diff options
Diffstat (limited to 'python/monthly_interest.py')
| -rw-r--r-- | python/monthly_interest.py | 200 |
1 files changed, 0 insertions, 200 deletions
diff --git a/python/monthly_interest.py b/python/monthly_interest.py deleted file mode 100644 index 93844d14..00000000 --- a/python/monthly_interest.py +++ /dev/null @@ -1,200 +0,0 @@ -from serenitas.utils.env import DAILY_DIR -from serenitas.utils.exchange import ExchangeMessage -import datetime -from collateral.baml_isda import download_from_secure_id -from bs4 import BeautifulSoup -from urllib.parse import urlsplit, parse_qs, urlunsplit -import logging -import argparse - -from collateral.common import load_pdf -from pathlib import Path -import pandas as pd -from collections import defaultdict -import shutil - -from interest_statement import export_data -from dateutil.relativedelta import relativedelta - -logger = logging.getLogger(__name__) - - -def download_messages(em, counterparty, start, end, recon=False): - for msg in em.get_msgs( - 20, - path=["Interest", counterparty], - ): - if recon: - base_dir = ( - DAILY_DIR / "Serenitas" / "MonthlyInterest" / f"{counterparty}_reports" - ) - else: - if counterparty == "CITI": - base_dir = DAILY_DIR / f"{counterparty}_reports" / "Interest Statements" - elif counterparty == "BAML": - base_dir = ( - DAILY_DIR / "Serenitas" / f"BoA_reports" / "Interest Statements" - ) - else: - base_dir = ( - DAILY_DIR - / "Serenitas" - / f"{counterparty}_reports" - / "Interest Statements" - ) - if (msg.datetime_sent.date() >= datetime.date.fromisoformat(start)) and ( - msg.datetime_sent.date() <= datetime.date.fromisoformat(end) - ): - if counterparty == "BAML": - soup = BeautifulSoup(msg.body, features="lxml") - a = soup.find("a") - url = urlsplit(a["href"]) - query = parse_qs(url.query) - base_url = urlunsplit(url[:2] + ("",) * 3) - try: - download_from_secure_id( - query["id"][0], query["brand"][0], base_dir, base_url - ) - except ValueError as e: - logging.error(e) - continue - continue - for attach in msg.attachments: - fname = attach.name - if (counterparty == "CS") and not ("Interest" in fname): - continue - p = base_dir / fname - if not p.parent.exists(): - p.parent.mkdir(parents=True) - if not p.exists(): - p.write_bytes(attach.content) - - -def get_CS(g): - for e in g: - if "This interest, margin" in e.text: - return float(value) - value = e.text - - -def get_BNP(g): - for e in g: - if "Due to" in e.text: - value = next(g).text.replace(",", "") - return -float(value) - - -def get_CITI(path): - df = pd.read_excel(path) - for row in df.itertuples(): - if "Net Interest Due To CP" in row: - return -row._6 - - -def get_GS(g): - for e in g: - if "due to" in e.text: - return float(next(g).text.replace("USD", "").replace(",", "")) - - -def get_MS(path): - df = pd.read_excel(path) - return -round(df["LOCAL_ACCRUAL"].sum(), 2) - - -def get_BAML(g): - for e in g: - if "Net interest Amount" in e.text: - return -float(next(g).text.replace("(", "-").replace(")", "")) - - -def get_JPM(g): - for e in g: - if "Page" in e.text: - return float(value.replace(",", "")) - value = e.text - - -def start_end(year, month): - start = datetime.date(year, month, 1) - end = start + relativedelta(months=1) - end -= datetime.timedelta(days=1) - return start, end - - -def get_interest(counterparties, save=False): - interest_amounts = defaultdict(float) - for cp in counterparties: - try: - func = globals()[f"get_{cp}"] - except KeyError: - print(f"Missing cp {cp}") - if cp in ("CITI", "MS"): - for file in Path( - f"/home/serenitas/Daily/Serenitas/MonthlyInterest/{cp}_reports" - ).glob("*.xls*"): - amount = func(file) - interest_amounts[cp] = interest_amounts[cp] + amount - else: - for file in Path( - f"/home/serenitas/Daily/Serenitas/MonthlyInterest/{cp}_reports" - ).glob("*.pdf"): - g = iter(load_pdf(file)) - amount = func(g) - interest_amounts[cp] = interest_amounts[cp] + amount - if not save: - try: - shutil.rmtree( - f"/home/serenitas/Daily/Serenitas/MonthlyInterest/{cp}_reports" - ) - except FileNotFoundError: - pass - return pd.DataFrame(interest_amounts, index=[0]).T.rename( - index={"BAML": "BAML_ISDA"}, columns={0: "monthly_statement"} - ) - - -def main(): - em = ExchangeMessage() - counterparties = ["BNP", "CITI", "CS", "GS", "MS", "BAML", "JPM"] - - parser = argparse.ArgumentParser(description="determine sender destination") - parser.add_argument("start") - parser.add_argument("end", default=datetime.date.today()) - parser.add_argument( - "--recon", - action="store_true", - default=False, - help="for automation or for monthly", - ) - parser.add_argument( - "--save", - action="store_true", - default=False, - help="for automation or for monthly", - ) - args = parser.parse_args() - - for cp in counterparties: - download_messages(em, cp, args.start, args.end, recon=args.recon) - - if args.recon: - df = get_interest(counterparties, save=args.save) - start, end = start_end( - datetime.datetime.today().year, datetime.datetime.today().month - 1 - ) - global interest_recon - interest_recon = pd.merge( - export_data(start, end).groupby("broker").sum(), - df, - how="outer", - left_index=True, - right_index=True, - ) - interest_recon["difference"] = ( - interest_recon["amount"] - interest_recon["monthly_statement"] - ) - - -if __name__ == "__main__": - main() |