bdambola / BD

Collection of scripts and misc info
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Alert based script to verify exchange is reporting trades to OCC #4

Open bdambola opened 8 years ago

bdambola commented 8 years ago

Alert based script written in python to confirm exchange is reporting trades to OCC.

bdambola commented 8 years ago
#import modules 
import os
import datetime
import commands

#creating date variables
today = datetime.date.today()
trade_date = today.strftime('%Y-%m-%d')
prev = datetime.date.today()-datetime.timedelta(1)
prev_date = prev.strftime('%Y-%m-%d')

#removing yesterday's file
remove = 'rm D:\ise\\temp\ise\OCC_TRD_' + prev_date  + '_CLShadow450Char.dat'
os.system(remove)

#copying current file to temp so we don't lock it
copy = 'cp D:\ise\occtr\OCC_TRD_' + today.strftime('%Y%m%d') + '_CLShadow450Char.dat D:\ise\\temp\ise'
os.system(copy)

def verify_send_to_occ(directory, filename, search_string):
    #Searching for ISE OCC trade file
    dir_content = os.listdir(directory)
    result = False
    for filename in dir_content:
        print filename
            #Getting results
            if (filename in dir_content):
                result = True
        print ("\n")            
    occ = result
    #reporting results
    if occ:
        print 'ISE OCC Trade file ' + filename + ' found'
        print ("\n")
    else:
        print  '!ALERT! ISE OCC Trade file not found'
        print ("\n")

    #Confirming trade was sent to occ   
    dir_content = os.listdir(directory) 
    result = False
    for filename in dir_content:
#defining full path + file and opening it
        for line in (open(directory + "/" + filename)):
#stripping out junk characters
            line = line.rstrip ()
#Searching file to determine if trade was sent to OCC
            if search_string in line:
                result = True
    trade = result
    #reporting results
    if trade:
        print 'ISE Test trade successfully sent to OCC over the ISE MQ channel '
        print ("\n")
    else:
        print  '!ALERT! ISE Test trade not sent to OCC over the ISE MQ channel ' 
        print ("\n")

#Calling function
addtrade = verify_send_to_occ( 'D:\ise\\temp\ise', 'D:\ise\temp\ise\OCC_TRD_' + today.strftime('%Y%m%d') + '_CLShadow450Char.dat', 'TrdDt="' + trade_date + '"')