diff options
Diffstat (limited to 'python/position_file_bowdst.py')
| -rw-r--r-- | python/position_file_bowdst.py | 10 |
1 files changed, 8 insertions, 2 deletions
diff --git a/python/position_file_bowdst.py b/python/position_file_bowdst.py index 1e0ec510..45e41eea 100644 --- a/python/position_file_bowdst.py +++ b/python/position_file_bowdst.py @@ -7,6 +7,7 @@ from serenitas.utils.env import DAILY_DIR from pandas.tseries.offsets import MonthEnd from serenitas.utils.exchange import ExchangeMessage, FileAttachment from csv_headers.globeop_upload import POSITION_HEADERS +from serenitas.analytics.dates import prev_business_day _otc_queries = { "Tranche": "SELECT trb.trade_id, trb.serenitas_clean_nav + trb.serenitas_accrued as mtm, trb.notional * trb.tranche_factor as active_notional, cds.*, COALESCE(nextredindexcode, security_id) AS redindexcode FROM tranche_risk_bowdst trb left join cds on trade_id=id LEFT JOIN index_version_markit ivm ON security_id=redindexcode WHERE date=%s;", @@ -194,7 +195,7 @@ if __name__ == "__main__": "date", nargs="?", type=datetime.date.fromisoformat, - default=(datetime.date.today() - MonthEnd(1)).date(), + default=prev_business_day((datetime.date.today().replace(day=1))), ) parser.add_argument( "--product", @@ -215,4 +216,9 @@ if __name__ == "__main__": positions = { p: list(globals()[f"positions_{p}"](conn, args.date)) for p in args.product } - process_upload(positions, args.upload) + if ( + not prev_business_day(datetime.date.today()) == args.date and args.upload + ): # We only want to upload if the previous business day was monthend + pass + else: + process_upload(positions, args.upload) |