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from flask import (request, render_template, redirect,
url_for, send_from_directory, send_file, g, jsonify)
from .models import ModelForm, BondDeal, CDSDeal, Counterparties
from sqlalchemy.exc import IntegrityError
from wtforms.fields import BooleanField
import pandas as pd
from pandas.tseries.offsets import CustomBusinessDay
from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday
import os
import datetime
import redis
from .utils import load_counterparties, bump_rev, simple_serialize
from PyPDF2 import PdfFileMerger
from io import BytesIO
from Dawn import app
import socket
import psycopg2
fed_cal = get_calendar('USFederalHolidayCalendar')
bond_cal = HolidayCalendarFactory('BondCalendar', fed_cal, GoodFriday)
bus_day = CustomBusinessDay(calendar=bond_cal())
def cp_choices():
return Counterparties.query.order_by('name').\
with_entities(Counterparties.code, Counterparties.name)
def get_queue():
q = getattr(g, 'queue', None)
if q is None:
hostname = socket.gethostname()
if hostname == 'debian':
q = g.queue = redis.Redis(unix_socket_path='/var/run/redis/redis.sock')
elif hostname =='gomez':
q = g.queue = redis.Redis(host='debian')
return q
def get_db():
db = getattr(g, '_database', None)
if db is None:
db = g._database = psycopg2.connect(database="serenitasdb",
user="serenitas_user",
host="debian")
return db
@app.teardown_appcontext
def close_connection(exception):
db = getattr(g, '_database', None)
if db is not None:
db.close()
class CounterpartyForm(ModelForm):
class Meta:
model = Counterparties
class BondForm(ModelForm):
upload_globeop = BooleanField(label="Upload to globeop?")
class Meta:
model = BondDeal
include_foreign_keys = True
exclude = ['dealid', 'lastupdate', #we generate it with a trigger at the server level
'principal_payment', 'accrued_payment']
class CDSForm(ModelForm):
upload_globeop = BooleanField(label="Upload to globeop?")
class Meta:
model = CDSDeal
include_foreign_keys = True
exclude = ['dealid', 'lastupdate']
@app.route('/trades/<int:tradeid>', methods=['GET', 'POST'])
@app.route('/trades/', defaults={'tradeid': None}, methods=['GET', 'POST'])
def trade_manage(tradeid):
trade = BondDeal.query.get(tradeid) if tradeid else BondDeal()
if tradeid:
bond_form = BondForm(obj = trade)
old_ticket_name = trade.ticket
else:
bond_form = BondForm(trade_date = pd.datetime.today().date(),
settle_date = pd.datetime.today().date() + 3 * bus_day)
#add extra empty fields
bond_form.folder.choices = [(None, '')] + bond_form.folder.choices
bond_form.buysell.choices = [(None, '')] + bond_form.buysell.choices
bond_form.asset_class.choices = [(None, '')] + bond_form.asset_class.choices
bond_form.cp_code.choices = bond_form.cp_code.choices + list(cp_choices())
if bond_form.is_submitted():
if bond_form.validate():
bond_form.populate_obj(trade)
session = bond_form.get_session()
ticket_file = trade.ticket
trade.ticket = None
if not tradeid:
session.add(trade)
if ticket_file.filename == '':
if tradeid:
trade.ticket = old_ticket_name
else:
if tradeid and old_ticket_name:
trade.ticket = bump_rev(old_ticket_name)
else:
trade.ticket = "{0} {1}.pdf".format(str(trade.trade_date),
trade.description)
ticket_file.save(os.path.join(app.config['TICKETS_FOLDER'],
trade.ticket))
try:
session.commit()
except IntegrityError as e:
app.logger.error(e)
else:
if bond_form.upload_globeop.data:
q = get_queue()
q.rpush('bond_trades', simple_serialize(trade))
return redirect(url_for('list_trades'))
else:
return str(bond_form.errors)
return render_template('trade_entry.html', form=bond_form, trade_id=tradeid)
@app.route('/cdstrades/<int:tradeid>', methods=['GET', 'POST'])
@app.route('/cdstrades/', defaults={'tradeid': None}, methods=['GET', 'POST'])
def cds_trade_manage(tradeid):
trade = CDSDeal.query.get(tradeid) if tradeid else CDSDeal()
if tradeid:
cds_form = CDSForm(obj = trade)
else:
today = pd.datetime.today()
tomorrow = today + pd.DateOffset(1)
cds_form = CDSForm(trade_date = today.date(),
effective_date= tomorrow.date(),
upfront_settle_date = today.date() + 3 * bus_day)
cds_form.cp_code.choices = cds_form.cp_code.choices + list(cp_choices())
if cds_form.is_submitted():
if cds_form.validate():
cds_form.populate_obj(trade)
session = cds_form.get_session()
if not tradeid:
session.add(trade)
try:
session.commit()
except IntegrityError as e:
app.logger.error(e)
finally:
if cds_form.upload_globeop.data:
q = get_queue()
q.rpush('cds_trades', simple_serialize(trade))
return redirect(url_for('list_cds_trades'))
return render_template('cds_trade_entry.html', form=cds_form, trade_id=tradeid)
@app.route('/blotter/')
def list_trades():
trade_list = BondDeal.query.order_by(BondDeal.trade_date.desc(), BondDeal.id.desc())
return render_template('blotter.html', trades=trade_list.all())
@app.route('/cdsblotter')
def list_cds_trades():
trade_list = CDSDeal.query.order_by(CDSDeal.trade_date.desc(), CDSDeal.id.desc())
return render_template('cds_blotter.html', trades=trade_list.all())
@app.route('/tickets/<int:tradeid>')
def download_ticket(tradeid):
trade = BondDeal.query.get(tradeid)
pdf = PdfFileMerger()
pdf.append(os.path.join(app.config['TICKETS_FOLDER'], trade.ticket))
pdf.append(os.path.join(app.config['CP_FOLDER'], trade.counterparty.instructions))
fh = BytesIO()
pdf.write(fh)
pdf.close()
fh.seek(0)
return send_file(fh, mimetype='application/pdf')
@app.route('/counterparties/<path:instr>', methods=['GET'])
@app.route('/counterparties/', defaults={'instr': None}, methods=['GET'])
def list_counterparties(instr):
if instr:
return send_from_directory(filename = instr,
directory = app.config['CP_FOLDER'],
mimetype='application/pdf')
else:
cp_list = Counterparties.query.order_by(Counterparties.name)
return render_template('counterparties.html', counterparties = cp_list.all())
@app.route('/edit_cp/<cpcode>', methods=['GET', 'POST'])
def edit_counterparty(cpcode):
cp = Counterparties.query.get(cpcode)
cp_form = CounterpartyForm(obj = cp)
old_instructions = cp.instructions
if cp_form.is_submitted():
if cp_form.validate():
cp_form.populate_obj(cp)
session = cp_form.get_session()
instructions = cp.instructions
if instructions.filename == '':
cp.instructions = old_instructions
else:
cp.instructions = cp.name + '.pdf'
instructions.save(os.path.join(app.config['CP_FOLDER'],
cp.instructions))
session.commit()
return redirect(url_for('list_counterparties'))
return render_template('edit_cp.html', form=cp_form, code=cpcode)
@app.route('/_ajax', methods=['GET'])
def get_bbg_id():
bbg_id = request.args.get('bbg_id')
_, indextype, _, series, tenor = bbg_id.split()
indextype = indextype[:2]
tenor = tenor[:-1] + 'yr'
series = int(series[1:])
sqlstr1 = "SELECT * FROM index_redcode(%s::index_type, %s::smallint, %s)"
sqlstr2 = "SELECT maturity, coupon FROM index_maturity WHERE index=%s and series=%s and tenor=%s"
db = get_db()
with db.cursor() as c:
print(indextype, series)
c.execute(sqlstr1, (indextype, series, datetime.datetime(2015,10, 25).date()))
(redcode,) = c.fetchone()
c.execute(sqlstr2, (indextype, series, tenor))
maturity, coupon = c.fetchone()
return jsonify({'maturity': maturity.strftime('%Y-%m-%d'), 'redcode': redcode, 'coupon': coupon})
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