3 files changed, 114 insertions, 0 deletions
diff --git a/python/report_ops/misc.py b/python/report_ops/misc.py
index 7610c9e2..7a787063 100644
--- a/python/report_ops/misc.py
+++ b/python/report_ops/misc.py
@@ -19,6 +19,17 @@ _recipients = {
     ),
     "BAML_FCM": ("footc_margin_csr_amrs@bofa.com",),
     "NYOPS": ("nyops@lmcg.com",),
+    "HM": (
+        "HM-InnocapFunds@bnymellon.com",
+        "Vera.Dvorski@bnymellon.com",
+        "Diana.WuChen@bnymellon.com",
+    ),
+}
+
+_cc_recipients = {
+    "ISOSEL": ("selene-ops@lmcg.com",),
+    "BOWDST": ("bowdoin-ops@lmcg.com",),
+    "SERCGMAST": ("nyops@lmcg.com"),
 }
 
 
diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py
new file mode 100644
index 00000000..30a993d4
--- /dev/null
+++ b/python/report_ops/sma.py
@@ -0,0 +1,76 @@
+import datetime
+from dataclasses import dataclass
+from serenitas.utils.db import dbconn
+from serenitas.utils.exchange import ExchangeMessage
+from .misc import _recipients, _cc_recipients
+from exchangelib import FileAttachment
+import pandas as pd
+from io import StringIO
+from typing import ClassVar
+
+
+@dataclass
+class SMA:
+    date: datetime.date
+    fund: str
+    _em: ClassVar = ExchangeMessage()
+
+    def __init_subclass__(cls, fund):
+        cls.fund = fund
+
+    def __init__(self, date):
+        self.date = date
+
+    def get_positions(self):
+        dawndb = dbconn("dawndb")
+        df_blotter = pd.read_sql_query(
+            "SELECT * FROM risk_positions(%s, NULL, %s)",
+            dawndb,
+            params=(self.date, self.fund),
+            index_col=["identifier"],
+        )
+
+        cds_positions = pd.read_sql_query(
+            "SELECT * FROM list_cds_marks_pre(%s, NULL, %s)",
+            dawndb,
+            params=(self.date, self.fund),
+            index_col=["security_id"],
+        )
+        tranche_positions = pd.read_sql_query(
+            "SELECT id, security_id, security_desc, maturity, a.notional, "
+            "protection, orig_attach, orig_detach, tranche_factor, clean_nav, "
+            "accrued, cp_code, cpty_id from list_cds(%s, %s) a "
+            "LEFT JOIN tranche_risk ON id=tranche_id AND date=%s "
+            "WHERE orig_attach IS NOT NULL",
+            dawndb,
+            params=(self.date, self.fund, self.date),
+            index_col=["id"],
+        )
+        return df_blotter, cds_positions, tranche_positions
+
+    def email_positions(self):
+        attachments = []
+        for name, df in zip(("bonds", "cds", "tranches"), (self.get_positions())):
+            buf = StringIO()
+            df.to_csv(buf)
+            attachments.append(
+                FileAttachment(
+                    name=f"{self.date} {name}.csv", content=buf.getvalue().encode()
+                )
+            )
+            buf.close()
+        self._em.send_email(
+            f"{self.fund} {self.date} EOD positions ",
+            "",
+            to_recipients=_recipients["HM"],
+            cc_recipients=("bowdoin-ops@lmcg.com",),
+            attach=_cc_recipients[self.fund],
+        )
+
+
+class IsoselSMA(SMA, fund="ISOSEL"):
+    pass
+
+
+class BowdstSMA(SMA, fund="BOWDST"):
+    pass
diff --git a/python/sma_positions.py b/python/sma_positions.py
new file mode 100644
index 00000000..de1665e5
--- /dev/null
+++ b/python/sma_positions.py
@@ -0,0 +1,27 @@
+from report_ops.sma import IsoselSMA, BowdstSMA
+import datetime
+from serenitas.analytics.dates import prev_business_day
+import logging
+
+logger = logging.getLogger(__name__)
+if __name__ == "__main__":
+    import argparse
+
+    parser = argparse.ArgumentParser()
+    parser.add_argument(
+        "date",
+        nargs="?",
+        type=datetime.date.fromisoformat,
+        default=prev_business_day(datetime.date.today()),
+        help="work date",
+    )
+    args = parser.parse_args()
+    for sma_cls in (
+        IsoselSMA,
+        BowdstSMA,
+    ):
+        sma = sma_cls(args.date)
+        try:
+            sma.email_positions()
+        except ValueError as e:
+            logger.warning(e)