diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 34 |
1 files changed, 25 insertions, 9 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 4000fc88..cc73a3f6 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -2,21 +2,37 @@ from exchange import get_msgs, get_account from exchangelib import Mailbox, Message, HTMLBody from ftplib import FTP from pathlib import Path +from time import sleep import os import pandas as pd from pandas.tseries.offsets import BDay DAILY_DIR = Path(os.environ["DAILY_DIR"]) -def download_files(): +def download_files(d=None): DATA_DIR = DAILY_DIR / "SG_reports" - ftp = FTP('ftp.newedgegroup.com') - ftp.login('SerenitasGamma@USA', "SSqrrLL99") - ftp.cwd('OTC') - for f in ftp.nlst(): - if f.endswith("csv") and (("OTC_CASH_ACTIVITY" in f) or ("OTC_POSITIONS" in f)): - with open(DATA_DIR / f, "wb") as fh: - ftp.retrbinary('RETR ' + f, fh.write) + with FTP('ftp.newedgegroup.com') as ftp: + ftp.login('SerenitasGamma@USA', "SSqrrLL99") + ftp.cwd('OTC') + if d is None: + for f in ftp.nlst(): + if f.endswith("csv") and (("OTC_CASH_ACTIVITY" in f) or ("OTC_POSITIONS" in f)): + with open(DATA_DIR / f, "wb") as fh: + ftp.retrbinary('RETR ' + f, fh.write) + else: + i = 0 + while i <= 20: + i +=1 + file_list = ftp.nlst() + for report_type in ["OTC_CASH_ACTIVITY", "OTC_POSITIONS"]: + f = f"{d:%Y%m%d}_{report_type}.csv" + if f not in file_list: + sleep(500) + break + with open(DATA_DIR / f, "wb") as fh: + ftp.retrbinary('RETR ' + f, fh.write) + else: + break def download_emails(): emails = get_msgs(path=["NYops"], subject_filter="SERCX **Daily") @@ -79,8 +95,8 @@ def send_email(account, df_ms, df_sg): if __name__ == "__main__": download_emails() - download_files() d = (pd.Timestamp.today() - BDay()).normalize() + download_files(d) df_ms = ms_collateral(d - BDay()) df_sg = sg_collateral(d) account = get_account('ghorel@lmcg.com') |