diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/interest_statement.py | 10 | ||||
| -rw-r--r-- | python/monthly_interest.py | 116 |
2 files changed, 110 insertions, 16 deletions
diff --git a/python/interest_statement.py b/python/interest_statement.py index 716381ad..eddfd6f2 100644 --- a/python/interest_statement.py +++ b/python/interest_statement.py @@ -49,6 +49,16 @@ def f(df_balances, df_rates, broker, start_date, end_date): ) +def export_data(start, end): + dfs = {} + for cp in ("GS", "MS", "BAML_ISDA", "CITI", "CS", "BNP"): + dfs[cp] = f(df_balances, df_rates, cp, start, end) + df = pd.concat(dfs, names=["broker", "folder"]) + df = df[df.amount != 0.0] + df.amount *= -1.0 + return df + + if __name__ == "__main__": import argparse diff --git a/python/monthly_interest.py b/python/monthly_interest.py index 13a19ab6..e48e84c9 100644 --- a/python/monthly_interest.py +++ b/python/monthly_interest.py @@ -7,30 +7,45 @@ from urllib.parse import urlsplit, parse_qs, urlunsplit import logging import argparse +from collateral.common import load_pdf +from pathlib import Path +import pandas as pd +from collections import defaultdict +import shutil + logger = logging.getLogger(__name__) -def download_messages(em, counterparty, start, end): +def download_messages(em, counterparty, start, end, auto=False): for msg in em.get_msgs( 20, path=["Interest", counterparty], ): - if counterparty == "CITI": - base_dir = DAILY_DIR / f"{counterparty}_reports" / "Interest Statements" - elif counterparty == "BAML": - base_dir = ( - DAILY_DIR / "Serenits" / "Test" / f"BoA_reports" / "Interest Statements" - ) + if not auto: + if counterparty == "CITI": + base_dir = DAILY_DIR / f"{counterparty}_reports" / "Interest Statements" + elif counterparty == "BAML": + base_dir = ( + DAILY_DIR + / "Serenitas" + / "Test" + / f"BoA_reports" + / "Interest Statements" + ) + else: + base_dir = ( + DAILY_DIR + / "Serenitas" + / "Test" + / f"{counterparty}_reports" + / "Interest Statements" + ) else: base_dir = ( - DAILY_DIR - / "Serenitas" - / "Test" - / f"{counterparty}_reports" - / "Interest Statements" + DAILY_DIR / "Serenitas" / "MonthlyInterest" / f"{counterparty}_reports" ) - if (msg.datetime_sent.date() > datetime.date.fromisoformat(start)) and ( - msg.datetime_sent.date() < datetime.date.fromisoformat(end) + if (msg.datetime_sent.date() >= datetime.date.fromisoformat(start)) and ( + msg.datetime_sent.date() <= datetime.date.fromisoformat(end) ): if counterparty == "BAML": soup = BeautifulSoup(msg.body, features="lxml") @@ -57,13 +72,82 @@ def download_messages(em, counterparty, start, end): p.write_bytes(attach.content) +def get_CS(g): + for e in g: + if "This interest, margin" in e.text: + return float(value) + value = e.text + + +def get_BNP(g): + for e in g: + if "Due to" in e.text: + value = next(g).text.replace(",", "") + return -float(value) + + +def get_CITI(path): + df = pd.read_excel(path) + for row in df.itertuples(): + if "Net Interest Due To CP" in row: + return -row._6 + + +def get_GS(g): + for e in g: + if "TOTAL INTEREST" in e.text: + next(g) + next(g) + return float(next(g).text.replace("USD", "").replace(",", "")) + + +def get_MS(path): + df = pd.read_excel(path) + return -round(df["LOCAL_ACCRUAL"].sum(), 2) + + +def get_interest(): + interest_amounts = defaultdict(float) + counterparties = ["BNP", "CITI", "CS", "GS", "MS"] + for cp in counterparties: + try: + func = globals()[f"get_{cp}"] + except KeyError: + continue + if cp in ("CITI", "MS"): + for file in Path( + f"/home/serenitas/Daily/Serenitas/MonthlyInterest/{cp}_reports" + ).glob("*.xls*"): + amount = func(file) + interest_amounts[cp] = interest_amounts[cp] + amount + else: + for file in Path( + f"/home/serenitas/Daily/Serenitas/MonthlyInterest/{cp}_reports" + ).glob("*.pdf"): + g = iter(load_pdf(file)) + amount = func(g) + interest_amounts[cp] = interest_amounts[cp] + amount + # try: + # shutil.rmtree(f'/home/serenitas/Daily/Serenitas/MonthlyInterest/{cp}_reports') + # except FileNotFoundError: + # pass + return pd.DataFrame(interest_amounts, index=[0]).T + + em = ExchangeMessage() -counterparties = ["BAML", "BNP", "CITI", "CS", "GS", "MS"] +counterparties = ["BNP", "CITI", "CS", "GS", "MS"] parser = argparse.ArgumentParser(description="determine sender destination") parser.add_argument("start") parser.add_argument("end") +parser.add_argument("--auto", action="store_true", help="for automation or for monthly") args = parser.parse_args() for cp in counterparties: - download_messages(em, cp, args.start, args.end) + if args.auto: + download_messages(em, cp, args.start, args.end, auto=args.auto) + else: + download_messages(em, cp, args.start, args.end) + +if args.auto: + df = get_interest() |