diff options
| -rw-r--r-- | tranches_insight/tranches_insight.py | 49 |
1 files changed, 38 insertions, 11 deletions
diff --git a/tranches_insight/tranches_insight.py b/tranches_insight/tranches_insight.py index 13928c7c..1c6b2991 100644 --- a/tranches_insight/tranches_insight.py +++ b/tranches_insight/tranches_insight.py @@ -1,23 +1,50 @@ -from flask import Flask, render_template, jsonify, request +from flask import Flask, render_template, jsonify, request, g import os, csv, yaml +import datetime +import psycopg2 + app = Flask(__name__) basedir = "/home/share/CorpCDOs" + +def get_attach_from_name(index_type, series): + if index_type.lower() == "ig": + if series == 9: + attach = [0, 3, 7, 10, 15, 30, 100] + else: + attach = [0, 3, 7, 15, 100] + elif index_type.lower() == "hy": + attach = [0, 15, 25, 35, 100] + return attach + +def get_db(): + db = getattr(g, '_database', None) + if db is None: + db = g._database = psycopg2.connect(database="serenitasdb", + user="serenitas_user", + password="Serenitas1", + host="debian") + return db + +@app.teardown_appcontext +def close_connection(exception): + db = getattr(g, '_database', None) + if db is not None: + db.close() + @app.route("/_data") def get_corr(): index = request.args.get("i") - series = request.args.get("s") + series = request.args.get("s", 0, int) tenor = request.args.get("t") data = [] - with open(os.path.join(basedir, "Tranche_data", "Runs", - "{0}{1}.{2}.csv".format(index, series, tenor))) as fh: - csvreader = csv.DictReader(fh) - for line in csvreader: - date = line["date"].replace("-","/") - corrkeys = [k for k in line.keys() if k.endswith("Corr")] - corrkeys = sorted(corrkeys, key=lambda x: int(x.split(" ")[0])) - data.append([date] + [line[k] for k in corrkeys]) - return jsonify(labels=["Date"] + corrkeys, data=data) + db = get_db() + attach = get_attach_from_name(index, series) + with db.cursor() as c: + c.execute("SELECT date, skew from risk_numbers WHERE index=%s and series=%s" \ + "and tenor=%s ORDER BY date", (index.upper(), series, tenor)) + data = [["%s/%s/%s" % (date.year, date.month, date.day)] + skew[:-1] for date, skew in c] + return jsonify(labels=["Date"] + ["{0} Corr".format(a) for a in attach[1:-1]], data=data) @app.route("/") def main(): |