1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
|
from serenitas.utils.exchange import ExchangeMessage, FileAttachment
from serenitas.utils.env import DAILY_DIR
import warnings
import datetime
from .misc import get_dir, _recipients, _cc_recipients
import gpg
from serenitas.ops.trade_dataclasses import BondDeal
from serenitas.ops.funds import Service
from typing import ClassVar
from dataclasses import dataclass
def upload_to_custodian(account, trade_date, upload, em):
_service = {"BBH": "BRINKER", "UMB": "UMB"}
custodian = Service[_service[account]]
conn = BondDeal._conn
with conn.cursor() as c, conn.cursor() as d:
c.execute(
"SELECT * FROM bond_trades WHERE trade_date=%s AND account=%s",
(
trade_date,
account,
),
)
for row in c:
d.execute(
"SELECT identifier, principal_payment, accrued_payment FROM bond_csv_upload WHERE allocationid=%s FOR UPDATE",
(row.id,),
)
if old_row := d.fetchone():
if any(
[
old_row.identifier != row.identifier,
abs(old_row.principal_payment - row.principal_payment) > 1e-2,
abs(old_row.accrued_payment, row.accrued_payment) > 1e-2,
]
):
old_trade = BondDeal.from_dict(
row._asdict() | old_row._asdict(), scaled=True
)
custodian.push_trade(old_trade, "CANCEL")
d.execute(
"UPDATE bond_csv_upload SET identifier=%s, principal_payment=%s, accrued_payment=%s WHERE allocationid=%s",
(
row.identifier,
row.principal_payment,
row.accrued_payment,
row.id,
),
)
else:
continue
trade = BondDeal.from_dict(row._asdict(), scaled=True)
custodian.push_trade(trade, "NEW")
if not custodian.staging_queue:
return
buf, dest = custodian.build_buffer("bond")
custodian.staging_queue.clear()
conn.commit()
if upload:
custodian.upload(buf, dest.name, confirm=account != "UMB")
em.send_email(
f"{account}: Bond Positions Uploaded for {trade_date}",
"Hi, \nWe've just uploaded the positions via SFTP. File receipt attached to this email",
_recipients.get(account, _cc_recipients[custodian.name]),
cc_recipients=_cc_recipients[custodian.name],
reply_to=_cc_recipients[custodian.name],
attach=(FileAttachment(name=dest.name, content=buf),),
)
@dataclass
class Custodian:
date: datetime.date
account: ClassVar[str]
def __init_subclass__(cls, account):
cls.account = account
class NT(Custodian, account="NT"):
@classmethod
def download_reports(cls, date=datetime.date.today()):
em = ExchangeMessage()
for msg in em.get_msgs(path=["SeleneOps", "Passport"]):
for attach in msg.attachments:
message_time = attach.last_modified_time
if attach.name == "Attachment1.pgp" and message_time.date() == date:
dest = get_dir(message_time.date(), archived=False)
dest.mkdir(exist_ok=True, parents=True)
with attach.fp as fp:
plaintext, result, verify_result = gpg.Context().decrypt(
fp.read(), passphrase="Serenitas1"
)
fname = (
"custodian_wires"
if "custodian" in verify_result.file_name
else "cash"
)
dest = dest / f"{fname}_{message_time:%Y%m%d%H%M}.csv"
with open(dest, "w") as csvFile:
text = plaintext.decode("utf-8").replace("\t", ",")
csvFile.write(text)
class UMB(Custodian, account="UMB"):
@classmethod
def download_reports(cls, date=datetime.date.today()):
em = ExchangeMessage()
for msg in em.get_msgs(count=20, path=["NYops", "Powerstation"]):
for attach in msg.attachments:
timestamp = attach.last_modified_time
if (
attach.name.startswith("cash_balances_umb")
and timestamp.date() == date
):
dest = get_dir(timestamp.date(), archived=False)
dest.mkdir(exist_ok=True, parents=True)
p = dest / f"umb_{timestamp:%Y%m%d%H%M}.xlsx"
if not p.exists():
p.write_bytes(attach.content)
class BNY(Custodian, account="BONY2"):
@classmethod
def download_reports(cls, date=datetime.date.today()):
em = ExchangeMessage()
bowdst_wire_recent = True
for msg in em.get_msgs(
20,
path=["BowdoinOps", "Reports"],
subject__startswith="Document(s) from Reporting",
):
if msg.sender == "notify@bnymellon.com":
for attach in msg.attachments:
fname = attach.name
if fname.endswith("csv"):
base_name = fname.removesuffix(".csv")
file_type, date_part = base_name.split("_")
match file_type:
case (
"Asset Detail"
| "Net Investment Earned Income by Security"
| "Settled Cash Statement"
):
date = datetime.datetime.strptime(
date_part, "%d %b %Y"
).date()
case "BowdstWires":
try:
date = datetime.datetime.strptime(
date_part, "%Y%m%d%H%M%S"
).date()
except ValueError:
date = datetime.datetime.strptime(
date_part, "%d %b %Y%H%M%S"
).date()
case "Live-cash":
date = datetime.datetime.strptime(
date_part, "%Y%m%d%H%M%S"
).date()
case _:
warnings.warn(f"Unknown report type {file_type}")
continue
p = DAILY_DIR / str(date) / "Reports" / fname
if not p.parent.exists():
p.parent.mkdir(parents=True, exist_ok=True)
if not p.exists():
p.write_bytes(attach.content)
|
