import pandas as pd from . import DAILY_DIR paths = { "Serenitas": ["NYops", "Margin calls MS"], "Brinker": ["NYops", "Margin Calls MS-Brinker"], "BowdSt": ["BowdoinOps", "Margin MS"], } subjects = { "Serenitas": "SERCX **Daily", "Brinker": "061761QY1***BRINKER", "BowdSt": "BOSTON PATRIOT BOWDOIN", } def download_files(em, count=20, *, fund="Serenitas", **kwargs): emails = em.get_msgs( path=paths[fund], count=count, subject__contains=subjects[fund], ) DATA_DIR = DAILY_DIR / fund / "MS_reports" for msg in emails: for attach in msg.attachments: if "NETSwaps" in attach.name: fname = "Trade_Detail_" + attach.name.split("_")[1] elif "NET_Collateral" in attach.name: fname = "Collateral_Detail_" + attach.name.rsplit("_", 1)[1] else: continue p = DATA_DIR / fname if not p.exists(): p.write_bytes(attach.content) def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df = pd.read_excel( DAILY_DIR / fund / "MS_reports" / f"Collateral_Detail_{d:%Y%m%d}.xls" ) collat = df.loc[1, "coll_val_ccy"].replace(",", "") if "(" in collat: collat = collat[1:-1] collat = -float(collat) else: collat = float(collat) df = pd.read_excel(DAILY_DIR / fund / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") df = df.dropna(subset=["trade_ccy"]) df = df.merge(dawn_trades, how="left", left_on="trade_id", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "trade_id"] if not missing_ids.empty: raise ValueError(f"{missing_ids.tolist()} not in the database for {fund}") df = df.groupby("folder")[["collat_req_in_agr_ccy"]].sum() df["Currency"] = "USD" df = df.reset_index() df.columns = ["Strategy", "Amount", "Currency"] df = df.append( { "Strategy": "M_CSH_CASH", "Amount": -collat - df.Amount.sum(), "Currency": "USD", }, ignore_index=True, ) df["date"] = d return df.set_index("Strategy")