional as serenitas_notional, globeop_notional / factor as admin_notional FROM list_cds_marks(%s, NULL, %s) WHERE abs((notional * factor) - globeop_notional) > 100;",
+            (date, fund),
+        )
+        for row in c:
+            d = row._asdict()
+            d["difference"] = d["serenitas_notional"] - d["globeop_notional"]
+            CDXNotionalMonitor.stage(d)
+        CDXNotionalMonitor.email(fund)
+        CDXNotionalMonitor._staging_queue.clear()
+
+
+if __name__ == "__main__":
+    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()
+    conn = dbconn("dawndb")
+    monitor_scotia(args.cob, conn)
+    for fund in ("SERCGMAST", "BOWDST", "ISOSEL"):
+        monitor_cds_notional(fund, args.cob, conn)