from serenitas.utils.db import dbconn from serenitas.utils.env import DAILY_DIR from process_queue import get_filepath import datetime import csv from io import StringIO from serenitas.analytics.dates import prev_business_day from serenitas.utils.remote import SftpClient from collateral.common import CASH_STRATEGY_MAPPING, STRATEGY_CASH_MAPPING from serenitas.utils.misc import rename_keys from csv_headers.globeop_upload import HEADERS def process_upload(trades): buf = StringIO() csvwriter = csv.writer(buf) headers = HEADERS["wire"] csvwriter.writerow(headers) csvwriter.writerows(trades) buf = buf.getvalue().encode() dest = get_filepath(DAILY_DIR, "wire", "BOWDST") dest.parent.mkdir(exist_ok=True) dest.write_bytes(buf) sftp = SftpClient.from_creds("hm_globeop") sftp.client.chdir("incoming") sftp.put(buf, dest.name) def generate_csv(date, conn): headers = HEADERS["wire"] with conn.cursor() as c, conn.cursor() as d: c.execute( "SELECT vr.*, accounts2.custodian, accounts2.cp_code, pfm.folder AS dirty_strat FROM (SELECT sum(endqty) AS endqty, port, strat, custacctname, invid FROM valuation_reports v WHERE periodenddate ='2022-05-19' AND fund='BOWDST' AND invid IN ('USD', 'EUR') AND port NOT IN ('GFS_HELPER_BUSINESS_UNIT', 'CASH') GROUP BY (port, strat,custacctname, invid) HAVING sum(endqty) !=0) vr LEFT JOIN accounts2 ON custacctname=cash_account LEFT JOIN portfolio_folder_mapping pfm ON vr.strat::text=pfm.clean_folder where pfm.folder is not NULL;", (date,), ) trades = [] for row in c: if row.strat not in CASH_STRATEGY_MAPPING.keys(): d.execute( "INSERT INTO strat_cash_realloc (portfolio, folder, trade_date, amount, currency, fund, cash_account) VALUES (%s, %s, %s, %s, %s, %s, %s) RETURNING dealid", ( row.port, row.strat, date, row.endqty, row.invid, "BOWDST", row.custacctname, ), ) (dealid,) = d.fetchone() obj = row._asdict() rename_keys( obj, { "invid": "Currency", "custacctname": "Cash Account", "custodian": "Custodian", "cp_code": "Counterparty", "dirty_strat": "Folder", }, ) data = { "Deal Type": "CashFlowDeal", "Deal Id": dealid, "Action": "NEW", "Client": "HEDGEMARK", "Fund": "BOS_PAT_BOWDOIN", "State": "Valid", "Trade Date": date, "Settlement Date": date, "Transaction Type": "Transfer", "Instrument Type": "Cashflow", "Amount": -obj["endqty"], } obj.update(data) offset = obj.copy() # create second leg offset["Deal Id"] = obj["Deal Id"] + "_O" offset["Amount"] = -obj["Amount"] offset["Folder"] = STRATEGY_CASH_MAPPING[obj["Folder"]] trades.append([obj.get(h, None) for h in headers]) trades.append([offset.get(h, None) for h in headers]) conn.commit() if trades: process_upload(trades) if __name__ == "__main__": import argparse parser = argparse.ArgumentParser() parser.add_argument( "workdate", nargs="?", type=datetime.date.fromisoformat, default=prev_business_day(datetime.date.today()), help="working date", ) args = parser.parse_args() conn = dbconn("dawndb") generate_csv(args.workdate, conn)