def process_execution_tasks(self):
now_utc = datetime.now(pytz.timezone('UTC')).replace(tzinfo=None).replace(microsecond=0)
for rec in self:
try:
if rec.got('Execution 3'):
continue
elif rec.ngot('Execution 1'):
period = businessDuration(now_utc, t(rec.date_end_ex), unit='hour')
exceeded = businessDuration(t(rec.date_end_ex), now_utc, unit='hour')
if period < 25:
rec.send_notification(rec.user_executor_id, u"Разрешите Вам напомнить, что %s дата выполнения задания заканчивается." % str(rec.date_end_ex), u"Выполнение")
rec.history_record('Execution 1')
elif (period < 1 or math.isnan(period)) and exceeded > 23:
rec.send_notification(rec.user_executor_id, u"Задание просрочено, срок выполнения истек. Прошу перевести в утверждение.", u"Выполнение")
rec.history_record('Execution 1')
elif rec.ngot('Execution 2'):
period = businessDuration(t(rec.date_end_ex), now_utc, unit='hour')
if period > 24:
msg = u"Задание просрочено, срок выполнения истек. Прошу перевести в утверждение, если задание выполнено или указать срок выполнения со вторым переносом и причину переноса. Третий срок переноса недопустим"
rec.send_notification(rec.user_executor_id, msg, u"Выполнение просрочено")
rec.history_record('Execution 2')
elif rec.got('Execution 2') and rec.ngot('Execution 3'):
period = businessDuration(t(rec.date_end_ex), now_utc, unit='hour')
if period > 48:
# msg = u"Сроки выполнения нарушены. Прошу перепланировать"
msg = u"Прошу перепланировать статус и сроки в течение 3 дней. При отсутствии изменений и ответа задание перейдет в завершено как невыполненное через 10 дней."
rec.send_notification(rec.user_id, msg, u"Выполнение просрочено ")
rec.history_record('Execution 3')
rec.history_record('Corrections 1')
rec.set_to_corrections()
time.sleep(1)
except Exception as e:
log.error(rec)
log.error(e)
def process_approvement_tasks(self):
now_utc = datetime.now(pytz.timezone('UTC')).replace(tzinfo=None).replace(microsecond=0)
for rec in self:
try:
if rec.got('Approvement 3'):
continue
elif rec.ngot('Approvement 1'):
rec.send_notification(rec.user_approver_id, u"Прошу подтвердить в срок до %s" % str(rec.date_end_ap) , u"Подтверждение")
rec.history_record('Approvement 1')
elif rec.ngot('Approvement 2'):
period = businessDuration(t(rec.date_end_ap), now_utc, unit='hour')
if period > 24:
msg = u"""Задание просрочено, срок подтверждения истек.
Прошу перевести в подтверждено, если результат задания принято, или указать срок подтверждения со вторым переносом и причину переноса.
Третий срок переноса недопустим."""
rec.send_notification(rec.user_approver_id, msg, u"Подтверждение просрочено")
rec.history_record('Approvement 2')
elif rec.ngot('Approvement 3'):
period = businessDuration(t(rec.date_end_ap), now_utc, unit='hour')
if period > 48:
# msg = u"Сроки подтверждения нарушены. Прошу перепланировать."
msg = u"Прошу перепланировать статус и сроки в течение 3 дней. При отсутствии изменений и ответа задание перейдет в завершено как невыполненное через 10 дней."
rec.send_notification(rec.user_id, msg, u"Подтверждение просрочено")
rec.history_record('Approvement 3')
rec.history_record('Corrections 1')
rec.set_to_corrections()
time.sleep(1)
except Exception as e:
log.error(rec)
log.error(e)
def working_duration(start_unix, end_unix):
''' Determine working duration (working hours only)
Keyword arguments:
start_unix: start time (epoch seconds)
end_unix: end time (epoch seconds)
'''
open_time = datetime.time(6, 0, 0)
close_time = datetime.time(18, 0, 0)
holidaylist = pyholidays.US()
startstring = time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(start_unix))
endstring = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(end_unix))
startdate = pd.to_datetime(startstring)
enddate = pd.to_datetime(endstring)
work_duration = businessDuration(startdate,
enddate,
open_time,
close_time,
holidaylist=holidaylist,
unit='hour') * 3600
try:
work_duration = int(work_duration)
except ValueError as err:
print(str(err) + ' for ' + startstring + ', ' + endstring)
work_duration = end_unix - start_unix
return work_duration
def get_note_bushours_period(self, note):
# now and dates in notifications_history are UTC+5
now_ekt = datetime.now(pytz.timezone('Asia/Yekaterinburg')).replace(tzinfo=None)
for l in self.notifications_history.splitlines():
if l.split('\t')[1] == note:
notification_moment = datetime.strptime(l.split('\t')[0][:19], '%Y-%m-%d %H:%M:%S')
res = businessDuration(notification_moment, now_ekt, unit='hour')
return res
return 0
def businesshours(start, end):
US_holiday_list = pyholidays.US(state='NY')
biz_open_time = time(8, 0, 0)
biz_close_time = time(17, 0, 0)
unit_hour = 'hour'
return businessDuration(startdate=start,
enddate=end,
starttime=biz_open_time,
endtime=biz_close_time,
holidaylist=US_holiday_list,
unit=unit_hour)
def seconds_between(self, end_date, start_date):
# indicate time of working hours
biz_open_time = time(8, 0, 0)
biz_close_time = time(17, 0, 0)
holiday_list = pyholidays.CZ()
unit = 'sec'
try:
difference = businessDuration(startdate=start_date, enddate=end_date, starttime=biz_open_time,
endtime=biz_close_time, holidaylist=holiday_list, unit=unit)
return(difference)
except Exception as e:
print(e)
return('Error in Date')
datetime.date(2020, 5, 5): '어린이날',
datetime.date(2020, 6, 6): '현충일',
datetime.date(2020, 8, 15): '광복절',
datetime.date(2020, 9, 30): '추석',
datetime.date(2020, 10, 1): '추석',
datetime.date(2020, 10, 2): '추석',
datetime.date(2020, 10, 3): '개천절',
datetime.date(2020, 10, 9): '한글날',
datetime.date(2020, 12, 25): '크리스마스',
datetime.date(2021, 1, 1): '새해',
datetime.date(2021, 2, 11): '설날',
datetime.date(2021, 2, 12): '설날',
datetime.date(2021, 2, 13): '설날',
datetime.date(2021, 3, 1): '삼일절',
datetime.date(2021, 5, 5): '어린이날',
datetime.date(2021, 5, 19): '부처님오신날',
datetime.date(2021, 6, 6): '현충일',
datetime.date(2021, 8, 15): '광복절',
datetime.date(2021, 9, 20): '추석',
datetime.date(2021, 9, 21): '추석',
datetime.date(2021, 9, 22): '추석',
datetime.date(2021, 10, 3): '개천절',
datetime.date(2021, 10, 9): '한글날',
datetime.date(2021, 12, 25): '크리스마스'}
unit='day'
#By default Saturday and Sunday are excluded
print(sd,"부터 ", ed,"까지 주말 및 공휴일 제외 평일 날짜수:",
int(businessDuration(startdate,enddate,holidaylist=korean_holidaylist_2020_2021,unit=unit))+1,"일")
print((int(businessDuration(startdate,enddate,holidaylist=korean_holidaylist_2020_2021,unit=unit))+1)/5,"주")
def get_issue_stats(jql):
issues = get_issues(jql)
counter = 0
for issue in issues:
counter += 1
transitions = list(get_transitions(issue))
transitions = sorted(transitions, key=lambda tr: tr.get('at'))
started = None
finished = None
back_from_finished = False
for transition in transitions:
if transition.get('to') == 'In Progress':
if started == None:
started = transition.get('at')
elif transition.get('to') == 'To Do' or transition.get(
'to') == 'New':
# or transition.get('to') == 'Input Needed':
if finished == None and started != None:
started = None
elif finished != None:
back_from_finished = True
elif transition.get('to') == 'QA':
back_from_finished = False
if started != None:
finished = transition.get('at')
elif transition.get('to') == 'Done':
back_from_finished = False
if finished == None or back_from_finished:
finished = transition.get('at')
result = {
'issue':
issue.get('key'),
'link':
"https://beekeeper.atlassian.net/browse/{}".format(
issue.get('key')),
'type':
issue.get('fields', {}).get('issuetype', {}).get('name'),
'story_points':
issue.get('fields', {}).get('customfield_10005'),
'started':
started,
'finished':
finished if not back_from_finished else None,
'lead_time_hours':
None,
'normalized_lead_time':
None,
'resolution': (issue.get('fields', {}).get('resolution')
or {}).get('name'),
'summary':
issue.get('fields', {}).get('summary'),
'accepted_outlier':
'ax-stats-outlier' in issue.get('fields', {}).get('labels', []),
'labels':
issue.get('fields', {}).get('labels', []),
}
#Business open hour
biz_open_time = datetime.time(9, 0, 0)
#Business close time
biz_close_time = datetime.time(18, 0, 0)
weekend_list = [5, 6]
holidaylist = pyholidays.Switzerland()
if started != None and finished != None:
result['lead_time_hours'] = businessDuration(
startdate=started,
enddate=finished,
starttime=biz_open_time,
endtime=biz_close_time,
weekendlist=weekend_list,
holidaylist=holidaylist,
unit='hour')
if result.get('lead_time_hours') != None and result.get(
'story_points') != None and result.get('story_points') > 0:
result['normalized_lead_time'] = result.get(
'lead_time_hours') / result.get('story_points')
yield result
def process_agreement_tasks(self):
# olga = self.env['res.users'].browse(66)
martynova = self.env['res.users'].browse(43)
now_utc = datetime.now(pytz.timezone('UTC')).replace(tzinfo=None).replace(microsecond=0)
for rec in self:
try:
if rec.is_agreed():
rec.state = 'assigned'
rec.send_notification(rec.user_executor_id, "Прошу перейти в выполнение", u"Перейти в выполнение")
if rec.ngot('Assigned 1'):
rec.history_record('Assigned 1')
self.env.cr.commit()
continue
elif rec.got('Agreement blocked'): # TODO filter it initially
continue
elif rec.got('Agreement no action'): # TODO filter it initially
continue
elif rec.got('Agreement expired by supervisor'): # TODO filter it initially
continue
elif rec.got('Agreement executors supervisor assigned'):
if rec.get_note_bushours_period('Agreement executors supervisor assigned') > 24:
if rec.user_executor_id and not rec.approved_by_executor:
rec.send_notification(martynova, u"Просрочено руководителем", u"Просрочено руководителем")
rec.history_record('Agreement expired by supervisor')
rec.history_record('Corrections 1')
rec.set_to_corrections()
elif rec.got('Agreement approver supervisor assigned'):
if rec.get_note_bushours_period('Agreement approver supervisor assigned') > 24:
if rec.user_approver_id and rec.got_approver and not rec.approved_by_approver:
rec.send_notification(martynova, u"Просрочено руководителем", u"Просрочено руководителем")
rec.history_record('Agreement expired by supervisor')
rec.history_record('Corrections 1')
rec.set_to_corrections()
elif rec.got('Agreement predicator supervisor assigned'):
if rec.get_note_bushours_period('Agreement predicator supervisor assigned') > 24:
if rec.user_predicator_id and not rec.approved_by_predicator:
rec.send_notification(martynova, u"Просрочено руководителем", u"Просрочено руководителем")
rec.history_record('Agreement expired by supervisor')
rec.history_record('Corrections 1')
rec.set_to_corrections()
elif rec.got('Agreement 2'):
if rec.get_note_bushours_period('Agreement 2') > 24:
if rec.user_executor_id and not rec.approved_by_executor:
executor_blockers = rec.get_blocking_users(rec.user_executor_id)
if executor_blockers:
period = businessDuration(t(executor_blockers.create_date), now_utc, unit='hour')
if period > 24 and rec.ngot('Agreement blocked'):
msg = u"Вопрошаемый не отвечает. Спрашивал исполнитель: %s. Вопрос задан: %s" % (executor_blockers.set_by_id.name, executor_blockers.user_id.name)
msg += u"\nПрошу перепланировать статус и сроки в течение 3 дней. При отсутствии изменений и ответа задание перейдет в завершено как невыполненное через 10 дней."
rec.send_notification(rec.user_id, msg, u"Блокировка задания. Нет ответа.")
rec.history_record('Agreement blocked')
rec.history_record('Corrections 1')
rec.set_to_corrections()
else:
# last_answer = rec.get_last_answered_block(rec.user_executor_id)
last_answer = False
if last_answer:
period = businessDuration(t(last_answer.answer_date), now_utc, unit='hour')
if period > 24:
if rec.user_executor_id.manager_id:
rec.user_executor_id = rec.user_executor_id.manager_id
msg = u"""Исполнитель заменен на его руководителя. Иполнитель задал вопрос. На него был дан ответ.
Прошло больше одного рабочего дня. Исполнитель не согласовал и не задал новых вопросов."""
rec.send_notification(rec.user_id, msg, u"Автозамена исполнителя") # ОЗП
rec.history_record('Agreement executors supervisor assigned')
else:
msg = u"""Сроки согласования просрочены и у исполнителя нет руководителя. Задание заблокировано.
Иполнитель задал вопрос. На него был дан ответ. Прошло больше одного рабочего дня.
Исполнитель не согласовал и не задал новых вопросов."""
msg += u"\nПрошу перепланировать статус и сроки в течение 3 дней. При отсутствии изменений и ответа задание перейдет в завершено как невыполненное через 10 дней."
rec.send_notification(rec.user_id, msg, "Нет руководителя у исполнителя") # ОЗП
rec.history_record('Agreement blocked\texecutor')
rec.history_record('Corrections 1')
rec.set_to_corrections()
else:
pass # Последний ответ был < 24 назад. Еще есть время среагировать
else:
if rec.user_executor_id.manager_id:
rec.user_executor_id = rec.user_executor_id.manager_id
rec.send_notification(rec.user_id, u"Исполнитель заменен на его руководителя. Нет согласования больше 3х рабочих дней.", u"Автозамена исполнителя") # ОЗП
rec.history_record('Agreement executors supervisor assigned')
else:
msg = u"""Сроки согласования просрочены и у исполнителя нет руководителя. Задание заблокировано."""
msg += u"\nПрошу перепланировать статус и сроки в течение 3 дней. При отсутствии изменений и ответа задание перейдет в завершено как невыполненное через 10 дней."
rec.send_notification(rec.user_id, msg, u"Нет руководителя у исполнителя") # ОЗП
rec.history_record('Agreement blocked\texecutor')
rec.history_record('Corrections 1')
rec.set_to_corrections()
if rec.user_approver_id and rec.got_approver and not rec.approved_by_approver:
if rec.user_approver_id.manager_id:
rec.user_approver_id = rec.user_approver_id.manager_id
rec.send_notification(rec.user_id, u"Подтверждающий заменен на его руководителя. Нет согласования больше 3х рабочих дней.", u"Автозамена подтверждающего") # ОЗП
rec.history_record('Agreement approver supervisor assigned')
else:
msg = u"""Сроки согласования просрочены и у подтверждающего нет руководителя. Задание заблокировано."""
msg += u"\nПрошу перепланировать статус и сроки в течение 3 дней. При отсутствии изменений и ответа задание перейдет в завершено как невыполненное через 10 дней."
rec.send_notification(rec.user_id, msg, u"Нет руководителя у подтверждающего") # ОЗП
rec.history_record('Agreement blocked\tapprover')
rec.history_record('Corrections 1')
rec.set_to_corrections()
if rec.user_predicator_id and not rec.approved_by_predicator:
if rec.user_predicator_id.manager_id:
rec.user_predicator_id = rec.user_predicator_id.manager_id
rec.send_notification(rec.user_id, u"Утверждающий заменен на его руководителя. Нет согласования больше 3х рабочих дней.", u"Автозамена утверждающего") # ОЗП
rec.history_record('Agreement predicator supervisor assigned')
else:
msg = u"""Сроки согласования просрочены и у утверждающего нет руководителя. Задание заблокировано."""
msg += u"\nПрошу перепланировать статус и сроки в течение 3 дней. При отсутствии изменений и ответа задание перейдет в завершено как невыполненное через 10 дней."
rec.send_notification(rec.user_id, msg, u"Нет руководителя у утверждающего") # ОЗП
rec.history_record('Agreement blocked\tpredicator')
rec.history_record('Corrections 1')
rec.set_to_corrections()
elif rec.ngot('Agreement 1'):
msg_text = u"Прошу согласовать в течение 24 часов."
subject = u"Согласование"
rec.history_record('Agreement 1')
if rec.user_executor_id and not rec.approved_by_executor:
rec.send_notification(rec.user_executor_id, msg_text, subject)
if rec.user_approver_id and rec.got_approver and not rec.approved_by_approver:
rec.send_notification(rec.user_approver_id, msg_text, subject)
if rec.user_predicator_id and not rec.approved_by_predicator:
rec.send_notification(rec.user_predicator_id, msg_text, subject)
elif rec.got('Agreement 1'):
if rec.get_note_bushours_period('Agreement 1') > 24:
if rec.user_executor_id and not rec.approved_by_executor:
executor_blockers = rec.get_blocking_users(rec.user_executor_id)
if executor_blockers:
period = businessDuration(t(executor_blockers.create_date), now_utc, unit='hour')
if period > 24 and rec.ngot('Agreement blocked'):
msg = u"Вопрошаемый не отвечает. Спрашивал исполнитель: %s. Вопрос задан: %s" % (executor_blockers.set_by_id.name, executor_blockers.user_id.name)
rec.send_notification(rec.user_id, msg, u"Блокировка задания. Нет ответа.")
rec.history_record('Agreement blocked')
rec.history_record('Corrections 1')
rec.set_to_corrections()
else:
pass # Вопрос задан < 24 часов назад. Еще есть время ответить
else:
last_answer = False
# last_answer = rec.get_last_answered_block(rec.user_executor_id)
if last_answer:
period = businessDuration(t(last_answer.answer_date), now_utc, unit='hour')
if period > 24:
msg_text = u"""Задание не согласовывается, прошу сменить исполнителя. Иполнитель задал вопрос. На него был дан ответ.
Прошло больше одного рабочего дня. Исполнитель не согласовал и не задал новых вопросов."""
subject = u"Согласование просрочено"
rec.send_notification(rec.user_executor_id, msg_text, subject)
rec.send_notification(rec.user_id, msg_text, subject) # ОЗП
rec.history_record('Agreement 2\texecutor')
else:
pass # Последний ответ был < 24 назад. Еще есть время среагировать
else:
msg_text = u"Задание не согласовывается. Исполнитель не проявляет активности больше 1 рабочего дня. Просьба сменить исполнителя."
subject = u"Согласование просрочено. Прошло 48 часов."
rec.send_notification(rec.user_executor_id, msg_text, subject)
rec.send_notification(rec.user_id, msg_text, subject) # ОЗП
rec.history_record('Agreement 2\texecutor')
if rec.user_approver_id and rec.got_approver and not rec.approved_by_approver:
msg_text = u"Задание не согласовывается. Подтверждающий не проявляет активности больше 1 рабочего дня."
subject = u"Согласование просрочено. Прошло 48 часов."
rec.send_notification(rec.user_approver_id, msg_text, subject)
rec.send_notification(rec.user_id, msg_text, subject) # ОЗП
rec.history_record('Agreement 2\tapprover')
if rec.user_predicator_id and not rec.approved_by_predicator:
msg_text = u"Задание не согласовывается. Утверждающий не проявляет активности больше 1 рабочего дня."
subject = u"Согласование просрочено. Прошло 48 часов."
rec.send_notification(rec.user_predicator_id, msg_text, subject)
rec.send_notification(rec.user_id, msg_text, subject) # ОЗП
rec.history_record('Agreement 2\tpredicator')
self.env.cr.commit()
except Exception as e:
log.error(rec)
log.error(e)
def write(self, vals):
if len(self) == 1:
if vals.get('state') and vals['state'] != self.state:
current_user = self.env['res.users'].browse(self.env.uid)
# moment = datetime.datetime.strftime(datetime.datetime.now(), '%Y-%m-%d %H:%M:%S')
moment = datetime.datetime.now(pytz.timezone(self.env.context.get('tz') or 'UTC')).strftime('%Y-%m-%d %H:%M:%S')
vals['state_history'] = (self.state_history or '') + "%s\t%s\t%s\t%s\n" % (moment, vals['state'], current_user.name, self.env.uid)
if vals['state'] == 'stating':
now_utc = datetime.datetime.now(pytz.timezone('UTC')).replace(tzinfo=None).replace(microsecond=0)
if self.date_end_ex:
period = businessDuration(t(self.date_end_ex), now_utc, unit='day')
if math.isnan(period):
vals['mark_state'] = 7
elif period == 0:
vals['mark_state'] = 6
elif period == 1:
vals['mark_state'] = 5
elif period == 2:
vals['mark_state'] = 4
elif period == 3:
vals['mark_state'] = 3
elif period == 4 or period == 5:
vals['mark_state'] = 2
elif period > 5:
vals['mark_state'] = 1
if states_rang[vals['state']] < states_rang[self.state]:
new_hist = ''
if self.notifications_history and len(self.notifications_history) > 1:
for l in self.notifications_history.splitlines():
new_hist += '-\t' + l + '\n'
vals['notifications_history'] = new_hist
now_ekt = datetime.datetime.now(pytz.timezone('Asia/Yekaterinburg')).replace(tzinfo=None).replace(microsecond=0)
vals['notifications_history'] += u"%s\tСтатус изменен на более ранний\t%s->%s\n" % (str(now_ekt), self.state, vals['state'])
if vals['state'] not in ['plan', 'correction', 'finished']:
if (self.job_id and self.job_id.state == 'plan') or (self.job_id.finished_manually and self.job_id.state == 'finished'):
self.job_id.state = 'defined'
if (self.job_aim_id and self.job_aim_id.state == 'plan') or (self.job_aim_id.finished_manually and self.job_aim_id.state == 'finished'):
self.job_aim_id.state = 'defined'
if not vals.get('message_follower_ids'):
# participants = self.user_executor_id + self.user_predicator_id + self.user_approver_id + self.user_id
participants = [vals.get('user_executor_id'), vals.get('user_predicator_id'), vals.get('user_approver_id'), vals.get('user_id')]
self.sudo().message_subscribe_users(user_ids=participants)
if vals.get('date_end_ex'):
if self.state not in ['plan', 'correction', 'finished']:
# olga = self.env['res.users'].browse(66)
# timur = self.env['res.users'].browse(91)
if self.date_end_ex_change_qty is False:
self.date_end_ex_change_qty = 0
if self.date_end_ex_change_qty > 1 and self.env.uid not in [66, 91]:
raise ValidationError('Срок уже был изменен 2 раза. Третий раз изменять срок исполнения запрещено.')
else:
vals['date_end_ex_change_qty'] = self.date_end_ex_change_qty + 1
if vals.get('state') and vals.get('state') == 'plan':
vals['date_end_ex_change_qty'] = 0 # Reset
res = super(Task, self).write(vals=vals)
# self.message_auto_subscribe(updated_fields=vals.keys())
if len(self) == 1:
if self.state == 'finished':
if self.job_id and self.job_id.state != 'finished':
if all([r.state == 'finished' for r in self.job_id.task_ids]):
self.job_id.state = 'finished'
# if self.job_aim_id and self.job_aim_id.state != 'finished':
# if all([r.state == 'finished' for r in self.job_aim_id.task_ids]):
# self.job_aim_id.state = 'finished'
if self.aim_id and self.aim_id.state != 'finished':
if all([r.state == 'finished' for r in self.aim_id.task_ids]):
self.aim_id.state = 'finished'
return res
def TableUpdate1(data_timestamp, data, children):
#### ---- Populating table
if (data_timestamp != None) & (children != None):
if len(data) > 0:
data = pd.DataFrame(data)
data['Amount'] = data['Amount'].astype(float)
data['Price'] = data['Price'].astype(float)
data['Strike'] = data['Strike'].astype(float)
data['ImpVol'] = data['ImpVol'].astype(float)
data["Day"] = pd.to_datetime(data["Day"])
data["Maturity"] = pd.to_datetime(data["Maturity"])
data["Financial"] = data['Amount'] * data['Price']
data["Financial"] = data["Financial"].round(2)
spot = pd.DataFrame(json.loads(json.loads(str(children))['spot']))
spot["TRADE_DATE"] = pd.to_datetime(spot["TRADE_DATE"])
days = (data.apply(lambda row: businessDuration(
startdate=row['Day'], enddate=row['Maturity'], unit='day'),
axis=1)).values
# ImpyVola=[round(Func.ImpliedVola(spot[spot["Instrument"]!="BRSELICD=CBBR"].TRDPRC_1.values[0].astype(float),
# data["Strike"].values[j].astype(float),
# spot[spot["Instrument"]=="BRSELICD=CBBR"].TRDPRC_1.values[0].astype(float)/100,
# .70,
# data["Price"].values[j].astype(float),
# days[j],
# data["type"],a=-12.0, b=12.0, xtol=1e-8)*100,2) for j in range(len(data))]
ImpyVola = data['ImpVol'].values
GREEKS = Func.OpitionsPrice(
spot[spot["Instrument"] != "BRSELICD=CBBR"].TRDPRC_1.values[0].
astype(float), data["Strike"].values.astype(float),
spot[spot["Instrument"] ==
"BRSELICD=CBBR"].TRDPRC_1.values[0].astype(float) / 100,
np.array(ImpyVola) / 100, days)
data[['Valor', 'Delta', 'Gamma', 'Vega', 'Theta', 'Rho',
'Etas']] = pd.DataFrame([[0 for i in range(7)]],
columns=[
'Valor', 'Delta', 'Gamma',
'Vega', 'Theta', 'Rho', 'Etas'
],
index=data.index)
callGreek = GREEKS[list(GREEKS.columns[GREEKS.columns.str.contains(
'C', regex=True)])][data.type.str.contains('C',
regex=True).values]
putGreek = GREEKS[list(GREEKS.columns[GREEKS.columns.str.contains(
'P', regex=True)])][data.type.str.contains('P',
regex=True).values]
callGreek.columns = [
'Valor', 'Delta', 'Gamma', 'Vega', 'Theta', 'Rho', 'Etas'
]
putGreek.columns = [
'Valor', 'Delta', 'Gamma', 'Vega', 'Theta', 'Rho', 'Etas'
]
data.loc[
list(data.type.str.contains('C', regex=True).values),
['Valor', 'Delta', 'Gamma', 'Vega', 'Theta', 'Rho', 'Etas'
]] = round(callGreek, 3).values
data.loc[
list(data.type.str.contains('P', regex=True).values),
['Valor', 'Delta', 'Gamma', 'Vega', 'Theta', 'Rho', 'Etas'
]] = round(putGreek, 3).values
data["ImpVol"] = ImpyVola
data["Delta"] = data.Delta.values
data["Gamma"] = data.Gamma.values
data["Vega"] = data.Vega.values
data["Theta"] = data.Theta.values
data["Rho"] = data.Rho.values
return (data[[
'Financial', 'Delta', 'Gamma', 'Vega', 'Theta', 'Rho'
]].to_dict('records'))
else:
return []
else:
return []
def CalcNetChart(row_ids, data, children, value):
if (row_ids != None) & (data != None):
if (len(row_ids) > 0) & (len(data) > 0):
ek.set_app_key(value)
ek.set_timeout(60 * 5)
data = pd.DataFrame(data)
data = data[data.index.isin(row_ids)]
data['Amount'] = data['Amount'].astype(float)
data['Price'] = data['Price'].astype(float)
data['Strike'] = data['Strike'].astype(float)
data["Day"] = pd.to_datetime(data["Day"])
data["Maturity"] = pd.to_datetime(data["Maturity"])
data["Financial"] = data['Amount'] * data['Price']
data["Financial"] = data["Financial"].round(2)
spot = pd.DataFrame(json.loads(json.loads(str(children))['spot']))
spot['TRDPRC_1'] = spot['TRDPRC_1'].astype(float)
spot["TRADE_DATE"] = pd.to_datetime(spot["TRADE_DATE"])
ssp = spot[
spot["Instrument"] != "BRSELICD=CBBR"].TRDPRC_1.values[0]
days = (data.apply(lambda row: businessDuration(
startdate=row['Day'], enddate=row['Maturity'], unit='day'),
axis=1)).values
days = list(set(days))
vola, err = ek.get_data([
spot[
spot["Instrument"] != "BRSELICD=CBBR"].Instrument.values[0]
], [
'TR.Volatility5D', 'TR.Volatility10D', "TR.Volatility20D",
"TR.Volatility30D", "TR.Volatility60D", "TR.Volatility90D"
])
volaV = (sum((
vola.T[0].values[1:] *
(abs(np.array([5, 10, 20, 30, 60, 90]) - 15) + 1) /
(sum(abs(np.array([5, 10, 20, 30, 60, 90]) - 15) + 1))))) / 100
vola.columns = ['Instrument', 5, 10, 20, 30, 60, 90]
vola[[5, 10, 20, 30, 60, 90]] = vola[[5, 10, 20, 30, 60, 90]] / 100
days = list(np.unique(days))
dists = []
vollist = []
for d in days:
y_interp = scipy.interpolate.interp1d(
vola.columns[1:].astype(float),
vola.T[0].values[1:].astype(float))
volaV = y_interp(d)
Distrib = 1 - np.random.normal(0,
(volaV / (252**0.5) * (d**0.5)),
size=5000)
Distrib = Distrib * ssp
vollist.append(volaV)
dists.append(Distrib)
Price = dists[pd.DataFrame(dists).max(1).argmax()]
Price.sort()
net = []
for k in range(len(data)):
if data['Amount'].iloc[k] >= 0:
if "C" in data['type'].iloc[k]:
Rt = -data['Strike'].iloc[k] - data['Price'].iloc[
k] + Price
Rt[Rt <=
-data['Price'].iloc[k]] = -data['Price'].iloc[k]
Rt = Rt * abs(data['Amount'].iloc[k])
net.append(list(Rt))
else:
Rt = data['Strike'].iloc[k] - data['Price'].iloc[
k] - Price
Rt[Rt <=
-data['Price'].iloc[k]] = -data['Price'].iloc[k]
Rt = Rt * abs(data['Amount'].iloc[k])
net.append(list(Rt))
else:
if "C" in data['type'].iloc[k]:
Rt = data['Strike'].iloc[k] + data['Price'].iloc[
k] - Price
Rt[Rt >= data['Price'].iloc[k]] = data['Price'].iloc[k]
Rt = Rt * abs(data['Amount'].iloc[k])
net.append(list(Rt))
else:
Rt = -data['Strike'].iloc[k] + data['Price'].iloc[
k] + Price
Rt[Rt >= data['Price'].iloc[k]] = data['Price'].iloc[k]
Rt = Rt * abs(data['Amount'].iloc[k])
net.append(list(Rt))
pay = pd.DataFrame(net)
pay.columns = Price
pays = pay
# print(pays.values)
pay = pay.sum()
tempTT = []
for j in range(len(set(days))):
tempT = []
for s in range(len(data["Strike"])):
temp = Func.OpitionsPrice(
Price, data["Strike"].values.astype(float)[s],
spot[spot["Instrument"] == "BRSELICD=CBBR"].TRDPRC_1.
values[0].astype(float) / 100,
np.array(data['ImpVol'].values[j]) / 100, days[j])
if "C" in data["type"].values[s]:
temp = list(
(temp.ValorC.values - data['Price'].values[s]) *
data['Amount'].values[s])
else:
temp = list(
(temp.ValorP.values - data['Price'].values[s]) *
data['Amount'].values[s])
tempT.append(temp)
tempTT.append(tempT)
fig = go.FigureWidget(
make_subplots(shared_xaxes=True,
specs=[[{
"secondary_y": True
}]],
print_grid=False))
trace3 = go.Scatter(name="0 line",
x=pay.index,
y=np.array([0 for i in Distrib]),
xaxis='x1',
yaxis='y2',
line=dict(color='black', width=2, dash='dash'))
fig.add_trace(trace3, secondary_y=False)
trace1 = go.Scatter(name="Payoff",
x=pay.index,
y=pay.values,
xaxis='x1',
yaxis='y2',
mode='lines',
fill='tozeroy')
fig.add_trace(trace1, secondary_y=False)
for i in range(len(tempTT)):
trace5 = go.Scatter(name="Price - " + str(days[i]) + ' Days',
x=pay.index,
y=pd.DataFrame(tempTT[i]).sum().values,
xaxis='x1',
yaxis='y2',
mode='lines')
fig.add_trace(trace5, secondary_y=False)
for lin, i in zip(pays.values, pays.index):
trace4 = go.Scatter(name=data.Instrument.values[i],
x=pay.index,
y=lin,
xaxis='x1',
yaxis='y2',
line=dict(width=2, dash='dash'))
fig.add_trace(trace4, secondary_y=False)
for i, j in zip(days, dists):
trace2 = ff.create_distplot([j],
[str(i) + " Days - Probabilidade"],
bin_size=.5,
curve_type='normal',
show_hist=False,
show_rug=False)
fig.add_trace(trace2['data'][0], secondary_y=True)
prob = round(sum(pay.values > 0) / len(Distrib) * 100, 2)
return [fig, html.H6("Profit probability: " + str(prob) + "%")]
else:
fig = go.FigureWidget(
make_subplots(shared_xaxes=True,
specs=[[{
"secondary_y": True
}]],
print_grid=False))
trace3 = go.Scatter(name="0 line",
x=[0],
y=[0],
xaxis='x1',
yaxis='y2',
line=dict(color='black', width=2, dash='dash'))
fig.add_trace(trace3, secondary_y=False)
return [fig, html.H6(str(0) + "%")]
else:
fig = go.FigureWidget(
make_subplots(shared_xaxes=True,
specs=[[{
"secondary_y": True
}]],
print_grid=False))
trace3 = go.Scatter(name="0 line",
x=[0],
y=[0],
xaxis='x1',
yaxis='y2',
line=dict(color='black', width=2, dash='dash'))
fig.add_trace(trace3, secondary_y=False)
return [fig, html.H6(str(0) + "%")]
data=optionsInfo[optionsInfo.Instrument.isin(lll)]
data['Amount']=[-1000,-1000]
#data['Amount']=np.random.randint(-1,1, size=len(data))
data['Amount']=data['Amount'].astype(float)
data['TRDPRC_1']=data['TRDPRC_1'].astype(float)
data['STRIKE_PRC']=data['STRIKE_PRC'].astype(float)
data["TRADE_DATE"]=pd.to_datetime(data["TRADE_DATE"])
data["EXPIR_DATE"]=pd.to_datetime(data["EXPIR_DATE"])
#data['PUTCALLIND']=['CALL','CALL']
ssp=spot[spot["Instrument"]!="BRSELICD=CBBR"].TRDPRC_1.values[0]
days=(data.apply(lambda row: businessDuration(startdate=row['TRADE_DATE'],enddate=row['EXPIR_DATE'],unit='day'), axis=1)).values
j=0
ImpyVola=[round(Func.ImpliedVola(spot[spot["Instrument"]!="BRSELICD=CBBR"].TRDPRC_1.values[0].astype(float),
data["STRIKE_PRC"].values[j].astype(float),
spot[spot["Instrument"]=="BRSELICD=CBBR"].TRDPRC_1.values[0].astype(float)/100,
.70,
data["TRDPRC_1"].values[j].astype(float),
days[j],
# (((data["EXPIR_DATE"].values[j])-(data["TRADE_DATE"].values[j])).astype('timedelta64[D]').astype(int)),
data["PUTCALLIND"],a=-12.0, b=12.0, xtol=1e-8)*100,2) for j in range(len(data))]
GREEKS=Func.OpitionsPrice(spot[spot["Instrument"]!="BRSELICD=CBBR"].TRDPRC_1.values[0].astype(float),
data["STRIKE_PRC"].values.astype(float),
spot[spot["Instrument"]=="BRSELICD=CBBR"].TRDPRC_1.values[0].astype(float)/100,
def all(spot,data):
ssp=spot.TRDPRC_1.values[0]
data['Amount']=data['Amount'].astype(float)
data['TRDPRC_1']=data['TRDPRC_1'].astype(float)
data['STRIKE_PRC']=data['STRIKE_PRC'].astype(float)
data["TRADE_DATE"]=pd.to_datetime(data["TRADE_DATE"])
data["EXPIR_DATE"]=pd.to_datetime(data["EXPIR_DATE"])
days=(data.apply(lambda row: businessDuration(startdate=row['TRADE_DATE'],enddate=row['EXPIR_DATE'],unit='day'), axis=1)).values
ImpyVola=[round(ImpliedVola(spot.TRDPRC_1.values[0].astype(float),
data["STRIKE_PRC"].values[j].astype(float),
spot.TRDPRC_1.values[1]/100,
.70,
data["TRDPRC_1"].values[j].astype(float),
days[j],
# (((data["EXPIR_DATE"].values[j])-(data["TRADE_DATE"].values[j])).astype('timedelta64[D]').astype(int)),
data["PUTCALLIND"].values[j],a=-12.0, b=12.0, xtol=1e-8)*100,2) for j in range(len(data))]
GREEKS=OpitionsPrice(spot.TRDPRC_1.values[0].astype(float),
data["STRIKE_PRC"].values.astype(float),
spot.TRDPRC_1.values[1]/100,
np.array(ImpyVola)/100,
days)
vola, err = ek.get_data([spot[spot["Instrument"]!="BRSELICD=CBBR"].Instrument.values[0]],
['TR.Volatility5D','TR.Volatility10D',"TR.Volatility20D",
"TR.Volatility30D","TR.Volatility60D","TR.Volatility90D"])
vola.columns=['Instrument',5,10,20,30,60,90]
vola[[5,10,20,30,60,90]]=vola[[5,10,20,30,60,90]]/100
days=list(np.unique(days))
dists=[]
vollist=[]
for d in days:
y_interp = scipy.interpolate.interp1d(vola.columns[1:].astype(float),vola.T[0].values[1:].astype(float))
volaV=y_interp(d)
Distrib=np.random.lognormal(0,(volaV/(252**0.5)*(d**0.5)), size=5000)
Distrib=Distrib*ssp
vollist.append(volaV)
dists.append(Distrib)
for i in range(len(dists)):
dists[i]=dists[i][(dists[i]>ssp*0.8)&(dists[i]<ssp*1.2)]
Price=np.array(dists).reshape(np.array(dists).shape[0]*np.array(dists).shape[1])
# dists=[Price]
Price.sort()
net=[]
for k in range(len(data)):
if data['Amount'].iloc[k]>=0:
if "C" in data['PUTCALLIND'].iloc[k]:
Rt= -data['STRIKE_PRC'].iloc[k]-data['TRDPRC_1'].iloc[k] +Price
Rt[Rt<=-data['TRDPRC_1'].iloc[k]]=-data['TRDPRC_1'].iloc[k]
Rt=Rt*abs(data['Amount'].iloc[k])
net.append(list(Rt))
else:
Rt= data['STRIKE_PRC'].iloc[k] -data['TRDPRC_1'].iloc[k] -Price
Rt[Rt<=-data['TRDPRC_1'].iloc[k]]=-data['TRDPRC_1'].iloc[k]
Rt=Rt*abs(data['Amount'].iloc[k])
net.append(list(Rt))
else:
if "C" in data['PUTCALLIND'].iloc[k]:
Rt= data['STRIKE_PRC'].iloc[k] +data['TRDPRC_1'].iloc[k] -Price
Rt[Rt>=data['TRDPRC_1'].iloc[k]]=data['TRDPRC_1'].iloc[k]
Rt=Rt*abs(data['Amount'].iloc[k])
net.append(list(Rt))
else:
Rt= -data['STRIKE_PRC'].iloc[k] +data['TRDPRC_1'].iloc[k] +Price
Rt[Rt>=data['TRDPRC_1'].iloc[k]]=data['TRDPRC_1'].iloc[k]
Rt=Rt*abs(data['Amount'].iloc[k])
net.append(list(Rt))
tempTT=[]
for j in range(len(set(days))):
tempT=[]
for s in range(len(data["STRIKE_PRC"])):
temp=OpitionsPrice(Price,
data["STRIKE_PRC"].values.astype(float)[s],
spot.TRDPRC_1.values[1]/100,
np.array(ImpyVola[j])/100,
days[j])
if "C" in data["PUTCALLIND"].values[s]:
temp=list((temp.ValorC.values-data['TRDPRC_1'].values[s])*data['Amount'].values[s])
else:
temp=list((temp.ValorP.values-data['TRDPRC_1'].values[s])*data['Amount'].values[s])
tempT.append(temp)
tempTT.append(tempT)
pay=pd.DataFrame(net)
pay.columns=Price
pays=pay
pay=pay.sum()
fig=StrPL(Distrib,pay,pays,tempTT,days,dists,data)
prob=round(sum(pay.values>0)/len(Distrib)*100,2)
return(fig,prob)
from business_duration import businessDuration
import pandas as pd
received_time = pd.to_datetime('2020-10-19 08:32:00')
complete_time = pd.to_datetime('2020-10-19 19:42:00')
period = (businessDuration(received_time, complete_time, unit='min') - 90) / 60
print(period)
# -*- coding: utf-8 -*-
"""
Created on Thu Jun 13 14:15:35 2019
@author: amjuli
"""
# Install business-duration and holidays packages from command prompt
# pip install business-duration
# pip install holidays
from business_duration import businessDuration
import pandas as pd
from datetime import time, datetime
import holidays as pyholidays
time_elapsed = businessDuration(
startdate=pd.to_datetime('2019-06-13 14:23:42'),
enddate=pd.to_datetime('2019-06-20 14:23:42'),
starttime=time(9, 0, 0),
endtime=time(17, 0, 0),
weekendlist=[5, 6],
holidaylist=pyholidays.UnitedStates(),
unit='hour')
print(time_elapsed)
import holidays as pyholidays
from datetime import time
#Start date must be in standard python datetime format
start_date = pd.to_datetime('2017-07-01 02:02:00')
#Start date must be in standard python datetime format
end_date = pd.to_datetime('2017-07-07 04:48:00')
#Business open hour must be in standard python time format-Hour,Min,Sec
biz_open_time = time(8, 0, 0)
biz_close_time = time(17, 0, 0)
#US public holidays
US_holiday_list = pyholidays.US(state='NY')
#Business duration can be 'day', 'hour', 'min', 'sec'
unit_hour = 'hour'
#Printing output
print(
businessDuration(startdate=start_date,
enddate=end_date,
starttime=biz_open_time,
endtime=biz_close_time,
holidaylist=US_holiday_list,
unit=unit_hour))
#Result
#30.0
def CalculateResolutionTime(created_dt, resolved_dt, Country, Buss_hrs_df):
try:
# If the resolved_dt is not found, populate resolution_time_hrs with 0.00
if resolved_dt == '' or pd.isnull(resolved_dt) or resolved_dt is None:
resolution_time_hrs = 0.00
else:
Df_business_hrs = Buss_hrs_df.copy()
date_tz = 'Asia/Singapore'
Df_business_hrs['Country_TimeZone'] = Df_business_hrs[
'Country_TimeZone'].replace('Sydney', 'Australia')
Df_business_hrs['Country_TimeZone'] = Df_business_hrs[
'Country_TimeZone'].replace('Tokyo', 'Japan')
if (Country == "HK" or Country == "HKG" or Country == "Hong Kong"):
Cntry = 'Hong Kong'
elif (Country == "SG" or Country == "SIN"):
Cntry = 'Singapore'
else:
Cntry = Country
Start_Hour = 9
Start_Min = 0
End_Hour = 18
End_Min = 0
Cntry_tz = 'Singapore'
for i, row in Df_business_hrs.iterrows():
if Cntry == row['Country_TimeZone']:
Start_Hour = int(row['Start_Hour'])
Start_Min = int(row['Start_Min'])
End_Hour = int(row['End_Hour'])
End_Min = int(row['End_Min'])
Cntry_tz = Cntry
if Cntry_tz != "Singapore":
created_dt = ChangeDateToLocalTimeZone(
created_dt, date_tz, row['Timezone'])
resolved_dt = ChangeDateToLocalTimeZone(
resolved_dt, date_tz, row['Timezone'])
break
starttime = time(Start_Hour, Start_Min, 0)
endtime = time(End_Hour, End_Min, 0)
if Cntry_tz == 'Hong Kong':
Cntry_tz = 'HongKong'
holidaylist = pyholidays.CountryHoliday(Cntry_tz)
unit = 'hour'
resolution_time_hrs = 0.00
#By default weekends are Saturday and Sunday
created_dt = datetime.strptime(created_dt, '%Y-%m-%d %H:%M:%S')
resolved_dt = datetime.strptime(resolved_dt, '%Y-%m-%d %H:%M:%S')
resolution_time = (businessDuration(created_dt,
resolved_dt,
starttime,
endtime,
holidaylist=holidaylist,
unit=unit))
if resolution_time == '' or pd.isnull(resolution_time):
resolution_time_hrs = 0.00
else:
resolution_time_hrs = resolution_time / 24
return resolution_time_hrs
except:
logger.error("Resolution time cannot be computed. Please check")
def process_mad(filename):
open_time = datetime.time(6, 0, 0)
close_time = datetime.time(18, 0, 0)
holidaylist = pyholidays.US()
try:
CURSOR['mad'].execute(READ['all'], )
except MySQLdb.Error as err:
sql_error(err)
handle = open(filename, 'w') if filename else sys.stdout
rows = CURSOR['mad'].fetchall()
workdict = dict()
for row in rows:
if row[5] and (row[5] < row[4] or not row[4]):
continue
if (not row[5]) and ARG.COMPLETED:
continue
if (row[5]) and not ARG.COMPLETED:
continue
org = ''
if row[1] in workdict:
org = workdict[row[1]]
else:
workday = call_responder('config', 'config/workday/' + row[1],
True)
if 'config' in workday and 'organization' in workday['config']:
org = workday['config']['organization']
workdict[row[1]] = org
completed = 1 if row[5] else 0
duration = row[6] if (row[6] > 0) else 0
if row[5]:
startstring = time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(row[4]))
endstring = time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(row[5]))
startdate = pd.to_datetime(startstring)
enddate = pd.to_datetime(endstring)
working_duration = businessDuration(startdate,
enddate,
open_time,
close_time,
holidaylist=holidaylist,
unit='hour') * 3600
try:
working_duration = int(working_duration)
except ValueError as err:
logger.error(
str(err) + ' for ' + startstring + ', ' + endstring)
working_duration = duration
logger.debug("Working duration %s-%s is %f sec" %
(startdate, enddate, working_duration))
else:
working_duration = 0
rec = {
'id': row[0],
'user': row[1],
'organization': org,
'annotation': row[2],
'type': row[3],
'start_time': row[4],
'end_time': row[5],
'duration': duration,
'working_duration': working_duration
}
handle.write(json.dumps(rec) + "\n")
if handle is not sys.stdout:
handle.close()