Margin Validation Tool

This repository contains a Python script for margin validation in financial data.

Overview

The validate_margin_transfer.py script is designed to validate margins in financial data stored in a database. It performs two checks: it ensures that the previous day end-of-day margins match the last intraday margins of the previous day. It also checks that the previous day end-of-day margins match the first intraday margins of the following day. If any discrepancies are found, the script logs them and sends alert emails to stakeholders.

Features

Validates end-of-day margins against respective intraday margins of the previous and following day.
Logs discrepancies to a log file (margin_validation.log).
Sends alert emails if discrepancies are found.

Usage

Ensure Python 3.x is installed on your system.
Install required dependencies listed in requirements.txt. When using pip:
```
pip install -r requirements.txt
```
Create locally the credentials.py file with your email sender and receiver credentials. See credentials_example.py.
Run the script to populate the SQLite database with example data:
```
python plain_script_version/populate_database.py
```
This script (populate_database.py) populates the SQLite database (LZDB_dummy.db) with example data provided.

Run the script:

python plain_script_version/validate_margin_transfer.py

Check the standard output, the log file (margin_validation.log) and alert emails for notifications.

Folder Structure

plain_script_version/: Contains the main Python script validate_margin_transfer.py and the helper script populate_database.py.
jupyter_notebook/: Contains the JuPyTer notebook version of the script. With long comments regarding the code it is useful for understanding.
credentials.py: File to store email credentials (not included in the public repository).
README.md: This file providing an overview of the project.

License