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from serenitas.utils.db import dbconn
import numpy as np
import datetime
import pandas as pd
from serenitas.utils.exchange import ExchangeMessage
from io import StringIO
from exchangelib import FileAttachment
import argparse
conn = dbconn("dawndb")
parser = argparse.ArgumentParser(description="determine sender destination")
parser.add_argument("--globeop", action="store_true", help="send to globeop")
args = parser.parse_args()
with conn.cursor() as c:
df = pd.read_sql(
sql="SELECT * FROM list_bowd_quotes(%s)",
con=conn,
params=(datetime.date.today() - datetime.timedelta(1),),
)
try:
diff = df[~np.isclose(df["bowd_price"], df["closeprice"], atol=0.15)].rename(
mapper={"closeprice": "our_price"}, axis=1
)
except TypeError:
breakpoint()
else:
if not diff.empty:
buf = StringIO()
diff.to_csv(buf, index=False)
subject = "ACTION REQUESTED: Stale/Inaccurate Quotes"
msg = (
"Good morning,\n\n"
f"We notice a difference in our quotes by more than 15 cents for the following indices:\n\n"
f"{diff.to_string(index=False)}\n\n"
"We have also attached a copy of the csv for your convenience."
f"Thanks for your help.\n\n"
f"Flint"
)
attachments = [
FileAttachment(
name=f"quote_differences.csv", content=buf.getvalue().encode()
)
]
em = ExchangeMessage()
if args.globeop:
recipients = (
"hm-operations@bnymellon.com",
"caagprim@bnymellon.com",
)
cc_recipients = (
"fyu@lmcg.com",
"Bowdoin-Ops@LMCG.com",
)
else:
recipients = ("fyu@lmcg.com",)
cc_recipients = ()
em.send_email(
subject,
msg,
to_recipients=recipients,
cc_recipients=cc_recipients,
attach=attachments,
)
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