import datetime
from pyisda.date import previous_twentieth
from utils.db import serenitas_pool, dbconn

def accrual_days(event_date, auction_date):
    return (event_date - previous_twentieth(auction_date)).days + 1

dawndb = dbconn("dawndb")
conn = serenitas_pool.getconn()
with conn.cursor() as c:
    c.execute("SELECT * FROM defaulted ORDER BY auction_date")
    for r in c:
        if r.auction_date < datetime.date(2020, 5, 1):
            continue
        acc = accrual_days(r.event_date, r.auction_date)
        severity = 1 - r.recovery
        principal = -1e6 * severity
        accrued = severity * acc*0.05/360 * 1e6
        with dawndb.cursor() as c:
            for tranche_id in (1590, 1413, 1116):
                c.execute("INSERT INTO tranche_cashflows VALUES(%s, %s, %s, %s)",
                          (r.auction_date, tranche_id, principal, accrued))
        dawndb.commit()
serenitas_pool.putconn(conn)