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import datetime
import argparse
from serenitas.ops.funds import Service
from serenitas.ops.trade_dataclasses import IAMDeal
from serenitas.analytics.dates import prev_business_day
from serenitas.utils.db import dbconn
def cancel_old_iam_trades(fund: str, cob: datetime.date, conn) -> "Iterable":
"""Finds and cancels old IAM trades"""
with conn.cursor() as cursor:
cursor.execute(
"DELETE FROM iams WHERE trade_date=%s AND fund=%s RETURNING *",
(cob, fund),
)
for row in cursor:
trade_data = row._asdict()
yield IAMDeal.from_dict(**trade_data)
conn.commit()
def generate_new_iam_trades(fund: str, cob: datetime.date, conn) -> "Iterable":
"""Generates new IAM deals"""
with conn.cursor() as cursor:
cursor.execute(
"SELECT * FROM list_iam(%s, %s)",
(cob, fund),
)
for row in cursor:
trade_data = row._asdict() | {"trade_date": cob}
yield IAMDeal.from_dict(**trade_data)
def generate_new_iam_offset_trades(fund: str, cob: datetime.date, conn) -> "Iterable":
"""Generates offsets if the sma has already updated these IAM deals"""
_ignore = {"BOWDST": ("GS_FCM",)}
with conn.cursor() as cursor:
cursor.execute(
"SELECT broker, currency, fund, sum(-start_money) AS start_money "
"FROM list_iam(%s, %s) GROUP BY (broker, currency, fund);",
(cob, fund),
)
for row in cursor:
if row.broker not in _ignore[fund]:
trade_data = row._asdict() | {
"is_offset": True,
"folder": "M_CSH_CASH",
"portfolio": "CASH",
"trade_date": cob,
}
yield IAMDeal.from_dict(**trade_data)
def update_matured_iam_trades(fund: str, cob: datetime.date, conn) -> "Iterable":
"""Sets previous days as matured"""
with conn.cursor() as cursor:
cursor.execute(
"UPDATE iams SET maturity=%s WHERE maturity is NULL AND trade_date<=%s AND fund=%s RETURNING *",
(cob, prev_business_day(cob), fund),
)
for row in cursor:
trade_data = row._asdict() | {}
yield IAMDeal.from_dict(**trade_data)
conn.commit()
def build_iam(fund: str, cob: datetime.date, conn, upload: bool):
"""Generates IAM file for globeop"""
service = Service[fund]
for old_iam in cancel_old_iam_trades(fund, cob, conn):
service.push_trade(old_iam, "CANCEL")
for new_iam in generate_new_iam_trades(fund, cob, conn):
new_iam.stage()
if fund == "BOWDST":
for new_iam_offset in generate_new_iam_offset_trades(fund, cob, conn):
new_iam_offset.stage()
for iam in IAMDeal.commit(returning=True):
service.push_trade(iam, "NEW")
for update_iam in update_matured_iam_trades(fund, cob, conn):
service.push_trade(update_iam, "UPDATE")
buf, dest = service.build_buffer(trade_type="iam")
if upload:
service.upload(buf, dest.name)
service().clear()
def parse_args():
"""Parses command line arguments"""
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()),
)
parser.add_argument("-n", "--no-upload", action="store_true", help="do not upload")
return parser.parse_args()
def main():
"""Generates IAM files for globeop"""
conn = dbconn("dawndb")
args = parse_args()
for fund in ("SERCGMAST", "BOWDST"):
build_iam(fund, args.cob, conn, not args.no_upload)
if __name__ == "__main__":
main()
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