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import datetime
import logging
from serenitas.analytics.dates import prev_business_day
from serenitas.utils.db import dbconn
from serenitas.utils.exchange import ExchangeMessage
from report_ops.utils import GFSMonitor, CDXQuoteMonitor
def check_gfs(date, fund, conn):
with conn.cursor() as c:
c.execute(
"SELECT endqty as amount, invccy as currency, periodenddate as date, port as portfolio FROM valuation_reports vr WHERE fund=%s AND abs(endqty) > 50000 AND port ='GFS_HELPER_BUSINESS_UNIT' AND periodenddate =%s;",
(
fund,
date,
),
)
for row in c:
GFSMonitor.stage(row._asdict())
GFSMonitor.email(fund)
GFSMonitor._insert_queue.clear()
def check_cleared_cds(date, fund, conn):
with conn.cursor() as c:
c.execute(
"SELECT *, abs(serenitas_quote-globeop_quote) AS difference FROM compare_globeop_quotes(%s, %s)",
(date, fund),
)
for row in c:
d = row._asdict()
match d["index"]:
case "IG":
if d["difference"] > 0.05:
CDXQuoteMonitor.stage(d)
case "HY":
if d["difference"] > 0.10:
CDXQuoteMonitor.stage(d)
CDXQuoteMonitor.email(fund)
CDXQuoteMonitor._insert_queue.clear()
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()
logger = logging.getLogger(__name__)
conn = dbconn("dawndb")
for fund in (
"SERCGMAST",
"BOWDST",
):
check_gfs(args.cob, fund, conn)
check_cleared_cds(args.cob, fund, conn)
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