DAG: real_time_portfolio_risk_dag real_time_portfolio_risk_task dag

schedule: None

real_time_portfolio_risk_dag

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# -*- coding: utf-8 -*-

import airflow
from intraday_pd import *
from airflow import DAG
from airflow.operators.python_operator import PythonOperator, ShortCircuitOperator

# -------------------------------------------------------------------------------
# dag
# these args will get passed on to each operator
# you can override them on a per-task basis during operator initialization
default_args = {
    'owner': 'TongYu',
    'catchup': False,
    'start_date': airflow.utils.dates.days_ago(1),
}
dag = DAG(
    'real_time_portfolio_risk_dag',
    catchup=False,
    default_args=default_args,
    schedule_interval=None,
    dagrun_timeout=timedelta(minutes=15),
    description='real_time_portfolio_risk_task dag')

basic_position_operator = PythonOperator(
    task_id='basic_position_task',
    python_callable=basic_position_pd_run,
    execution_timeout=timedelta(minutes=5),
    dag=dag)

basic_risks_operator = PythonOperator(
    task_id='basic_risks_task',
    python_callable=basic_risks_pd_run,
    execution_timeout=timedelta(minutes=5),
    dag=dag)

basic_portfolio_trades_operator = PythonOperator(
    task_id='basic_portfolio_risk_task',
    python_callable=basic_portfolio_trades_pd_run,
    execution_timeout=timedelta(minutes=5),
    dag=dag)

real_time_portfolio_trades_operator = PythonOperator(
    task_id='real_time_portfolio_trades_task',
    python_callable=real_time_portfolio_trades_pd_run,
    execution_timeout=timedelta(minutes=5),
    dag=dag)

portfolio_risk_notification_operator = PythonOperator(
    task_id='real_time_portfolio_risk_notification_task',
    python_callable=intraday_portfolio_risk_report_notifier,
    execution_timeout=timedelta(minutes=5),
    dag=dag)

# -------------------------------------------------------------------------------
# Operator Dependency Relationship
basic_risks_operator.set_upstream(basic_position_operator)

real_time_portfolio_trades_operator.set_upstream(basic_risks_operator)
real_time_portfolio_trades_operator.set_upstream(basic_portfolio_trades_operator)

real_time_portfolio_trades_operator.set_downstream(portfolio_risk_notification_operator)