def dump_eod_estimated_data(current_date, product_type="future", data_source="csi"):
# Connect to db
try:
db = connect_to_db("fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com", "live_trading", "w")
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
send_mail(err, "Could not connect to db")
print traceback.format_exc()
def manage_inventory( current_date, config_file, data_source, product_type, read_positions ):
# Connect to db
try:
db = connect_to_db("fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com", "live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
send_mail( err, 'Could not connect to db' )
print traceback.format_exc()
def reconcile(current_date, to_check):
all_good = True
# Connect to db
try:
db = connect_to_db("fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com", "live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
print traceback.format_exc()
send_mail( err, 'Could not connect to db' )
sys.exit()
def manage_inventory(current_date, config_file, data_source, product_type,
read_positions):
# Connect to db
try:
db = connect_to_db(
"fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com",
"live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
send_mail(err, 'Could not connect to db')
print traceback.format_exc()
def dump_eod_estimated_data(current_date,
product_type='future',
data_source='csi'):
# Connect to db
try:
db = connect_to_db(
"fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com",
"live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
send_mail(err, 'Could not connect to db')
print traceback.format_exc()
def reconcile(current_date, to_check):
all_good = True
# Connect to db
try:
db = connect_to_db(
"fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com",
"live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
print traceback.format_exc()
send_mail(err, 'Could not connect to db')
sys.exit()
def demystify_pnl(current_date, to_check):
benchmarks = ["VBLTX", "VTSMX", "AQRIX", "AQMIX"]
global db
global db_cursor
# Connect to db
try:
db = connect_to_db("fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com", "live_trading", "w")
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
send_mail(err, "Could not connect to db")
print traceback.format_exc()
def demystify_pnl(current_date, to_check):
benchmarks = ['VBLTX', 'VTSMX', 'AQRIX', 'AQMIX']
global db
global db_cursor
# Connect to db
try:
db = connect_to_db(
"fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com",
"live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
send_mail(err, 'Could not connect to db')
print traceback.format_exc()
def main():
# Parse arguments
parser = argparse.ArgumentParser()
parser.add_argument('--check', help='Do not send to slack\nEg: --check\n Default is to send to slack', default=False, dest='check', action='store_true')
args = parser.parse_args()
global db
global db_cursor
# Connect to db
try:
db = connect_to_db("fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com", "live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
send_mail( err, 'Could not connect to db' )
print traceback.format_exc()
def dump_statement_data(date):
# mny20150427.csv mtdvolfeed20150427.csv pos20150427.csv prltrades2_20150427.csv st420150427.csv statement.pdf
dir_path = '/apps/wedbush/' + date + '/'
order_file = dir_path + 'st4' + date + '.csv'
positions_file = dir_path + 'pos' + date + '.csv'
commission_file = dir_path + 'mtdvolfeed' + date + '.csv'
money_file = dir_path + 'mny' + date + '.csv'
# Connect to db
try:
db = connect_to_db("fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com", "live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
print traceback.format_exc()
send_mail( err, 'Could not connect to db' )
def dump_statement_data(date):
# mny20150427.csv mtdvolfeed20150427.csv pos20150427.csv prltrades2_20150427.csv st420150427.csv statement.pdf
dir_path = '/apps/wedbush/' + date + '/'
order_file = dir_path + 'st4' + date + '.csv'
positions_file = dir_path + 'pos' + date + '.csv'
commission_file = dir_path + 'mtdvolfeed' + date + '.csv'
money_file = dir_path + 'mny' + date + '.csv'
# Connect to db
try:
db = connect_to_db(
"fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com",
"live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
print traceback.format_exc()
send_mail(err, 'Could not connect to db')
def main():
# TODO update realized pnl
# Parse arguments
parser = argparse.ArgumentParser()
parser.add_argument('order_file')
parser.add_argument('-t', type=str, help='Type for products being ETFs\nEg: -t etf\n Default is future i.e. trading futures',default='future', dest='product_type')
parser.add_argument('-t', type=str, help='Type for products being ETFs\nEg: -t etf\n Default is future i.e. trading futures',default='future', dest='product_type')
args = parser.parse_args()
product_type = args.product_type
# Connect to db
try:
db = connect_to_db("fixed-income1.clmdxgxhslqn.us-east-1.rds.amazonaws.com", "live_trading", 'w')
db_cursor = db.cursor(MySQLdb.cursors.DictCursor)
except Exception, err:
send_mail( err, 'Could not connect to db' )
print traceback.format_exc()