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import datetime
from exchangelib import HTMLBody
from serenitas.analytics.dates import prev_business_day
from serenitas.utils.db import dbconn
from report_ops.utils import check_cleared_cds, Monitor
from report_ops.misc import _recon_recipients, _cc_recipients
class BondFactorMonitor(
Monitor,
headers=(
"date",
"citco_security_id",
"security_id",
"serenitas_factor",
"admin_factor",
"difference",
),
num_format=[("{0:,.2f}", 3), ("{0:,.2f}", 4), ("{0:,.2f}", 5)],
):
@classmethod
def email(cls, fund):
if not cls._staging_queue:
return
cls._em.send_email(
f"*ACTION REQUESTED* Incorrect Factors: {fund}",
HTMLBody(
f"""
<html>
<head>
<style>
table, th, td {{ border: 1px solid black; border-collapse: collapse;}}
th, td {{ padding: 5px; }}
</style>
</head>
<body>
Hello,<br><br>We see the below factor mismatches. Could you please correct the below?<br><br>{cls.to_tabulate()}
</body>
</html>"""
),
to_recipients=_recon_recipients[fund],
cc_recipients=_cc_recipients[fund],
)
def check_bond_factors(date, fund, conn):
with conn.cursor() as c:
c.execute(
"SELECT citco_security_id, security_id, serenitas_factor, admin_factor, serenitas_factor-admin_factor as difference FROM compare_citco_bonds (%s, %s) WHERE abs(serenitas_factor - admin_factor) > .01;",
(date, fund),
)
for row in c:
d = row._asdict() | {"date": date}
BondFactorMonitor.stage(d)
BondFactorMonitor.email(fund)
if __name__ == "__main__":
import argparse
parser = argparse.ArgumentParser()
parser.add_argument(
"cob",
nargs="?",
type=datetime.date.fromisoformat,
default=prev_business_day(datetime.date.today()),
help="working date",
)
args = parser.parse_args()
conn = dbconn("dawndb")
for fund in ("ISOSEL",):
check_cleared_cds(args.cob, fund, conn)
check_bond_factors(args.cob, fund, conn)
|
