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import datetime
import pandas as pd
from env import DAILY_DIR
from exchange import ExchangeMessage, Message
from exchangelib import FileAttachment
from io import StringIO
from remote import SftpClient
from typing import Tuple
from utils.db import dbconn
def download_messages(em):
for msg in em.get_msgs(
20,
path=["BowdoinOps", "Reports"],
subject__startswith="Document(s) from Reporting",
):
if msg.sender == "notify@bnymellon.com":
for attach in msg.attachments:
fname = attach.name
if fname.endswith("csv") and fname.startswith("Asset Detail"):
date = datetime.datetime.strptime(
fname.split("_")[1].split(".")[0], "%d %b %Y"
).date()
p = DAILY_DIR / str(date) / "Reports" / fname
if not p.parent.exists():
p.parent.mkdir(parents=True)
if not p.exists():
p.write_bytes(attach.content)
def get_positions(workdate: datetime.date) -> Tuple[pd.DataFrame, pd.DataFrame]:
p = DAILY_DIR / str(workdate) / "Reports" / f"Asset Detail_{workdate:%d %b %Y}.csv"
df = pd.read_csv(p, thousands=",")
df = df[df["Asset Type"] == "FIXED INCOME SECURITIES"]
df = df.set_index("CUSIP")
df = df[["Shares/Par", "Base Price", "Local Market Value"]]
for col in df.select_dtypes(include=["object"]).columns:
df[col] = df[col].apply(lambda s: s[1:-1] if s.startswith("(") else s)
df[col] = pd.to_numeric(df[col].str.replace(",", ""))
dawndb = dbconn("dawndb")
df_blotter = pd.read_sql_query(
"SELECT * FROM risk_positions(%s, NULL, %s)",
dawndb,
params=(workdate, "BOWDST"),
index_col=["identifier"],
)
check = df_blotter.join(df)
cds_positions = pd.read_sql_query(
"SELECT * FROM list_cds_marks_pre(%s, NULL, %s)",
dawndb,
params=(workdate, "BOWDST"),
)
return df_blotter, cds_positions
def send_email(
em, workdate: datetime.date, df_bonds: pd.DataFrame, df_cds: pd.DataFrame
):
email = Message(
account=em._account,
folder=em._account.sent,
subject=f"{workdate} positions",
body="",
to_recipients=("reconfiles@bnymellon.com", "hm-operations@bnymellon.com"),
cc_recipients=("bowdoin-ops@lmcg.com",),
)
buf = StringIO()
df_bonds.to_csv(buf)
bond_attach = FileAttachment(
name=f"{workdate} bonds.csv", content=buf.getvalue().encode()
)
buf.close()
email.attach(bond_attach)
buf = StringIO()
df_cds.to_csv(buf, index=False)
cds_attach = FileAttachment(
name=f"{workdate} cds.csv", content=buf.getvalue().encode()
)
buf.close()
email.attach(cds_attach)
email.send_and_save()
if __name__ == "__main__":
em = ExchangeMessage()
download_messages(em)
workdate = datetime.date.today()
df_bonds, df_cds = get_positions(workdate)
send_email(em, workdate, df_bonds, df_cds)
# sftp = SftpClient.from_creds("gs")
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