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from serenitas.analytics.dates import prev_business_day
import datetime
import pandas as pd
from serenitas.utils.db import dbconn
from typing import ClassVar
from .misc import get_dir, dt_from_fname
from .custodians import get_custodian_download_fun
from functools import partial
from dataclasses import dataclass
from serenitas.utils.env import DAILY_DIR
@dataclass
class CashReport:
custodian: ClassVar[str]
date: datetime.date
dtkey: ClassVar
_conn: ClassVar[dbconn] = dbconn("dawndb")
_staging_queue: ClassVar[set] = set()
_insert_sql = "INSERT INTO cash_balances VALUES (%s, %s, %s, %s, %s, %s) ON CONFLICT DO NOTHING"
_registry = {}
def __init_subclass__(cls, custodian, dtkey):
cls.custodian = custodian
cls.dtkey = dtkey
cls._registry[custodian] = cls
def __class_getitem__(cls, key):
return cls._registry[key]
def get_cash_report(self, report_prefix):
report_dir = get_dir(self.date)
report_dir.mkdir(exist_ok=True, parents=True)
p = max(
[
f
for f in get_dir(self.date).iterdir()
if f.name.startswith(report_prefix)
],
key=partial(dt_from_fname, dt_format=self.dtkey),
default=None,
)
if not p:
raise ValueError(
f"No reports found for fund: {self.fund} date: {self.date}"
)
return p
@classmethod
def commit(cls):
with cls._conn.cursor() as c:
c.executemany(cls._insert_sql, cls._staging_queue)
cls._conn.commit()
@classmethod
def clear(cls):
cls._staging_queue.clear()
def stage_from_row(self, row, fund):
(account, currency), amount = row
self._staging_queue.add(
(
prev_business_day(self.date),
self.fund,
f"{self.custodian} Custody Account {self.fund}",
account,
currency,
amount,
)
)
@classmethod
def to_db(self, fund):
for row in self.yield_rows():
self.stage_from_row(row, fund)
self.commit()
self.clear()
class NTCashReport(CashReport, custodian="NT", dtkey="%Y%m%d%H%M"):
def yield_rows(self, fund):
p = self.get_cash_report(f"NT_CASH_{fund}")
df = pd.read_csv(p, on_bad_lines="warn")
df = df[df["T-NARR-LONG"] == "CLOSING BALANCE"]
df = df[["Consolidation", "Currency code", "A-TRAN-AMT"]]
df.columns = df.columns.str.replace(" |-|_", "", regex=True).str.lower()
df = df.set_index(["consolidation", "currencycode"])
yield from df.itertuples()
class UMBCashReport(CashReport, custodian="UMB", dtkey="%Y%m%d%H%M"):
def yield_rows(self, fund):
p = self.get_cash_report("UMB_CASH_{fund}")
df = pd.read_excel(p, skiprows=3)
yield from df.groupby(["Portfolio #", "Currency"]).sum(numeric_only=True)[
"Current Balance"
].items()
class BNYCashReport(CashReport, custodian="BNY", dtkey="%Y%m%d%H%M%S"):
def yield_rows(self):
p = self.get_cash_report("BNY_CASH_{fund}")
df = pd.read_csv(p)
df["Beginning Balance Local"] = df["Beginning Balance Local"].apply(
lambda s: "-" + s[1:-1] if s.startswith("(") else s
)
df["Beginning Balance Local"] = pd.to_numeric(
df["Beginning Balance Local"].str.replace(",", "")
)
yield from df.groupby(["Account Number", "Local Currency Code"]).sum(
numeric_only=True
)["Beginning Balance Local"].items()
class ScotiaCashReport(CashReport, custodian="SCOTIA", dtkey="%Y%m%d%H%M%S"):
def yield_rows(self):
p = self.get_cash_report()
df = pd.read_excel(p, skipfooter=1)
if df.empty:
# No wires, so we can't skip the footer
df = pd.read_excel(p)
yield (
(int(df.loc[0]["Account"]), df.loc[0]["Curr."]),
df.loc[0]["Closing Bal."],
)
def get_cash_report(self, prefix=None):
self.download_reports(self.date)
REPORT_DIR = DAILY_DIR / "Selene" / "Scotia_reports"
try:
return next(
REPORT_DIR.glob(
f"IsoSelene_{prev_business_day(self.date):%d-%b-%Y}_*_xlsx.JOAAPKO3.JOAAPKO1"
)
)
except StopIteration as e: # File doesn't exist, let's get it"
raise ValueError(f"No file available for Scotia on {self.date}") from e
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