diff options
| -rw-r--r-- | python/import_quotes.py | 2 | ||||
| -rw-r--r-- | python/intex/intex_scenarios.py | 3 | ||||
| -rw-r--r-- | python/load_cf.py | 2 | ||||
| -rw-r--r-- | python/markit_cds.py | 3 | ||||
| -rw-r--r-- | python/task_server/globeop.py | 4 | ||||
| -rw-r--r-- | python/yieldcurve.py | 7 |
6 files changed, 9 insertions, 12 deletions
diff --git a/python/import_quotes.py b/python/import_quotes.py index 589f3924..589e9033 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 {0}.csv".format(datetime.datetime.strftime(workdate, "%Y%m%d")) + filename = "cds eod {%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/intex/intex_scenarios.py b/python/intex/intex_scenarios.py index 2650b25a..eece4876 100644 --- a/python/intex/intex_scenarios.py +++ b/python/intex/intex_scenarios.py @@ -60,8 +60,7 @@ def get_reinvenddate(dealname): sqlstr = 'SELECT reinv_end_date from deal_indicative where dealname=%s'
reinvenddate = query_db(sqlstr, params = (dealname,))[0]
if reinvenddate:
- reinvenddate = reinvenddate.strftime("%Y%m%d")
- return reinvenddate
+ return reinvenddate.strftime("%Y%m%d")
else:
raise Exception("missing reinvestment end date")
diff --git a/python/load_cf.py b/python/load_cf.py index ca4c1fb5..0b998863 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-{0}.RData".format(date.strftime("%Y-%m-%d")))
+ "marketdata-{%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/markit_cds.py b/python/markit_cds.py index 05b7e9a7..bd004d3d 100644 --- a/python/markit_cds.py +++ b/python/markit_cds.py @@ -55,13 +55,12 @@ if __name__=="__main__": else:
workdate = pd.datetime.today()-BDay(1)
historical = False
- strworkdate = pd.datetime.strftime(workdate, "%Y%m%d")
payload = {'user': 'GuillaumeHorel',
'password': 'password',
'version': '5',
'format': 'csv',
'report': 'FIXED_COUPON',
- 'date': strworkdate,
+ 'date': workdate.strftime("%Y%m%d"),
'type': 'CDS'}
download_cds_data(payload)
payload.update({'type':'CredIndex','version':4})
diff --git a/python/task_server/globeop.py b/python/task_server/globeop.py index d252d415..0c5a82a9 100644 --- a/python/task_server/globeop.py +++ b/python/task_server/globeop.py @@ -113,8 +113,8 @@ def upload_data(startdate): file_to_upload = filelist[0][0]
newfile_to_upload = file_to_upload
if workdate < startdate:
- newfile_to_upload = "securitiesNpv{0}.csv".format(
- datetime.datetime.strftime(datetime.datetime.today(), "%Y%m%d_%H%M%S"))
+ newfile_to_upload = "securitiesNpv{%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
try:
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 7f27fe67..2dadf311 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -13,10 +13,9 @@ import matplotlib.pyplot as plt def getMarkitIRData(date = datetime.date.today()): basedir = os.path.join(root, "data", "Yield Curves") - datestr = date.strftime("%Y%m%d") - filename = "InterestRates_USD_{0}.xml".format(datestr) + filename = "InterestRates_USD_{%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_{0}.zip'.format(datestr)) + r = requests.get('http://www.markit.com/news/InterestRates_USD_{%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")) @@ -38,7 +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-{0}.csv".format(date.strftime("%Y-%m-%d"))) + "futures-{%Y-%m-%d}.csv".format(date) with open(futures_file) as fh: quotes = [float(line.split(",")[1]) for line in fh] return quotes |