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import analytics
import argparse
import pandas as pd
from . import dbconn, dbengine
from dates import bus_day
from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk
from analytics import init_ontr
from .indices import insert_curve_risk
from .swaptions import get_swaption_portfolio, insert_swaption_portfolio
from .tranches import get_tranche_portfolio, insert_tranche_portfolio
parser = argparse.ArgumentParser()
parser.add_argument(
"workdate", nargs="?", type=lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()
),
args = parser.parse_args()
if args.workdate is None:
workdate = (pd.Timestamp.today() - bus_day).date()
else:
workdate = args.workdate
init_ontr(workdate)
analytics._local = False
mysql_engine = dbengine("rmbs_model")
mysqlcrt_engine = dbengine("crt")
with dbconn("dawndb") as conn:
portf = get_swaption_portfolio(workdate, conn, source_list=["GS"])
insert_swaption_portfolio(portf, conn)
portf = get_tranche_portfolio(workdate, conn)
insert_tranche_portfolio(portf, conn)
insert_curve_risk(workdate, conn, ("SER_IGCURVE", "SER_ITRXCURVE", "XCURVE"))
with dbconn("etdb") as etconn, dbconn("dawndb") as dawnconn:
subprime = subprime_risk(workdate, dawnconn, mysql_engine)
insert_subprime_risk(subprime, dawnconn)
clo = clo_risk(workdate, dawnconn, etconn)
crt = crt_risk(workdate, dawnconn, mysqlcrt_engine)
# portf = get_rmbs_portfolio(workdate, conn)
# crt_portf = portf[portf.strategy.str.contains("CRT")]
# subprime_portf = portf[~portf.strategy.str.contains("CRT")]
# subprime_portf_zero = subprime_portf[subprime_portf.identifier.str.endswith("_A")]
# subprime_portf = subprime_portf[~subprime_portf.identifier.str.endswith("_A")]
# df = subprime_risk(workdate)
# subprime_portf = subprime_portf.join(df)
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