diff options
| -rw-r--r-- | python/insert_index.py | 79 |
1 files changed, 79 insertions, 0 deletions
diff --git a/python/insert_index.py b/python/insert_index.py new file mode 100644 index 00000000..5fe52547 --- /dev/null +++ b/python/insert_index.py @@ -0,0 +1,79 @@ +import psycopg2
+import datetime
+import pdb
+
+conn = psycopg2.connect(database="mlpdb")
+cursor = conn.cursor()
+
+# offset=182950
+# index = [[offset, 'EU', 19, psycopg2.Date(2016, 06, 20), 'Y3', 100, 0],
+# [offset, 'EU', 19, psycopg2.Date(2018, 06, 20), 'Y5', 100, 0],
+# [offset, 'EU', 19, psycopg2.Date(2020, 06, 20), 'Y7', 100, 0],
+# [offset, 'EU', 19, psycopg2.Date(2023, 06, 20), 'Y10', 100, 0]]
+
+# index = [[offset, 'HY', 17, psycopg2.Date(2014, 12, 20), 'Y3', 96, 0.027075],
+# [offset, 'HY', 17, psycopg2.Date(2016, 12, 20), 'Y5', 96, 0.027075],
+# [offset, 'HY', 17, psycopg2.Date(2018, 12, 20), 'Y7', 96, 0.027075],
+# [offset+10, 'HY', 19, psycopg2.Date(2015, 12, 20), 'Y3', 100, 0],
+# [offset+10, 'HY', 19, psycopg2.Date(2017, 12, 20), 'Y5', 100, 0],
+# [offset+10, 'HY', 19, psycopg2.Date(2019, 12, 20), 'Y7', 100, 0],
+# [offset+20, 'IG', 19, psycopg2.Date(2015, 12, 20), 'Y3', 100, 0],
+# [offset+20, 'IG', 19, psycopg2.Date(2017, 12, 20), 'Y5', 100, 0],
+# [offset+20, 'IG', 19, psycopg2.Date(2019, 12, 20), 'Y7', 100, 0],
+# [offset+20, 'IG', 19, psycopg2.Date(2022, 12, 20), 'Y10', 100, 0],
+# [offset+30, 'HY', 15, psycopg2.Date(2015, 12, 20), 'Y3', 96, 0.026375],
+# [offset+30, 'HY', 15, psycopg2.Date(2013, 12, 20), 'Y5', 96, 0.026375],
+# [offset+30, 'HY', 15, psycopg2.Date(2013, 12, 20), 'Y7', 96, 0.026375],
+# ];
+
+
+# for line in index:
+# cursor.execute("INSERT INTO index_desc VALUES({0})".format(",".join(["%s"] * 7)), line)
+
+# conn.commit()
+# cursor.close()
+# conn.close()
+
+# index = [[offset, 'HY', 17, psycopg2.Date(2014, 12, 20), 'Y3', 96, 0.027075],
+# [offset, 'HY', 17, psycopg2.Date(2016, 12, 20), 'Y5', 96, 0.027075],
+# [offset, 'HY', 17, psycopg2.Date(2016, 12, 20), 'Y7', 96, 0.027075],
+# [offset+10, 'HY', 19, psycopg2.Date(2015, 12, 20), 'Y3', 100, 0],
+# [offset+10, 'HY', 19, psycopg2.Date(2017, 12, 20), 'Y5', 100, 0],
+# [offset+10, 'HY', 19, psycopg2.Date(2017, 12, 20), 'Y7', 100, 0],
+# [offset+20, 'IG', 19, psycopg2.Date(2017, 12, 20), 'Y3', 100, 0],
+# [offset+20, 'IG', 19, psycopg2.Date(2017, 12, 20), 'Y5', 100, 0],
+# [offset+20, 'IG', 19, psycopg2.Date(2019, 12, 20), 'Y7', 100, 0],
+# [offset+20, 'IG', 19, psycopg2.Date(2022, 12, 20), 'Y10', 100, 0],
+# [offset+30, 'HY', 15, psycopg2.Date(2015, 12, 20), 'Y3', 96, 0.026375],
+# [offset+30, 'HY', 15, psycopg2.Date(2013, 12, 20), 'Y5', 96, 0.026375],
+# [offset+30, 'HY', 15, psycopg2.Date(2013, 12, 20), 'Y7', 96, 0.026375],
+# ];
+
+
+# igbasketid = 182920
+# igattach = [0, 3, 7, 15, 100]
+# igtenors = ['Y3', 'Y5', 'Y7', 'Y10']
+# for tenor in igtenors:
+# for i, (attach, detach) in enumerate(zip(igattach[:-1], igattach[1:])):
+# tranche = [igbasketid+i, igbasketid, tenor, attach, detach]
+# cursor.execute("INSERT INTO tranche_desc VALUES(%s, %s, %s, %s, %s)", tranche)
+
+# hyattach = [0, 15, 25, 35, 100]
+# hytenors = ['Y3', 'Y5', 'Y7']
+# for basketid in [182900, 182930, 182910]:
+# for tenor in hytenors:
+# for i, (attach, detach) in enumerate(zip(hyattach[:-1], hyattach[1:])):
+# tranche = [basketid+i, basketid, tenor, attach, detach]
+# cursor.execute("INSERT INTO tranche_desc VALUES(%s, %s, %s, %s, %s)", tranche)
+
+euattach = [0, 3, 6, 9, 12, 22, 100]
+eutenors = ['Y3', 'Y5', 'Y7']
+eubasketid = 182950
+for tenor in eutenors:
+ for i, (attach, detach) in enumerate(zip(euattach[:-1], euattach[1:])):
+ tranche = [eubasketid+i, eubasketid, tenor, attach, detach]
+ cursor.execute("INSERT INTO tranche_desc VALUES(%s, %s, %s, %s, %s)", tranche)
+
+conn.commit()
+cursor.close()
+conn.close()
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