2 files changed, 63 insertions, 1 deletions
diff --git a/python/report_ops/__main__.py b/python/report_ops/__main__.py
index 18416eb3..c0700d66 100644
--- a/python/report_ops/__main__.py
+++ b/python/report_ops/__main__.py
@@ -8,7 +8,7 @@ from .cash import CashReport
 from .admin import CitcoReport
 from .wires import Wire
 from .custodians import upload_to_custodian
-from .utils import notify_payment_settlements, PaymentMonitor
+from .utils import notify_payment_settlements, notify_fx_hedge, PaymentMonitor, FxHedge
 from .misc import _fund_custodians
 
 logger = logging.getLogger(__name__)
@@ -46,6 +46,12 @@ parser.add_argument(
     help="notify payment settlements by email",
 )
 parser.add_argument(
+    "-fh",
+    "--fx_hedge",
+    action="store_true",
+    help="return fx trades",
+)
+parser.add_argument(
     "-n", "--no-upload", action="store_true", help="do not upload, just create files"
 )
 parser.add_argument(
@@ -108,3 +114,9 @@ if args.payment_settlements:
     for fund in ("SERCGMAST", "BRINKER", "BOWDST", "ISOSEL"):
         notify_payment_settlements(args.date, fund, conn)
         PaymentMonitor._staging_queue.clear()
+
+if args.fx_hedge:
+    conn = dbconn("dawndb")
+    for fund in ("SERCGMAST", "BOWDST", "ISOSEL"):
+        notify_fx_hedge(cob, fund, conn)
+        FxHedge._staging_queue.clear()
diff --git a/python/report_ops/utils.py b/python/report_ops/utils.py
index 2d9f69e5..7884697e 100644
--- a/python/report_ops/utils.py
+++ b/python/report_ops/utils.py
@@ -79,6 +79,20 @@ def notify_payment_settlements(date, fund, conn):
     PaymentMonitor.email(fund)
 
 
+def notify_fx_hedge(date, fund, conn):
+    with conn.cursor() as c:
+        c.execute(
+            "SELECT * from fcm_moneyline LEFT JOIN accounts2 ON account=cash_account WHERE date=%s AND currency='EUR' AND fund=%s AND abs(current_excess_deficit) > 1000000",
+            (date, fund),
+        )
+        for row in c:
+            d = row._asdict()
+            d["amount"] = d["current_excess_deficit"]
+            d["category"] = "FCM"
+            FxHedge.stage(d)
+    FxHedge.email(fund)
+
+
 @dataclass
 class CitcoSubmission(Deal, deal_type=None, table_name="citco_submission2"):
     id: int = field(init=False, metadata={"insert": False})
@@ -383,6 +397,42 @@ class PaymentMonitor(
         )
 
 
+class FxHedge(
+    Monitor,
+    headers=(
+        "date",
+        "account",
+        "amount",
+        "currency",
+        "fund",
+        "category",
+    ),
+    num_format=[("{0:,.2f}", 2)],
+):
+    @classmethod
+    def email(cls, fund):
+        if not cls._staging_queue:
+            return
+        cls._em.send_email(
+            f"Projected Hedges: {fund}",
+            HTMLBody(
+                f"""
+<html>
+  <head>
+    <style>
+      table, th, td {{ border: 1px solid black;  border-collapse: collapse;}}
+      th, td {{ padding: 5px; }}
+    </style>
+  </head>
+  <body>
+  Hello,<br><br>Here are the positions we need to hedge:<br><br>{cls.to_tabulate()}
+  </body>
+</html>"""
+            ),
+            to_recipients=("fyu@lmcg.com",),
+        )
+
+
 @dataclass
 class EmailOps:
     _em = ExchangeMessage()