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from serenitas.utils.db import dbconn
from ops.funds import Fund
import datetime
from serenitas.analytics.dates import prev_business_day
from collateral.common import CASH_STRATEGY_MAPPING, STRATEGY_CASH_MAPPING
from serenitas.utils.misc import rename_keys
def generate_csv(date, conn):
bowdst = Fund["BOWDST"]()
with conn.cursor() as c, conn.cursor() as d:
c.execute(
"SELECT vr.*, accounts2.custodian, accounts2.cp_code, pfm.folder AS dirty_strat FROM (SELECT sum(endqty) AS endqty, port, strat, custacctname, invid FROM valuation_reports v WHERE periodenddate =%s AND fund='BOWDST' AND invid IN ('USD', 'EUR') AND port NOT IN ('GFS_HELPER_BUSINESS_UNIT', 'CASH') GROUP BY (port, strat,custacctname, invid) HAVING sum(endqty) !=0) vr LEFT JOIN accounts2 ON custacctname=cash_account LEFT JOIN portfolio_folder_mapping pfm ON vr.strat::text=pfm.clean_folder where strat is not NULL;",
(date,),
)
for row in c:
if row.strat not in CASH_STRATEGY_MAPPING:
d.execute(
"INSERT INTO strat_cash_realloc (portfolio, folder, trade_date, amount, currency, fund, cash_account) VALUES (%s, %s, %s, %s, %s, %s, %s) RETURNING dealid",
(
row.port,
row.strat,
date,
row.endqty,
row.invid,
"BOWDST",
row.custacctname,
),
)
(dealid,) = d.fetchone()
obj = row._asdict()
obj["dirty_strat"] = row.dirty_strat if row.dirty_strat else row.strat
rename_keys(
obj,
{
"invid": "Currency",
"custacctname": "Cash Account",
"custodian": "Custodian",
"cp_code": "Counterparty",
"dirty_strat": "Folder",
},
)
data = {
"Deal Type": "CashFlowDeal",
"Deal Id": dealid,
"Action": "NEW",
"Client": "HEDGEMARK",
"Fund": "BOS_PAT_BOWDOIN",
"State": "Valid",
"Trade Date": date,
"Settlement Date": date,
"Transaction Type": "Transfer",
"Instrument Type": "Cashflow",
"Amount": -obj["endqty"],
}
obj.update(data)
offset = obj.copy()
# create second leg
offset["Deal Id"] = obj["Deal Id"] + "_O"
offset["Amount"] = -obj["Amount"]
offset["Folder"] = STRATEGY_CASH_MAPPING[obj["Folder"]]
bowdst.staging_queue.extend([obj, offset])
conn.commit()
if bowdst.staging_queue:
buf, dest = bowdst.build_buffer("wire")
bowdst.upload(buf, dest.name)
if __name__ == "__main__":
import argparse
parser = argparse.ArgumentParser()
parser.add_argument(
"workdate",
nargs="?",
type=datetime.date.fromisoformat,
default=prev_business_day(datetime.date.today()),
help="working date",
)
args = parser.parse_args()
conn = dbconn("dawndb")
generate_csv(args.workdate, conn)
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