diff options
Diffstat (limited to 'python/task_server/globeop.py')
| -rw-r--r-- | python/task_server/globeop.py | 50 |
1 files changed, 29 insertions, 21 deletions
diff --git a/python/task_server/globeop.py b/python/task_server/globeop.py index 80f79189..99ec3e45 100644 --- a/python/task_server/globeop.py +++ b/python/task_server/globeop.py @@ -186,50 +186,58 @@ def insert_todb(engine, workdate: datetime.date, fund="SERCGMAST"): df.to_sql(table, conn, if_exists="append", index=False) -def upload_bond_marks(engine, workdate: datetime.datetime): +def upload_bond_marks(engine, workdate: datetime.datetime, fund): + d = workdate.date() df = pd.read_sql_query( "SELECT p.identifier, price from list_marks(%s) m " - "RIGHT JOIN list_positions(%s, NULL, False) p " + "RIGHT JOIN list_positions(%s, NULL, False, %s) p " "ON m.identifier=p.figi; ", engine, - params=(d, d), + params=( + d, + d, + fund, + ), ) df.rename(columns={"identifier": "IDENTIFIER", "price": "Price"}, inplace=True) fullpath = DAILY_DIR / str(d) / f"securitiesNpv{workdate:%Y%m%d_%H%M%S}.csv" df.to_csv(fullpath, index=False) - ftp = FtpClient.from_creds("globeop") - ftp.client.cwd("incoming") - ftp.put(fullpath) - sftp = SftpClient.from_creds("hm_globeop") - sftp.client.chdir("incoming/gopricing") - sftp.put(fullpath) + match fund: + case "SERCGMAST": + server = FtpClient.from_creds("globeop", folder="incoming") + case "BOWDST": + server = SftpClient.from_creds("hm_globeop", folder="incoming/gopricing") + server.put(fullpath) logger.info("upload bond marks done") -def upload_cds_marks(engine, workdate: datetime.datetime): +def upload_cds_marks(engine, workdate: datetime.datetime, fund): d = workdate.date() df = pd.read_sql_query( """SELECT cds.dealid AS "DealID", 'CREDIT_SWAP' AS "Instrument Type", -(a.clean_nav+a.accrued) AS "NPV" from list_abscds_marks(%s) a +(a.clean_nav+a.accrued) AS "NPV" from list_abscds_marks(%s, %s) a JOIN cds USING (security_id)""", engine, - params=(d,), + params=( + d, + fund, + ), ) fullpath = DAILY_DIR / str(d) / f"otcNpv{workdate:%Y%m%d}.csv" df.to_csv(fullpath, index=False) - ftp = FtpClient.from_creds("globeop") - ftp.client.cwd("incoming") - ftp.put(fullpath) - sftp = SftpClient.from_creds("hm_globeop") - sftp.client.chdir("incoming/gopricing") - sftp.put(fullpath) + match fund: + case "SERCGMAST": + server = FtpClient.from_creds("globeop", folder="incoming") + case "BOWDST": + server = SftpClient.from_creds("hm_globeop", folder="incoming/gopricing") + server.put(fullpath) logger.info("upload cds marks done") -def upload_data(engine, workdate: datetime.datetime): - upload_bond_marks(engine, workdate) - upload_cds_marks(engine, workdate) +def upload_data(engine, workdate: datetime.datetime, fund): + upload_bond_marks(engine, workdate, fund) + upload_cds_marks(engine, workdate, fund) def back_fill(start_date="2017-07-20"): |