diff options
| -rw-r--r-- | python/import_quotes.py | 2 | ||||
| -rw-r--r-- | python/load_cf.py | 2 | ||||
| -rw-r--r-- | python/task_server/globeop.py | 2 | ||||
| -rw-r--r-- | python/yieldcurve.py | 6 |
4 files changed, 6 insertions, 6 deletions
diff --git a/python/import_quotes.py b/python/import_quotes.py index 589e9033..73250691 100644 --- a/python/import_quotes.py +++ b/python/import_quotes.py @@ -70,7 +70,7 @@ def get_current_tickers(database, workdate): def insert_cds(database, workdate): all_tickers, markit_bbg_mapping = get_current_tickers(database, workdate) - filename = "cds eod {%Y%m%d}.csv".format(workdate) + filename = "cds eod {0:%Y%m%d}.csv".format(workdate) colnames = ['Upfront'+tenor for tenor in ['6m', '1y', '2y', '3y', '4y', '5y', '7y', '10y']] sqlstr = "INSERT INTO cds_quotes(date, curve_ticker, upfrontbid, upfrontask," \ "runningbid, runningask, source, recovery) VALUES(%s, %s, %s, %s, %s, %s, %s, %s)" diff --git a/python/load_cf.py b/python/load_cf.py index 0b998863..3eb5a20f 100644 --- a/python/load_cf.py +++ b/python/load_cf.py @@ -65,7 +65,7 @@ def get_configfile(dealname, tradedate): def get_dist(date):
distfile = os.path.join(root, "Scenarios", "Calibration",
- "marketdata-{%Y-%m-%d}.RData".format(date))
+ "marketdata-{0:%Y-%m-%d}.RData".format(date))
dist = ro.r.load(distfile)
return {"L": np.array(dist[0]),"R": np.array(dist[1])}
diff --git a/python/task_server/globeop.py b/python/task_server/globeop.py index 0c5a82a9..7d0d3f39 100644 --- a/python/task_server/globeop.py +++ b/python/task_server/globeop.py @@ -113,7 +113,7 @@ def upload_data(startdate): file_to_upload = filelist[0][0]
newfile_to_upload = file_to_upload
if workdate < startdate:
- newfile_to_upload = "securitiesNpv{%Y%m%d_%H%M%S}.csv".\
+ newfile_to_upload = "securitiesNpv{0:%Y%m%d_%H%M%S}.csv".\
format(datetime.datetime.today())
# due to the way the drive is mounted, we get an exception when copy
# tries to change permissions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 2dadf311..b426c6cc 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -13,9 +13,9 @@ import matplotlib.pyplot as plt def getMarkitIRData(date = datetime.date.today()): basedir = os.path.join(root, "data", "Yield Curves") - filename = "InterestRates_USD_{%Y%m%d}.xml".format(date) + filename = "InterestRates_USD_{0:%Y%m%d}.xml".format(date) if not os.path.exists(os.path.join(basedir, filename)): - r = requests.get('http://www.markit.com/news/InterestRates_USD_{%Y%m%d}.zip'.format(date)) + r = requests.get('http://www.markit.com/news/InterestRates_USD_{0:%Y%m%d}.zip'.format(date)) if "x-zip" in r.headers['content-type']: with zipfile.ZipFile(BytesIO(r.content)) as z: z.extractall(path = os.path.join(root, "data", "Yield Curves")) @@ -37,7 +37,7 @@ def getMarkitIRData(date = datetime.date.today()): def get_futures_data(date = datetime.date.today()): futures_file = os.path.join(root, "data", "Yield Curves", - "futures-{%Y-%m-%d}.csv".format(date) + "futures-{0:%Y-%m-%d}.csv".format(date) with open(futures_file) as fh: quotes = [float(line.split(",")[1]) for line in fh] return quotes |