3 files changed, 0 insertions, 140 deletions
diff --git a/python/facility_download.py b/python/facility_download.py
deleted file mode 100644
index 58a0603c..00000000
--- a/python/facility_download.py
+++ /dev/null
@@ -1,40 +0,0 @@
-import requests
-import os
-from common import root
-from db import conn, query_db
-
-legal = 'serecap'
-username = 'serecapuser'
-password = 'Welcome1'
-
-# sqlstring = "SELECT DISTINCT LoanXID from markit_prices";
-# common.cursor.execute(sqlstring)
-
-flag = False
-
-# with open( os.path.join(common.root, "data", "Facility files",
-#                         "facility_latest.csv"), "wb") as fh:
-#     for loanxid in common.cursor.fetchall():
-#         r = requests.get('https://loans.markit.com/loanx/LoanXOneFacility.csv?LEGALENTITY={0}&USERNAME={1}&PASSWORD={2}&LOANXID={3}'.format(legal, username, password, loanxid[0]))
-#         if flag:
-#             fh.write(r.content.split('\n')[1] + "\n")
-#         else:
-#             fh.write(r.content.split('\n')[0] + "\n")
-#             fh.write(r.content.split('\n')[1] + "\n")
-#             flag = True
-
-
-sqlstring  = "select loanxid from markit_prices except (select loanxid from latest_markit_prices2)"
-loan_ids = query_db(sqlstring, one=False)
-with open( os.path.join(root, "data", "Facility files",
-                        "facility_test.csv"), "wb") as fh:
-    for loanxid in loan_ids:
-        r = requests.get('https://loans.markit.com/loanx/LoanXOneFacility.csv?LEGALENTITY={0}&USERNAME={1}&PASSWORD={2}&LOANXID={3}'.format(legal, username, password, loanxid[0]))
-        if flag:
-            fh.write(r.content.split('\n')[1] + "\n")
-        else:
-            fh.write(r.content.split('\n')[0] + "\n")
-            fh.write(r.content.split('\n')[1] + "\n")
-            flag = True
-
-conn.close()
diff --git a/python/insert_composite_quotes.py b/python/insert_composite_quotes.py
deleted file mode 100644
index 8d82bc32..00000000
--- a/python/insert_composite_quotes.py
+++ /dev/null
@@ -1,51 +0,0 @@
-from sqlalchemy import Table, create_engine, MetaData
-import os
-import csv
-import datetime
-
-##script to load quotes from markit composite quotes csv file
-engine = create_engine('postgresql://serenitas_user@debian/serenitasdb')
-metadata = MetaData(bind = engine)
-quotes = Table('tranche_quotes', metadata, autoload = True)
-ins = quotes.insert()
-
-root_dir = '/home/share/CorpCDOs'
-
-def convert(x):
-    try:
-        return float(x)
-    except:
-        return None
-
-tenordict = {'3Y': '3yr', '5Y': '5yr', '7Y':'7yr', '10Y':'10yr'}
-
-with open(os.path.join(root_dir, 'Tranche_data', 'CDXNAIG Tranches.csv')) as fh:
-    reader = csv.DictReader(fh)
-    data = []
-    for csvdict in reader:
-        timestamp =  datetime.datetime.strptime(csvdict['Date'], "%m/%d/%Y")
-        if timestamp==datetime.datetime(2010, 7, 5):
-            continue
-        attach = int(float(csvdict['Attachment'])*100)
-        detach = int(float(csvdict['Detachment'])*100)
-        series = int(csvdict['Index Series'])
-        version = int(csvdict['Index Version'])
-
-        d = {'quotedate' : timestamp,
-             'indexrefprice': float(csvdict['Index Price Mid'])*100,
-             'indexrefspread': 80 if series==9 else 100,
-             'quotesource' : 'MKIT',
-             'trancheupfront' : convert(csvdict['Tranche Upfront Mid']),
-             'trancherunning' : convert(csvdict['Tranche Spread Mid']),
-             'tenor' : tenordict[csvdict['Index Term']],
-             'index' : 'IG',
-             'series': series,
-             'version': version,
-             'attach': attach,
-             'detach': detach,
-             'corratdetachment': convert(csvdict['Base Correlation'])
-             }
-        data.append(d)
-
-with engine.begin() as conn:
-    conn.execute(ins, data)
diff --git a/python/insert_tranche_quotes_old.py b/python/insert_tranche_quotes_old.py
deleted file mode 100644
index 9e24a02a..00000000
--- a/python/insert_tranche_quotes_old.py
+++ /dev/null
@@ -1,49 +0,0 @@
-from sqlalchemy import Table, create_engine, MetaData
-import os
-import csv
-import datetime
-import pdb
-
-engine = create_engine('postgresql://serenitas_user@debian/serenitasdb')
-metadata = MetaData(bind = engine)
-quotes = Table('tranche_quotes', metadata, autoload = True)
-ins = quotes.insert()
-
-root_dir = '/home/share/CorpCDOs'
-quotefiles = [f for f in os.listdir(os.path.join(root_dir, 'Scenarios', 'Calibration')) if 'tranches' in f]
-K = [0, 15, 25, 35, 100]
-
-for quotefile in quotefiles:
-    with open(os.path.join(root_dir, 'Scenarios', 'Calibration', quotefile)) as fh:
-        quotedate = datetime.datetime.strptime(os.path.splitext(quotefile)[0].split("_")[-1], "%Y-%m-%d").date()
-        series=19 if "19" in quotefile else 21
-        index = os.path.splitext(quotefile)[0].split("_")
-        if quotedate != datetime.date(2014, 6, 6) or series!=19:
-            continue
-
-        if quotedate <= datetime.date(2014, 5, 21):
-            version=1
-        else:
-            version=2
-        reader = csv.DictReader(fh)
-        data = []
-
-        for i, csvdict in enumerate(reader):
-            timestamp = datetime.datetime.strptime(csvdict['bidTime'], "%m/%d/%Y %H:%M:%S %p")
-            d = {'quotedate' : timestamp,
-                 'indexrefprice': csvdict['bidRefPrice'],
-                 'indexrefspread': 500,
-                 'tranchedelta': csvdict['bidDelta'],
-                 'quotesource' : csvdict['AskContributorCode'],
-                 'trancheupfront' : csvdict['Mid'],
-                 'trancherunning' : float(csvdict['Coupon']) * 10000 if 'Coupon' in csvdict else 500,
-                 'tenor' : '5yr',
-                 'index' : 'HY',
-                 'series': series,
-                 'version': version,
-                 'attach': K[i],
-                 'detach': K[i+1]
-            }
-            data.append(d)
-    with engine.begin() as conn:
-        conn.execute(ins, data)