1 files changed, 58 insertions, 19 deletions
diff --git a/python/quote_diff_bowdst.py b/python/quote_diff_bowdst.py
index dcd861fd..48f64141 100644
--- a/python/quote_diff_bowdst.py
+++ b/python/quote_diff_bowdst.py
@@ -2,28 +2,67 @@ from serenitas.utils.db import dbconn
 import numpy as np
 import datetime
 import pandas as pd
+from serenitas.utils.exchange import ExchangeMessage
+from io import StringIO
+from exchangelib import FileAttachment
+import argparse
 
 conn = dbconn("dawndb")
 
+parser = argparse.ArgumentParser(description="determine sender destination")
+parser.add_argument("--globeop", action="store_true", help="send to globeop")
+
+args = parser.parse_args()
+
 with conn.cursor() as c:
-    days = pd.bdate_range(end=datetime.date.today(), periods=60)
-    for date in days:
-        df = pd.read_sql(
-            sql="SELECT * FROM list_bowd_quotes(%s)",
-            con=conn,
-            params=(date.date(),),
+    df = pd.read_sql(
+        sql="SELECT * FROM list_bowd_quotes(%s)",
+        con=conn,
+        params=(datetime.date.today() - datetime.timedelta(1),),
+    )
+    try:
+        diff = df[~np.isclose(df["bowd_price"], df["closeprice"], atol=0.15)].rename(
+            mapper={"closeprice": "our_price"}, axis=1
         )
-        try:
-            print(df[~np.isclose(df["bowd_price"], df["closeprice"], atol=0.15)])
-        except TypeError:
-            pass
-        # c.execute("select security_desc, tenor, price, closeprice  from list_cds_marks(%s, null, 'BOWDST') a left join index_quotes using (index, series, version, tenor) where date = %s",
-        #         (date.date(), date.date(),))
+    except TypeError:
+        breakpoint()
+    else:
+
+        if not diff.empty:
+            buf = StringIO()
+            diff.to_csv(buf, index=False)
+            subject = "ACTION REQUESTED: Stale/Inaccurate Quotes"
+            msg = (
+                "Good morning,\n\n"
+                f"We notice a difference in our quotes by more than 15 cents for the following indices:\n\n"
+                f"{diff.to_string(index=False)}\n\n"
+                "We have also attached a copy of the csv for your convenience."
+                f"Thanks for your help.\n\n"
+                f"Flint"
+            )
+            attachments = [
+                FileAttachment(
+                    name=f"quote_differences.csv", content=buf.getvalue().encode()
+                )
+            ]
+            em = ExchangeMessage()
+            if args.globeop:
+                recipients = (
+                    "hm-operations@bnymellon.com",
+                    "caagprim@bnymellon.com",
+                )
+                cc_recipients = (
+                    "fyu@lmcg.com",
+                    "Bowdoin-Ops@LMCG.com",
+                )
+            else:
+                recipients = ("fyu@lmcg.com",)
+                cc_recipients = ()
 
-        # for row in c:
-        #     print(date)
-        #     print(row.price, row.closeprice)
-        #     if row.price != row.closeprice:
-        #         breakpoint()
-        #     if not np.isclose(row.price, row.closeprice, atol=.01):
-        #         print(row.security_desc, row.tenor, row.price, row.closeprice)
+            em.send_email(
+                subject,
+                msg,
+                to_recipients=recipients,
+                cc_recipients=cc_recipients,
+                attach=attachments,
+            )