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|
import datetime
from serenitas.ops.funds import Service
from report_ops.cash import IAMDeal
from serenitas.analytics.dates import prev_business_day
_bowdst_iam_cp = {
"BAML_ISDA": "BOANNY",
"CS": "CSITLN",
"GS": "GOLINY",
"BNP": "BNPBNY",
"MS": "MSCILN",
"JPM": "JPCBNY",
"GS_FCM": "GOLDNY",
}
_serenitas_iam_cp = {
"BAML_ISDA": "BAMSNY",
"CS": "CSFBBO",
"GS": "GOLDNY",
"BNP": "BNPBNY",
"MS": "MSCSNY",
"JPM": "JPCBNY",
"GS_FCM": "GOLDNY",
}
def get_counterparty(fund, iam_broker):
match fund:
case "SERCGMAST":
return _serenitas_iam_cp[iam_broker]
case "BOWDST":
return _bowdst_iam_cp[iam_broker]
def get_custodian_account(fund, iam_broker):
match fund, iam_broker:
case ("SERCGMAST", "WF_FCM"):
return ("WELLSFCM", "WFNSCLMFCM")
case ("SERCGMAST", "BAML_FCM"):
return ("BOMLCM", "V0NSCLMFCM")
case ("BOWDST", "GS_FCM"):
return ("GS", "057363418ICE-CDS")
case ("SERCGMAST", _):
return ("UMB", "159260.1")
case ("BOWDST", _):
return ("BNY", "751254")
def globeop_mapping(fund, iam_broker):
(custodian, cash_account) = get_custodian_account(fund, iam_broker)
return {
"custodian": custodian,
"cash_account": cash_account,
"counterparty": get_counterparty(fund, iam_broker),
}
def gen_new_iam_deals(fund, cob, conn):
with conn.cursor() as c:
c.execute(
"SELECT * FROM list_iam(%s, %s)",
(
cob,
fund,
),
)
for row in c:
d = row._asdict() | globeop_mapping(fund, row.broker)
yield IAMDeal.from_dict(**d)
def gen_new_iam_offsets(fund, cob, conn):
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()
| globeop_mapping(fund, row.broker)
| {"offset": True, "folder": "M_CSH_CASH"}
)
return IAMDeal.from_dict(**d)
def main(fund, cob, conn):
service = Service[fund]
for iam in gen_iam_deals(fund, cob, conn):
iam.stage()
if fund in ("BOWDST"):
for iam in gen_iam_offsets(fund, cob, conn):
iam.stage()
for iam in IamDeal.commit():
service.push(iam)
buf, dest = service.build_buffer()
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)
|
