1 files changed, 17 insertions, 14 deletions
diff --git a/python/notify_bowdst.py b/python/notify_bowdst.py
index 66ce9911..e5d8df58 100644
--- a/python/notify_bowdst.py
+++ b/python/notify_bowdst.py
@@ -10,25 +10,26 @@ from serenitas.utils import SerenitasFileHandler
 import logging
 
 fh = SerenitasFileHandler("mismatched_trades.log")
-logger = logging.getLogger("notify_bowdst")
+logger = logging.getLogger(__name__)
 logger.addHandler(fh)
 logger.setLevel(logging.WARNING)
 
 conn = dbconn("dawndb")
 cob = (datetime.date.today() - BDay(1)).date()
-dates = [str((cob - datetime.timedelta(days=days))) for days in range(60)]
+dates = pd.bdate_range(end=cob, periods=50)
 df = pd.concat(
     {
-        date: pd.read_sql_query(
-            f"""SELECT *, notional * factor as db_notional FROM list_cds_marks( %(date)s , NULL, 'BOWDST');""",
+        d: pd.read_sql_query(
+            "SELECT *, notional * factor AS db_notional "
+            "FROM list_cds_marks(%s, NULL, 'BOWDST')",
             conn,
-            params={"date": str(date)},
+            params=(d,),
         )
-        for date in dates
+        for d in dates.date
     }
 ).droplevel(level=1)
-data = df[df.index == str(cob)][
-    ["tenor", "security_desc", "security_id", "globeop_notional", "db_notional"]
+data = df.loc[
+    cob, ["tenor", "security_desc", "security_id", "globeop_notional", "db_notional"]
 ]
 inaccurate_balances = data[data["db_notional"] != data["globeop_notional"]]
 
@@ -45,21 +46,23 @@ for row in inaccurate_balances.itertuples():
         date = data.name
         globeop_notional = data.globeop_notional
     except IndexError:
-        print("No matches")
+        logger.info("No matches")
         continue
 
     buf = StringIO()
-    csv = pd.read_sql_query(
-        f"""SELECT * FROM cds WHERE trade_date > %(date)s and fund = 'BOWDST' and security_desc = %(security_desc)s and orig_detach is null and orig_attach is null order by trade_date desc""",
+    df = pd.read_sql_query(
+        "SELECT * FROM cds WHERE trade_date > %s "
+        "AND fund = 'BOWDST' AND security_desc = %s "
+        "AND orig_detach IS NULL AND orig_attach IS NULL ORDER BY trade_date DESC",
         conn,
-        params={"date": date, "security_desc": security_desc},
+        params=(date, security_desc),
     )
-    if len(csv[pd.to_datetime(csv["trade_date"]) >= (cob - BDay(1))].index) != 0:
+    if not df[df.trade_date >= cob - BDay(1)].empty:
         logger.error(
             f"Mismatch balance {row.security_desc} {row.globeop_notional} :{row.db_notional} Trades Recently"
         )
         continue
-    csv.to_csv(buf)
+    df.to_csv(buf)
     attachments = [
         FileAttachment(name=f"{security_desc}.csv", content=buf.getvalue().encode())
     ]