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import datetime
import argparse
from itertools import groupby
from serenitas.ops.trade_dataclasses import SpotDeal
from report_ops.services import get_service
def upload_cls_file(conn, fund, trade_date, upload):
with conn.cursor() as c:
c.execute(
"SELECT ft.*, accounts2.cp_code as account_counterparty FROM forward_trades ft LEFT JOIN accounts2 USING (cash_account) WHERE ft.fund=%s AND ft.trade_date=%s AND accounts2.account_type='Cash';",
(fund, trade_date),
)
trades = [t._asdict() for t in c]
for account_counterparty, trades in groupby(
trades, lambda x: x["account_counterparty"]
):
if account_counterparty not in ("BONY",): # Working on CLS
continue
service = get_service(account_counterparty)
for t in trades:
t["dealid"] = (
f"{t['dealid']}.{t['fx_type'][0]}"
if t["fx_type"] != "SPOT"
else t["dealid"]
)
trade = SpotDeal.from_dict(**t)
service.push_trade(trade, "NEW")
buf, dest = service.build_buffer("spot")
if upload:
service.upload(
buf,
dest.name,
fund,
"CLS",
)
if __name__ == "__main__":
parser = argparse.ArgumentParser()
parser.add_argument(
"trade_date",
type=datetime.date.fromisoformat,
default=datetime.date.today(),
nargs="?",
)
parser.add_argument(
"-n", "--no-upload", action="store_true", help="do not upload to CTM"
)
args = parser.parse_args()
conn = SpotDeal._conn
for fund in ("BOWDST",):
upload_cls_file(conn, fund, args.trade_date, not args.no_upload)
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