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import datetime
from serenitas.ops.funds import Service
from serenitas.analytics.dates import prev_business_day
from report_ops.cash import IAMDeal
def gen_old_iam(fund, cob, conn):
"""'Finds and cancels old IAM uploads"""
with conn.cursor() as c:
c.execute(
"DELETE FROM iam_tickets WHERE trade_date=%s AND fund=%s RETURNING *",
(
cob,
fund,
),
)
for row in c:
d = row._asdict()
yield IAMDeal.from_dict(**d)
def gen_new_iam(fund, cob, conn):
"""Generates new IAM deals"""
with conn.cursor() as c:
c.execute(
"SELECT * FROM list_iam(%s, %s)",
(
cob,
fund,
),
)
for row in c:
d = row._asdict()
yield IAMDeal.from_dict(**d)
def gen_new_iam_offsets(fund, cob, conn):
"""'Generates offsets if the sma has already updated these iam deals"""
with conn.cursor() as c:
c.execute(
"SELECT trade_date, broker, currency, fund, sum(start_money) AS start_money "
"FROM list_iam(%s, %s) GROUP BY (trade_date, broker, currency, fund);",
(
cob,
fund,
),
)
for row in c:
d = row._asdict() | {"offset": True, "folder": "M_CSH_CASH"}
yield IAMDeal.from_dict(**d)
def gen_matured_iam(fund, cob, conn):
"""Sets previous days as matured"""
with conn.cursor() as c:
c.execute(
"UPDATE iam_tickets SET maturity=%s WHERE maturity is NULL AND trade_date<%s AND fund=%s RETURNING *",
(cob, prev_business_day(cob), fund),
)
for row in c:
yield IAMDeal.from_dict(**d)
def main(fund, cob, conn):
service = Service[fund]
for old_iam in gen_old_iam(fund, cob, conn):
service.push_trade(old_iam, "CANCEL")
for new_iam in gen_iam(fund, cob, conn):
new_iam.stage()
if fund in ("BOWDST"):
for new_iam_offset in gen_iam_offsets(fund, cob, conn):
new_iam_offset.stage()
for iam in IAMDeal.commit(returning=True):
service.push(iam, "NEW")
for update_iam in gen_matured_iam(fund, cob, conn):
service.push(update_iam, "UPDATE")
conn.commit()
buf, dest = service.build_buffer()
service.upload(buf, dest.name)
if __name__ == "__main__":
import argparse
from serenitas.utils.db import dbconn
conn = dbconn("dawndb")
parser = argparse.ArgumentParser(description="Generate IAM file for globeop")
parser.add_argument(
"cob",
nargs="?",
type=datetime.date.fromisoformat,
default=prev_business_day(datetime.date.today()),
)
args = parser.parse_args()
for fund in ("BOWDST",):
main(fund, args.cob, conn)
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