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import datetime
import logging
from dataclasses import replace
from serenitas.analytics.dates import prev_business_day
from serenitas.utils.db import dbconn
from serenitas.ops.trade_dataclasses import WireDeal
from serenitas.ops.funds import Service
from report_ops.utils import (
GFSMonitor,
StratMonitor,
check_cleared_cds,
BondMarkMonitor,
)
from collateral.common import CASH_STRATEGY_MAPPING, STRATEGY_CASH_MAPPING
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._staging_queue.clear()
def check_random_strat(date, fund, conn):
with conn.cursor() as c:
c.execute(
"SELECT gfstranid1, invdesc, knowledgedate, periodenddate, port, strat FROM valuation_reports vr WHERE fund=%s AND periodenddate=%s AND port='SERCGMAST';",
(
fund,
date,
),
)
for row in c:
StratMonitor.stage(row._asdict())
StratMonitor.email(fund)
StratMonitor._staging_queue.clear()
def reallocate_strategy_cash(date, fund, conn):
service = Service[fund]
with conn.cursor() as c:
c.execute(
"SELECT 1 FROM wires WHERE trade_date=%s AND fund=%s AND author='auto'",
(
date,
fund,
),
)
if c.fetchone():
return
c.execute(
"SELECT * FROM list_orphaned_cash(%s, %s) WHERE abs(amount) > 1",
(
date,
fund,
),
)
for row in c:
if row.folder not in CASH_STRATEGY_MAPPING:
obj = WireDeal(**row._asdict())
offset = replace(
obj, folder=STRATEGY_CASH_MAPPING[obj.folder], amount=-obj.amount
)
obj.stage()
offset.stage()
if not WireDeal._insert_queue:
return
for wire in WireDeal.commit(returning=True):
service.push_trade(wire, "NEW")
buf, dest = service.build_buffer("wire")
service.upload(buf, dest.name)
service().clear()
def check_manager_marks(date, fund, conn):
with conn.cursor() as c:
c.execute(
"""SELECT periodenddate, invid, gfstranid1 as geneva_identifier, pricelist, knowledgedate FROM valuation_reports vr WHERE periodenddate =%s AND fund=%s AND strat::text LIKE 'MTG_%%' AND pricelist != 'MANAGER';""",
(
date,
fund,
),
)
for row in c:
BondMarkMonitor.stage(row._asdict())
BondMarkMonitor.email(fund)
BondMarkMonitor._staging_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)
match fund:
case "SERCGMAST":
check_manager_marks(args.cob, "SERCGMAST", conn)
check_random_strat(args.cob, "SERCGMAST", conn)
case "BOWDST":
reallocate_strategy_cash(args.cob, "BOWDST", conn)
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