def reconcile_position(**kwargs):
abn_position = load_and_convert_abn_position_file(**kwargs)
db_position = tpm.get_position_4portfolio(trade_date_to=cu.get_doubledate())
db_position['generalized_ticker'] = [x.rstrip('0').rstrip('.') for x in db_position['generalized_ticker']]
merged_data = pd.merge(abn_position,db_position,how='outer',on='generalized_ticker')
merged_data['qty_diff'] = merged_data['qty_x'].astype('float64')-merged_data['qty_y'].astype('float64')
return merged_data[merged_data['qty_diff']!=0]
def test_ib_reconciler():
app = ib_reconciler()
con = msu.get_my_sql_connection()
app.con = con
position_frame = tpm.get_position_4portfolio(
trade_date_to=cu.get_doubledate())
position_frame['con_id'] = np.nan
position_frame['ib_position'] = np.nan
position_frame['ib_symbol'] = ''
position_frame.reset_index(drop=True, inplace=True)
app.position_frame = position_frame
app.connect(client_id=1)
app.run()
def reconcile_position(**kwargs):
abn_position = load_and_convert_man_position_file(**kwargs)
db_position = tpm.get_position_4portfolio(
trade_date_to=cu.get_doubledate())
db_position['generalized_ticker'] = [
x.rstrip('0').rstrip('.') for x in db_position['generalized_ticker']
]
merged_data = pd.merge(abn_position,
db_position,
how='outer',
on='generalized_ticker')
merged_data['qty_diff'] = merged_data['qty_x'].astype(
'float64') - merged_data['qty_y'].astype('float64')
return merged_data[merged_data['qty_diff'] != 0]
def get_portfolio_expirations(**kwargs):
con = msu.get_my_sql_connection(**kwargs)
position_frame = tpm.get_position_4portfolio(trade_date_to=kwargs["report_date"])
position_frame.reset_index(drop=True, inplace=True)
futures_indx = position_frame["instrument"] == "F"
position_frame.loc[futures_indx, "instrument"] = "futures"
position_frame.loc[~futures_indx, "instrument"] = "options"
position_frame["tr_dte"] = position_frame.apply(
lambda x: exp.get_days2_expiration(
ticker=x["ticker"], instrument=x["instrument"], date_to=kwargs["report_date"], con=con
)["tr_dte"],
axis=1,
)
position_frame["alias"] = "Portfolio"
if "con" not in kwargs.keys():
con.close()
return position_frame
def get_portfolio_expirations(**kwargs):
con = msu.get_my_sql_connection(**kwargs)
position_frame = tpm.get_position_4portfolio(
trade_date_to=kwargs['report_date'])
position_frame.reset_index(drop=True, inplace=True)
futures_indx = position_frame['instrument'] == 'F'
position_frame.loc[futures_indx, 'instrument'] = 'futures'
position_frame.loc[~futures_indx, 'instrument'] = 'options'
position_frame['tr_days_2roll'] = position_frame.apply(
lambda x: exp.get_days2_roll(ticker=x['ticker'],
instrument=x['instrument'],
date_to=kwargs['report_date'],
con=con)['tr_days_2roll'],
axis=1)
position_frame['alias'] = 'Portfolio'
if 'con' not in kwargs.keys():
con.close()
return position_frame
