1 files changed, 70 insertions, 0 deletions
diff --git a/python/trade_booking.py b/python/trade_booking.py
new file mode 100644
index 00000000..6ad6ebaf
--- /dev/null
+++ b/python/trade_booking.py
@@ -0,0 +1,70 @@
+import csv
+from datetime import date, datetime
+import os
+import pdb
+
+# headers = ["Record Type", "Account/Portfolio", "Transaction Type",
+#            "Type of Security", "Security Id", "Clearing broker",
+#            "Primary broker", "Units", "Price per unit", "Gross amount",
+#            "Net amount", "Accrued Interest", "Broker Commission",
+#            "Misc. Expense broker", "Broker Postage",
+#            "SEC Fee", "Transfer Tax", "Trade Date", "Settlement Date",
+#            "Settlement Location", "Storage Location", "Registration",
+#            "Tax Lot Seq Num", "Tax Lot Qty", "Explanation", "Fed Cost"]
+# headers = headers + ["Special Instruction " + str(i) for i in range(1,9)]
+# headers = headers + ["Future Use"]
+
+if os.name =='nt':
+    root = "//WDsentinel/share/Daily"
+elif os.name == 'posix':
+    root = '/home/share/Daily'
+
+def get_broker_codes():
+    with open(os.path.join(root, "broker_codes.csv")) as fh:
+        next(fh)
+        return dict([line.rstrip().split(",") for line in fh])
+
+def list_trade_files():
+    return (f for f in os.listdir(os.path.join(root, str(date.today()))) \
+            if "trade" in f)
+
+account_number = "602382.1"
+print "HEADER|" + datetime.strftime(date.today(), "%Y%m%d")
+n_trades = 0
+broker_codes = get_broker_codes()
+
+for trade_file in list_trade_files():
+    with open(os.path.join(root, str(date.today()), trade_file)) as fh:
+        reader = csv.DictReader(fh)
+        for trade in reader:
+            n_trades += 1
+            tradedate = datetime.strftime(datetime.strptime(trade["Date"],"%m/%d/%Y"),
+                                          "%Y%m%d")
+            settledate = datetime.strftime(datetime.strptime(trade["Settle Date"],"%m/%d/%Y"),
+                                          "%Y%m%d")
+            for field in ["Notional", "Price", "Acc Int"]:
+                trade[field] = float(trade[field])
+            grossamount = trade["Notional"] * trade["Price"] / 100
+            accint = trade["Acc Int"] * trade["Notional"]/100
+            netamount = grossamount + accint
+            brokercode = "{0:08}".format(int(broker_codes[trade["Alias"]]))
+            tradestring = \
+            "DETAIL|{0}|{1}|{2}|{3}|{4}|{5}".format(account_number,
+                                                    trade["Buy/Sell"].upper(),
+                                                    "CUSIP" if trade["CUSIP"] else "ISIN",
+                                                    trade["CUSIP"] + trade["ISIN"],
+                                                    brokercode,
+                                                    brokercode)
+                                                    
+            tradestring += \
+            "|{0:.4f}|{1:.8f}|{2:.2f}|{3:.2f}|{4:.2f}||||||".format(trade["Notional"],
+                                                               trade["Price"],
+                                                               grossamount,
+                                                               netamount,
+                                                               accint)
+            tradestring += \
+            "{0}|{1}|3|3|3||||||||||||||".format(tradedate,
+                                                 settledate)
+            print tradestring
+
+print "TRAILER|{0}".format(n_trades)