def _buildInputfile(self):
logging.info("Building input file %s" % self.input_file)
prev_asofdate = getPrevDay(self.asofdate)
outstring = cStringIO.StringIO()
# Replace the date keys in the input file, with the correct date range
outstring.write(
"""startDate,endDate,startTime,endTime,holdCustomer,r_factor
%s,%s,171000,171000,Whiteclif,6\n"""
% (prev_asofdate.strftime("%Y%m%d"), self.asofdate.strftime("%Y%m%d"))
)
outfile = file(self.input_file, "wb")
outfile.write(outstring.getvalue())
outfile.close()
def _parseOutputFile(self):
prev_asofdate = getPrevDay(self.asofdate)
# Collect yesterday's NAV from file in file archive
output_file_yesterday = self.output_file.replace(
self.asofdate.strftime("%Y%m%d"), prev_asofdate.strftime("%Y%m%d")
)
output_file_yesterday = output_file_yesterday.replace(
self.asofdate.strftime("%Y-%m-%d"), prev_asofdate.strftime("%Y-%m-%d")
)
# If yesterdays output file doesn't exist, assume we had a bank holiday so go back to the last file we had within
# the last 5 days
day_limit = 0
while not os.path.exists(output_file_yesterday) and day_limit < 5:
logging.warning("Output file for {} not found, trying {}".format(prev_asofdate, getPrevDay(prev_asofdate)))
prev_asofdate = getPrevDay(prev_asofdate)
output_file_yesterday = self.output_file.replace(
self.asofdate.strftime("%Y%m%d"), prev_asofdate.strftime("%Y%m%d")
)
output_file_yesterday = output_file_yesterday.replace(
self.asofdate.strftime("%Y-%m-%d"), prev_asofdate.strftime("%Y-%m-%d")
)
day_limit += 1
logging.info("Using previous asofdate of {}".format(prev_asofdate))
if os.path.exists(output_file_yesterday):
with open(output_file_yesterday) as outF:
headers = outF.readline().replace('"', "").strip().split(",")
header_data = outF.readline().replace('"', "").strip().split(",")
data = dict(zip(headers, header_data))
nav_yesterday = float(data["NAV Today"])
logging.info("Using previous NAV of {}".format(nav_yesterday))
else:
logging.info(
"Output file for yesterday not found at %s, defaulting to previous nav of 0!" % output_file_yesterday
)
nav_yesterday = 0.0
# Parse today's output file
top_counter = 5
bottom_counter = 5
pnl_limit = 500000
with open(self.output_file) as outF:
headers = outF.readline().replace('"', "").strip().split(",")
header_data = outF.readline().replace('"', "").strip().split(",")
data = dict(zip(headers, header_data))
# skip holding header row
outF.readline()
top_pnl = {}
bottom_pnl = {}
for line in outF:
[name, pnl] = line.replace('"', "").strip().split(",")
pnl = float(pnl)
if name == "~Other":
continue
elif pnl >= pnl_limit and top_counter > 0:
top_pnl[name] = pnl
elif pnl <= -pnl_limit and bottom_counter > 0:
bottom_pnl[name] = pnl
# Calculate values
data["NAV Yesterday"] = nav_yesterday
data["NAV Difference"] = (
float(data["NAV Today"])
- float(data["Ptf Day P&L"])
- float(data["Ptf Day Unexplained"])
- data["NAV Yesterday"]
)
# Compose message body
body = "NAV Difference:\n\n"
for header in ["NAV Yesterday", "Ptf Day P&L", "Ptf Day Unexplained", "NAV Today", "NAV Difference"]:
body += "{0:<20}:{1:>16,}\n".format(header, int(round(float(data[header]))))
body += "\n\n"
for movers in [top_pnl, bottom_pnl]:
for name, pnl in movers.iteritems():
body += "{0}: {1}\n".format(name, fmtIntThou(pnl))
if len(top_pnl) == 0 and len(bottom_pnl) == 0:
body += "No major movers today.\n"
body += "\n\n"
for header in [
"# MarginType Errors",
"# MarginUsym Errors",
"# Coupons Ex Today",
"Day Whole Coupon Adj",
"Day Dividend Adj",
"# Missing Regions",
"# Missing Sectors",
"$$ Quantity Difference",
"Cap Usage NAV Impact",
]:
body += "{0} : {1:,}\n".format(header, int(round(float(data[header]))))
return body