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###### Citco Submission DataClass
from dataclasses import dataclass, field, fields, Field
from serenitas.ops.trade_dataclasses import Deal
from typing import Literal
import datetime
import csv
import datetime
def get_file_status(s):
is_processed, fname_short = s.rsplit("_", 1)
is_processed = is_processed.rsplit("-")[1] == "PROCESSED"
fname_short = fname_short.removesuffix(".csv")
return is_processed, fname_short
def get_success_data(line):
if line["Internal_Order_Id"]: # This is a trade
identifier_type = "trade"
serenitas_id = line["External_Order_Id"]
identifier = line["Internal_Order_Id"]
else:
identifier_type = "instrument"
serenitas_id = line["External_Security_Id"]
identifier = line["Internal_Security_Id"]
return identifier_type, serenitas_id, identifier
def get_failed_data(line):
if len(line) == 1:
return ("failed", line[-1])
elif line[1]: # Trade upload
return ("trade", line[2])
elif (
not line[1] and line[2]
): # Instrument upload, just mark as failed if it's a single error message
return ("instrument", line[2])
else:
return ("failed", line[-1])
@dataclass
class CitcoSubmission(Deal, deal_type=None, table_name="citco_submission"):
fname: str = field()
identifier_type: Literal["trade", "instrument"]
identifier: str
serenitas_id: str
submit_date: datetime.datetime = field(default=datetime.datetime.now())
@classmethod
def from_citco_line(cls, line, fname):
is_processed, fname_short = get_file_status(fname)
if is_processed:
identifier_type, serenitas_id, identifier = get_data(line)
else:
serenitas_id = "failed"
(
identifier_type,
identifier,
) = get_failed_data(line)
return cls(
fname=fname_short,
identifier_type=identifier_type,
identifier=identifier,
serenitas_id=serenitas_id,
)
@classmethod
def process(cls, fh, fname):
for row in csv.reader(fh):
trade = cls.from_citco_line(row, fname)
trade.stage()
CitcoSubmission.commit()
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