1 files changed, 72 insertions, 0 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
new file mode 100644
index 00000000..60a08bc5
--- /dev/null
+++ b/python/process_queue.py
@@ -0,0 +1,72 @@
+import redis
+import pandas as pd
+import csv
+from io import BytesIO, StringIO
+import datetime
+from pickle import loads
+
+def get_trades():
+    q = redis.Redis(host = 'debian')
+    p = q.pipeline()
+    p.lrange('trades', 0, -1).delete('trades')
+    r = p.execute()
+    return pd.DataFrame([loads(e) for e in r[0]])
+
+def aux(v):
+    if v.action.iat[-1] == 'CANCEL':
+        return None
+    if v.action.iat[0] == 'NEW':
+        v.action.iat[-1] = 'NEW'
+    return v.iloc[-1]
+
+def build_line(obj):
+    line = ["Mortgage", obj.dealid, obj.action ,"Serenitas", None, None , obj.folder,
+            obj.custodian, obj.cashaccount, obj.cp_code, None, 'Valid',
+            str(obj.trade_date), str(obj.settle_date), None, None, obj.cusip, obj['isin'],
+            None, None, None, obj['description'], "Buy" if obj.buysell else "Sell", None,
+            obj.accrued, obj.price, None, None, 'SERCGMAST', 'MORTGAGE',
+            None, None, None, None, obj.faceamount, None, None, 'S']
+    return line
+
+def delete_trade(tradeid):
+    pass
+
+def generate_csv(df):
+    output = StringIO()
+    csvwriter = csv.writer(output)
+    headers = ['Deal Type', 'Deal ID', 'Action', 'Client', 'Reserved', 'Reserved',
+               'Folder', 'Custodian', 'Cash Account', 'Counterparty', 'Comments',
+               'State', 'Trade Date', 'Settlement Date', 'Reserved', 'GlopeOp Security Identifier',
+               'CUSIP', 'ISIN', 'Reserved', 'Reserved',
+               'Reserved', 'Security Description', 'Transaction Indicator',
+               'SubTransaction Indicator', 'Accrued', 'Price', 'BlockId', 'BlockAmount',
+	       'Fund', 'Portfolio', 'Reserved', 'Reserved', 'ClientReference', 'ClearingMode',
+               'FaceAmount', 'Pool Factor', 'FactorAsOfDate', 'Delivery']
+    csvwriter.writerow(headers)
+    for tradeid, v  in df.sort('lastupdate').groupby('id'):
+        trade = aux(v)
+        if trade is None:
+            delete_trade(tradeid)
+        else:
+            csvwriter.writerow(build_line(trade))
+    #convert to bytes
+    output = BytesIO(output.getvalue().encode('utf-8'))
+    return output
+
+def upload_buffer(buf):
+    # ftp = FTP('ftp.globeop.com')
+    # ftp.login('srntsftp', config.ftp_password)
+    # ftp.cwd('incoming')
+    filename = ('Serenitas.ALL.{0}.Mortgages.csv'
+                .format(pd.datetime.strftime(pd.datetime.now(),
+                                             "%Y%m%d.%H%M%S")))
+    # cmd = 'STOR {0}'.format(filename)
+    # ftp.storbinary(cmd, buf)
+    # buf.seek()
+    with open(filename, 'wb') as fh:
+        fh.write(buf.getbuffer())
+
+if __name__=="__main__":
+    df = get_trades()
+    buf = generate_csv(df)
+    upload_buffer(buf)