1 files changed, 62 insertions, 0 deletions
diff --git a/python/rebook_bonds.py b/python/rebook_bonds.py
new file mode 100644
index 00000000..4892972a
--- /dev/null
+++ b/python/rebook_bonds.py
@@ -0,0 +1,62 @@
+from serenitas.ops.trade_dataclasses import BondDeal
+from serenitas.utils.db import dbconn
+import datetime
+from copy import copy
+
+
+def book_bonds(asset_class, old_custodian, new_custodian, trade_date):
+    conn = BondDeal._conn
+    trades = []
+    with conn.cursor() as c:
+        c.execute(
+            "SELECT * FROM list_positions_by_account(%s, %s, True, %s) a LEFT JOIN list_marks(%s) b ON a.figi=b.identifier LEFT JOIN portfolio_folder_mapping pfm ON a.strategy::text=pfm.clean_folder; ",
+            (trade_date, asset_class, old_custodian, trade_date),
+        )
+        for row in c:
+            d = row._asdict()
+            d["principal_payment"] = None
+            d["accrued_payment"] = None
+            d["asset_class"] = asset_class
+            d["cusip"] = d["identifier"]
+            d["trade_date"] = trade_date
+            d["settle_date"] = trade_date
+            d["cp_code"] = "INTERCO"
+            d["faceamount"] = d["notional"]
+            buy = BondDeal.from_dict(**d, buysell=True)
+            sell = BondDeal.from_dict(**d, buysell=False)
+            buy.stage()
+            sell.stage()
+        conn.commit()
+
+
+def book_allocations(asset_class, old_custodian, new_custodian, trade_date):
+    conn = BondDeal._conn
+    _insert_queue = []
+    with conn.cursor() as c:
+        c.execute(
+            "UPDATE bonds SET emailed=True, allocated=True WHERE asset_class=%s AND trade_date=%s AND cp_code='INTERCO' AND not allocated AND not emailed",
+            (asset_class, trade_date),
+        )
+        for row in c:
+            _insert_queue.append(
+                (
+                    row.id,
+                    row.faceamount,
+                    new_custodian if row.buysell else old_custodian,
+                    True,
+                )
+            )
+        c.executemany(
+            "INSERT INTO bondallocation (tradeid, notional, code, submitted) VALUES (%s, %s, %s, %s)",
+            _insert_queue,
+        )
+        conn.commit()
+
+
+if __name__ == "__main__":
+    old_custodian = "BAC"
+    new_custodian = "UMB"
+    move_date = datetime.date(2022, 11, 14)
+    for asset_class in ("Subprime", "CRT", "CLO"):
+        book_bonds(asset_class, old_custodian, new_custodian, move_date)
+        book_allocations(asset_class, old_custodian, new_custodian, move_date)