1 files changed, 26 insertions, 19 deletions
diff --git a/python/populate_tranche_cashflows.py b/python/populate_tranche_cashflows.py
index dc73b475..16ffb493 100644
--- a/python/populate_tranche_cashflows.py
+++ b/python/populate_tranche_cashflows.py
@@ -1,3 +1,4 @@
+import analytics
 import datetime
 from pyisda.date import previous_twentieth
 from utils.db import serenitas_pool, dbconn
@@ -49,24 +50,30 @@ def insert_tranche_cashflows(
     dawndb.commit()
 
 
-# portf = get_tranche_portfolio(datetime.date(2020, 6, 19), dawndb)
-# with dawndb.cursor() as c:
-#     for t in portf:
-#         c.execute(
-#             "INSERT INTO tranche_cashflows(date, tranche_id, accrued, currency) "
-#             "VALUES(%s, %s, %s, %s)",
-#             (
-#                 datetime.date(2020, 6, 22),
-#                 t.trade_id,
-#                 -t.cs["coupons"][0] * t.tranche_running * t.notional * 1e-4,
-#                 t.currency,
-#             ),
-#         )
-# dawndb.commit()
+def insert_tranche_accrued(d: datetime.date, dawndb, fund="SERCGMAST"):
+    portf = get_tranche_portfolio(d, dawndb, fund=fund)
+    with dawndb.cursor() as c:
+        for t in portf:
+            c.execute(
+                "INSERT INTO tranche_cashflows(date, tranche_id, accrued, currency) "
+                "VALUES(%s, %s, %s, %s)",
+                (
+                    t.cs["payment_dates"][0],
+                    t.trade_id,
+                    -t.cs["coupons"][0] * t.tranche_running * t.notional * 1e-4,
+                    t.currency,
+                ),
+            )
+    dawndb.commit()
+
+
 if __name__ == "__main__":
-    conn = serenitas_pool.getconn()
+    # conn = serenitas_pool.getconn()
     dawndb = dbconn("dawndb")
-    auction_date = datetime.date(2020, 7, 7)
-    severity, acc = get_default_information(auction_date, conn)
-    insert_tranche_cashflows(auction_date, severity, acc, (1590, 1413, 1116), dawndb)
-    serenitas_pool.putconn(conn)
+    # auction_date = datetime.date(2020, 7, 7)
+    # severity, acc = get_default_information(auction_date, conn)
+    # insert_tranche_cashflows(auction_date, severity, acc, (1590, 1413, 1116), dawndb)
+    # serenitas_pool.putconn(conn)
+    # analytics._include_todays_cashflows = True
+    # for fund in ("SERCGMAST", "BOWDST", "BRINKER"):
+    #     insert_tranche_accrued(datetime.date(2020, 6, 19), dawndb, fund)