import analytics
import argparse
import datetime
from . import dbconn, dbengine
from dates import bus_day
from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk
from analytics import init_ontr
from .indices import insert_curve_risk
from .swaptions import get_swaption_portfolio, insert_swaption_portfolio
from .tranches import get_tranche_portfolio, insert_tranche_portfolio

parser = argparse.ArgumentParser()
parser.add_argument(
    "cob",
    nargs="?",
    type=datetime.date.fromisoformat,
    default=(datetime.date.today() - bus_day).date(),
    help="close of business date",
)
args = parser.parse_args()
workdate = args.cob

init_ontr(workdate)
analytics._include_todays_cashflows = True

mysql_engine = dbengine("rmbs_model")
mysqlcrt_engine = dbengine("crt")

with dbconn("dawndb") as conn:
    portf = get_swaption_portfolio(workdate, conn, source_list=["MS"])
    insert_swaption_portfolio(portf, conn)
    for fund in ("SERCGMAST", "BOWDST", "BRINKER"):
        portf = get_tranche_portfolio(workdate, conn, fund=fund)
        insert_tranche_portfolio(portf, conn)
        insert_curve_risk(
            workdate, conn, fund, ("SER_IGCURVE", "SER_ITRXCURVE", "XCURVE")
        )


with dbconn("etdb") as etconn, dbconn("dawndb") as dawnconn:
    subprime = subprime_risk(workdate, dawnconn, mysql_engine)
    insert_subprime_risk(subprime, dawnconn)
    clo = clo_risk(workdate, dawnconn, etconn)
    crt = crt_risk(workdate, dawnconn, mysqlcrt_engine)
    # portf = get_rmbs_portfolio(workdate, conn)
    # crt_portf = portf[portf.strategy.str.contains("CRT")]
    # subprime_portf = portf[~portf.strategy.str.contains("CRT")]
    # subprime_portf_zero = subprime_portf[subprime_portf.identifier.str.endswith("_A")]
    # subprime_portf = subprime_portf[~subprime_portf.identifier.str.endswith("_A")]
    # df = subprime_risk(workdate)
    # subprime_portf = subprime_portf.join(df)