1 files changed, 74 insertions, 0 deletions
diff --git a/python/position_file_bowdst.py b/python/position_file_bowdst.py
new file mode 100644
index 00000000..534f5a9b
--- /dev/null
+++ b/python/position_file_bowdst.py
@@ -0,0 +1,74 @@
+from serenitas.utils.db import dbconn
+import datetime 
+import csv
+from io import StringIO
+from pathlib import Path
+from process_queue import rename_keys
+
+
+
+def process_upload(trades, asset_type):
+    buf = StringIO()
+    csvwriter = csv.writer(buf)
+    csvwriter.writerow(HEADERS[asset_type])
+    csvwriter.writerows(build_line(trade, asset_type) for trade in trades)
+    buf = buf.getvalue().encode()
+    dest = Path('/home/serenitas/flint/test.csv')
+    dest.write_bytes(buf)
+
+def build_line(obj, asset_type):
+    return [obj.get(h, None) for h in HEADERS[asset_type]]
+#variables
+
+date = datetime.date(2021,10,28)
+
+
+dawndb = dbconn('dawndb')
+
+
+
+HEADERS = {
+        "bond":
+            [
+                "AccountNumber",
+                "COB Date",
+                "Prime Broker",
+                "SecurityType",
+                "CUSIP",
+                "ISIN",
+                "SEDOL",
+                "SecurityDescription",
+                "Position",
+                "MarketPrice",
+                "Currency",
+                "Base Market Value",
+                "Local Market Value",
+                "Fx Rate"
+
+            ],
+    }
+
+
+with dawndb.cursor() as c:
+    c.execute("SELECT * FROM risk_positions(%s, null, 'BOWDST') ", (date,))
+    trades = []
+    for row in c:
+        obj = row._asdict()
+        rename_keys(obj, {
+            'identifier': 'CUSIP',
+            'description': 'SecurityDescription',
+            'notional': 'Position',
+            'price': 'MarketPrice',
+            'local_market_value': 'Local Market Value',
+            'usd_market_value': 'Base Market Value',
+        })
+        try:
+            obj['Fx Rate'] = obj['Local Market Value'] / obj['Base Market Value']
+        except ZeroDivisionError:
+            obj['Fx Rate'] = 1
+        obj['AccountNumber'] = "TELHEEACPB"
+        obj['Prime Broker'] = 'TEST'
+        obj['COB Date'] = date
+        trades.append(obj)
+        process_upload(trades, 'bond')
+