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import datetime
from dataclasses import dataclass
from serenitas.utils.db import dbconn
from serenitas.utils.exchange import ExchangeMessage
from .misc import _recipients, _cc_recipients
from exchangelib import FileAttachment
import pandas as pd
from io import StringIO
from typing import ClassVar
@dataclass
class SMA:
date: datetime.date
fund: str
_em: ClassVar = ExchangeMessage()
def __init_subclass__(cls, fund):
cls.fund = fund
def __init__(self, date):
self.date = date
def get_positions(self):
dawndb = dbconn("dawndb")
df_blotter = pd.read_sql_query(
"SELECT * FROM risk_positions(%s, NULL, %s)",
dawndb,
params=(self.date, self.fund),
index_col=["identifier"],
)
cds_positions = pd.read_sql_query(
"SELECT * FROM list_cds_marks_pre(%s, NULL, %s)",
dawndb,
params=(self.date, self.fund),
index_col=["security_id"],
)
tranche_positions = pd.read_sql_query(
"SELECT id, security_id, security_desc, maturity, a.notional, "
"protection, orig_attach, orig_detach, tranche_factor, clean_nav, "
"accrued, cp_code, cpty_id from list_cds(%s, %s) a "
"LEFT JOIN tranche_risk ON id=tranche_id AND date=%s "
"WHERE orig_attach IS NOT NULL",
dawndb,
params=(self.date, self.fund, self.date),
index_col=["id"],
)
return df_blotter, cds_positions, tranche_positions
def email_positions(self):
attachments = []
for name, df in zip(("bonds", "cds", "tranches"), (self.get_positions())):
buf = StringIO()
df.to_csv(buf)
attachments.append(
FileAttachment(
name=f"{self.date} {name}.csv", content=buf.getvalue().encode()
)
)
buf.close()
self._em.send_email(
f"{self.fund} {self.date} EOD positions ",
"",
to_recipients=_recipients["HM"],
cc_recipients=_cc_recipients[self.fund],
attach=attachments,
)
class IsoselSMA(SMA, fund="ISOSEL"):
pass
class BowdstSMA(SMA, fund="BOWDST"):
pass
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