1 files changed, 99 insertions, 1 deletions
diff --git a/python/reallocate_iam.py b/python/reallocate_iam.py
index 18fa6096..159e6e69 100644
--- a/python/reallocate_iam.py
+++ b/python/reallocate_iam.py
@@ -1,11 +1,109 @@
 import datetime
 import argparse
+from dataclasses import field, dataclass
 
 from serenitas.ops.funds import Service
-from serenitas.ops.trade_dataclasses import IAMDeal
+from serenitas.ops.trade_dataclasses import Deal, Fund
+from serenitas.ops.headers import DealType
 from serenitas.analytics.dates import prev_business_day
 from serenitas.utils.db import dbconn
 
+_bowdst_iam_cp = {
+    "BAML_ISDA": "BOANNY",
+    "CS": "CSITLN",
+    "GS": "GOLINY",
+    "BNP": "BNPBNY",
+    "MS": "MSCILN",
+    "JPM": "JPCBNY",
+    "GS_FCM": "GOLDNY",
+}
+
+_serenitas_iam_cp = {
+    "BAML_ISDA": "BAMSNY",
+    "BAML_FCM": "BAMSNY",
+    "CS": "CSFBBO",
+    "GS": "GOLDNY",
+    "BNP": "BNPBNY",
+    "MS": "MSCSNY",
+    "JPM": "JPCBNY",
+    "WELLS": "WELFEI",
+    "CITI": "CITINY",
+}
+
+
+def get_custodian_account(fund, iam_broker):
+    match fund, iam_broker:
+        case ("SERCGMAST", "WELLS"):
+            return ("WELLSFCM", "WFNSCLMFCM")
+        case ("SERCGMAST", "BAML_FCM"):
+            return ("BOMLCM", "V0NSCLMFCM")
+        case ("BOWDST", "GS_FCM"):
+            return ("GS", "057363418ICE-CDS")
+        case ("SERCGMAST", _):
+            return ("UMB", "159260.1")
+        case ("BOWDST", _):
+            return ("BNY", "751254")
+
+
+def get_counterparty(fund, iam_broker):
+    match fund:
+        case "SERCGMAST":
+            return _serenitas_iam_cp[iam_broker]
+        case "BOWDST":
+            return _bowdst_iam_cp[iam_broker]
+
+
+@dataclass
+class IAMDeal(Deal, deal_type=DealType.IAM, table_name="iams"):
+    trade_date: datetime.date = field(metadata={"globeop": "Trade Date"})
+    folder: str = field(metadata={"globeop": "Folder"})
+    portfolio: str = field(metadata={"globeop": "Portfolio"})
+    broker: str
+    start_money: float = field(metadata={"globeop": "StartMoney"})
+    currency: str = field(metadata={"globeop": "Currency"})
+    fund: Fund = field(metadata={"globeop": "Fund"})
+    maturity: datetime.date = field(
+        default=None, metadata={"globeop": "ExpirationDate"}
+    )
+    uploaded: bool = False
+    is_offset: bool = False
+    id: int = field(default=None, metadata={"insert": False})
+    dealid: str = field(
+        default=None,
+        metadata={
+            "insert": False,
+            "globeop": "Deal Id",
+        },
+    )
+    cash_account: str = field(
+        default=None,
+        metadata={"insert": False, "select": False, "globeop": "Cash Account"},
+    )
+    custodian: str = field(default=None, metadata={"insert": False, "select": False})
+
+    def to_globeop(self, action):
+        obj = super().to_globeop(action)
+        obj["CallNoticeIndicator"] = "24H" if action == "NEW" else None
+        obj["TransactionIndicator"] = "DEPOSIT" if obj["StartMoney"] > 0 else "LOAN"
+        obj["StartMoney"] = abs(obj["StartMoney"])
+        obj["DealFunction"] = "OTC"
+        obj["MarginType"] = "Net"
+        obj["Collateralized"] = "Y"
+        obj["Basis"] = "ACT/360"
+        obj["SettlementDate"] = self.trade_date
+        obj["ClearingFacilityCcpTradeRef"] = (
+            "ICE-CLEAR"
+            if (self.broker.endswith("_FCM") or self.broker == "WELLS")
+            else None
+        )
+        (custodian, cash_account) = get_custodian_account(self.fund, self.broker)
+        obj = obj | {
+            "Custodian": custodian,
+            "Cash Account": cash_account,
+            "Counterparty": get_counterparty(self.fund, self.broker),
+        }
+        return obj
+
 
 def cancel_old_iam_trades(fund: str, cob: datetime.date, conn) -> "Iterable":
     """Finds and cancels old IAM trades"""