c1c73e96f5
- funding_rate table and "Фондирование" page: rate from date, history, rate on date (D27)
- positions by issue: BUY - SELL per portfolio, "Остатки" page (D29)
- quotes are loaded only for securities with an open position (D10)
- business calendar from xmlcalendar.ru: yearly file upload, report date
and update job use previous working day (D30)
- xlsx download for positions, quotes and funding rate history
- manual operation type as radio buttons
- QUIK instruments with purchase marks ("МТС 2Р-18_1") match the issue,
file name kept in operation.instrument (D17)
- migrations d3a6f8b1c254, e7b2c9d4a813, f1c4a7e9b352
- project.md: decisions and questions after customer meetings
109 lines
4.0 KiB
Python
109 lines
4.0 KiB
Python
"""Ставки фондирования портфелей по валютам (D27)."""
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from __future__ import annotations
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import logging
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from datetime import date
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import streamlit as st
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from app.db.base import run_db
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from app.services import funding
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from app.services.funding import FundingError, FundingOptions, FundingRateInput
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from app.services.manual_operations import ManualOperationError, parse_decimal
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from app.ui.common import as_table, call_db, current_user, download_xlsx
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logger = logging.getLogger(__name__)
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_ON_DATE_COLUMNS = {
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"currency": "Валюта",
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"rate": "Ставка, % год.",
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"effective_from": "Действует с",
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}
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_HISTORY_COLUMNS = {
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"effective_from": "Действует с",
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"currency": "Валюта",
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"rate": "Ставка, % год.",
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"updated_by": "Кто",
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"updated_at": "Когда",
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}
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def render() -> None:
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st.header("Фондирование")
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st.caption(
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"Ставка портфеля в валюте, % годовых, действует с указанной даты до "
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"следующей. Повторный ввод на ту же дату заменяет ставку. Стоимость "
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"фондирования пока не считается."
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)
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options = call_db(funding.load_options(), "Не удалось загрузить справочники")
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if options is None:
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return
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portfolio = st.selectbox(
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"Портфель",
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list(options.portfolios),
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format_func=lambda c: f"{c} — {options.portfolios[c]}",
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key="funding_portfolio",
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)
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on_date = st.date_input(
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"Ставки на дату", value=date.today(), format="DD.MM.YYYY", key="funding_on"
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)
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rates = call_db(
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funding.rates_on(portfolio, on_date), "Не удалось загрузить ставки на дату"
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)
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if rates is not None:
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st.dataframe(as_table(rates, _ON_DATE_COLUMNS), hide_index=True)
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st.subheader("Новая ставка")
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_render_form(options, portfolio)
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st.subheader("История ставок")
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history = call_db(
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funding.rate_history(portfolio), "Не удалось загрузить историю ставок"
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)
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if history:
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st.dataframe(as_table(history, _HISTORY_COLUMNS), hide_index=True)
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download_xlsx(
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history,
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_HISTORY_COLUMNS,
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"Ставки фондирования",
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f"ставки_фондирования_{portfolio}.xlsx",
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)
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elif history is not None:
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st.caption("Ставок пока нет.")
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def _render_form(options: FundingOptions, portfolio: str) -> None:
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with st.form(f"funding_rate_{portfolio}", clear_on_submit=True):
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currency = st.selectbox("Валюта", options.currencies)
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effective_from = st.date_input(
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"Действует с", value=date.today(), format="DD.MM.YYYY"
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)
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rate_text = st.text_input("Ставка, % годовых", placeholder="например 16,5")
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submitted = st.form_submit_button("Сохранить ставку", type="primary")
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if submitted:
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_save(portfolio, currency, effective_from, rate_text)
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def _save(portfolio: str, currency: str, effective_from: date, rate_text: str) -> None:
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try:
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value = FundingRateInput(
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portfolio_code=portfolio,
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currency_code=currency,
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effective_from=effective_from,
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rate=parse_decimal(rate_text, "Ставка"),
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)
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run_db(funding.set_rate(value, current_user()))
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except (ManualOperationError, FundingError) as exc:
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st.error(str(exc))
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return
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except Exception as exc: # noqa: BLE001
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logger.exception("Ошибка сохранения ставки %s %s", portfolio, currency)
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st.error(f"Не удалось сохранить ставку: {exc}")
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return
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st.toast(f"Ставка {portfolio}, {currency} с {effective_from:%d.%m.%Y} сохранена.")
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st.rerun()
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