1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
|
import os
import os.path
import datetime
from ftplib import FTP
import gnupg
import config
import re
import logging
import argparse
import shutil
try:
import pandas as pd
from pandas.tseries.offsets import BDay
except ImportError:
pass
if os.name =='nt':
root = "//WDsentinel/share/Daily"
elif os.name == 'posix':
root = '/home/share/Daily'
def get_ped(s):
regex = re.search("PED=(.+?)\.", s)
if regex:
PED = datetime.datetime.strptime(regex.group(1), "%Y-%m-%d").date()
else:
regex = re.search("(.+?)\.", s)
PED = pd.to_datetime(regex.group(1), "%Y%m%d") - BDay(1)
PED = PED.date()
return PED
def key_fun(s):
PED = get_ped(s)
regex = re.search("KD=(.+?)\.", s)
if regex:
KD = datetime.datetime.strptime(regex.group(1), "%Y-%m-%d-%H-%M-%S")
else:
regex = re.search("(.+?\..+?)\.", s)
KD = datetime.datetime.strptime(regex.group(1), "%Y%m%d.%H%M%S")
return (PED, KD)
def download_data(workdate):
ftp = FTP('ftp.globeop.com')
ftp.login('srntsftp', config.ftp_password)
ftp.cwd('outgoing')
files = ftp.nlst()
pnlfiles = [filename for filename in files if "csv" in filename and \
"Profit" in filename if get_ped(filename) < workdate]
valuationfiles = [filename for filename in files if "csv" in filename and \
"Valuation" in filename if get_ped(filename) < workdate]
pnlfile = sorted(pnlfiles, key=key_fun, reverse=True)[0]
valuationfile = sorted(valuationfiles, key=key_fun, reverse=True)[0]
if pnlfile:
if not os.path.exists(os.path.join(root, str(workdate), "Reports")):
os.makedirs(os.path.join(root, str(workdate), "Reports"))
for filename in [pnlfile, valuationfile]:
with open(os.path.join(root, str(workdate), "Reports", filename), "wb") as fh:
ftp.retrbinary('RETR ' + filename, fh.write)
logging.info("downloaded {0}".format(filename))
if os.name=='nt':
gpg = gnupg.GPG(gpgbinary = r'"c:\\Program Files (x86)\\GNU\\GnuPG\\gpg2.exe"',
gnupghome = os.path.join(os.getenv('APPDATA'), "gnupg"))
elif os.name == 'posix':
gpg = gnupg.GPG(gnupghome = '/home/guillaume/.gnupg')
gpg.encoding = 'utf8'
for filename in [pnlfile, valuationfile]:
if "Profit" in filename:
newfilename = "Pnl.csv"
else:
newfilename = "Valuation_Report.csv"
with open(os.path.join(root, str(workdate), "Reports", filename), "rb") as fh:
gpg.decrypt_file(fh, output = os.path.join(root, str(workdate), "Reports", newfilename),
passphrase=config.key_password)
os.remove(os.path.join(root, str(workdate), "Reports", filename))
def upload_data(startdate):
for i in range(10):
workdate = startdate - datetime.timedelta(days=i)
workdatestr = str(workdate)
try:
filelist = [(f, os.stat(os.path.join(root, workdatestr, f)).st_ctime) \
for f in os.listdir(os.path.join(root, workdatestr)) if f.startswith("securitiesNpv")]
except OSError:
continue
filelist = sorted(filelist, key = lambda x: x[1], reverse = True)
if filelist:
file_to_upload = filelist[0][0]
newfile_to_upload = file_to_upload
if workdate < startdate:
newfile_to_upload = "securitiesNpv{0}.csv".format(
datetime.datetime.strftime(datetime.datetime.today(), "%Y%m%d_%H%M%S"))
# due to the way the drive is mounted, we get an exception when copy
# tries to change permissions
try:
shutil.copy(os.path.join(root, workdatestr, file_to_upload),
os.path.join(root, str(startdate), newfile_to_upload))
except OSError:
pass
logging.info("moved file from {0}".format(workdatestr))
ftp = FTP('ftp.globeop.com')
ftp.login('srntsftp', config.ftp_password)
ftp.cwd('incoming')
with open(os.path.join(root, str(startdate), newfile_to_upload), "rb") as fh:
ftp.storbinary('STOR ' + newfile_to_upload, fh)
break
logging.info("upload done")
if __name__=="__main__":
logging.basicConfig(filename='/home/share/CorpCDOs/logs/globeop.log',
level=logging.INFO,
format='%(asctime)s %(message)s')
def date_from_string(s):
return datetime.datetime.strptime(s, "%Y-%m-%d").date()
parser = argparse.ArgumentParser()
group = parser.add_mutually_exclusive_group(required=True)
## options are technically not exclusive, but we will be running them
## at different times of the day
group.add_argument("-d", "--download", action="store_true",
help="download reports from GlobeOp")
group.add_argument("-u", "--upload", action="store_true",
help="upload marks to GlobeOp")
parser.add_argument("date", nargs='?', type=date_from_string,
default=datetime.date.today())
args = parser.parse_args()
if args.download:
download_data(args.date)
elif args.upload:
upload_data(args.date)
|
