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import datetime
import logging
import os
import pandas as pd
import pickle
import sys
from . import SerenitasFileHandler
from . import logger
from .download_emails import save_emails
from .parse_emails import parse_email
fh = SerenitasFileHandler("emails_parsing.log")
logger.addHandler(fh)
logger.setLevel(logging.WARNING)
try:
save_emails()
except (errors.HttpError, FileNotFoundError) as e:
logger.error(e)
save_emails(update=False)
data_dir = os.path.join(os.getenv("DATA_DIR"), "swaptions")
emails = [f for f in os.scandir(data_dir) if f.is_file()]
swaption_stack = {}
index_data = pd.DataFrame()
try:
with open(".pickle", "rb") as fh:
already_uploaded = pickle.load(fh)
except FileNotFoundError:
already_uploaded = {}
for f in emails:
date_composed, msg_id = f.name.split("_")
date_composed = datetime.datetime.strptime(date_composed,
"%Y-%m-%d %H-%M-%S")
if msg_id in already_uploaded:
continue
else:
try:
key, (option_stack, fwd_index) = parse_email(f, date_composed)
except RuntimeError as e:
logger.error(e)
else:
if key[0] is None or len(option_stack) == 0:
logger.error(f"Something wrong with email: {f.name}")
continue
swaption_stack[key] = pd.concat(option_stack,
names=['expiry', 'strike'])
index_data = index_data.append(fwd_index)
already_uploaded[msg_id] = key[0]
if index_data.empty:
sys.exit()
for col in ['fwdbpv', 'fwdprice', 'fwdspread', 'ref']:
if col in index_data:
index_data[col] = index_data[col].astype('float')
index_data['index'] = index_data['index'].astype('category')
swaption_stack = pd.concat(swaption_stack,
names=['quotedate', 'index', 'series'])
swaption_stack = swaption_stack.reset_index()
swaption_stack = swaption_stack.drop_duplicates(['quotedate', 'index', 'series',
'expiry', 'strike'])
swaption_stack = swaption_stack.set_index(['quotedate', 'index', 'series', 'expiry'])
index_data = index_data.reset_index()
index_data = index_data.drop_duplicates(['quotedate', 'index', 'series', 'expiry'])
from ..utils.db import serenitas_pool
conn = serenitas_pool.getconn()
write_todb(swaption_stack, index_data, conn)
serenitas_pool.putconn(conn)
with open(".pickle", "wb") as fh:
pickle.dump(already_uploaded, fh)
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