diff options
| -rw-r--r-- | python/intex/load_indicative.py | 29 |
1 files changed, 14 insertions, 15 deletions
diff --git a/python/intex/load_indicative.py b/python/intex/load_indicative.py index 50e29557..0686ca92 100644 --- a/python/intex/load_indicative.py +++ b/python/intex/load_indicative.py @@ -14,9 +14,10 @@ def convertToNone(s): return None if s in ["", "-", "NR"] else s def insert_new_cusip(conn, line): - line['Pari-Passu Tranche'] = line['Pari-Passu Tranche'].split(",") - to_insert = (line['CUSIP'], line['ISIN'], line['Bloomberg Ticker'], dealname, - tranche, line['Pari-Passu Tranche']) + if line['Pari-Passu Tranches']: + line['Pari-Passu Tranches'] = line['Pari-Passu Tranches'].split(",") + to_insert = (line['CUSIP'], line['ISIN'], line['Bloomberg Ticker'], + line['dealname'], line['tranche'], line['Pari-Passu Tranches']) for key in ['Orig Balance', 'Orig Attachment Point','Orig Detachment Point', 'Floater Spread/Margin']: if line[key]: @@ -24,8 +25,8 @@ def insert_new_cusip(conn, line): line[key] = convertToNone(line[key]) to_insert += (line['Orig Balance'], line.get('Orig Moody'), line['Orig Attachment Point'], line['Orig Detachment Point'], - line['Floater Index'], line['Floater Spread/Margin']) - sqlstr = "INSERT INTO cusip_ref VALUES({0})".format(",".join(["%s"]*12)) + line['Floater Index'], line['Floater Spread/Margin'], line['Type']) + sqlstr = "INSERT INTO cusip_ref VALUES({0})".format(",".join(["%s"]*13)) with conn.cursor() as c: try: c.execute(sqlstr, to_insert) @@ -63,19 +64,17 @@ def upload_cusip_data(conn, filename): sqlstring = "SELECT cusip FROM cusip_ref WHERE cusip=%s" with conn.cursor() as c: c.execute(sqlstring, (line['CUSIP'],)) - if c is None: - try: - insert_new_cusip(conn, line) - except ValueError: - continue + r = c.fetchone() + if r is None: + try: + insert_new_cusip(conn, line) + except ValueError: + continue sqlstring = "SELECT max(updatedate) FROM cusip_update WHERE cusip = %s" with conn.cursor() as c: c.execute(sqlstring, (line['CUSIP'],)) - try: - curr_date, = c.fetchone() - except TypeError: - curr_date = dealupdate[dealname] - 1 - if curr_date < dealupdate[dealname]: + curr_date, = c.fetchone() + if curr_date is None or curr_date < dealupdate[dealname]: try: for key in ['Curr Balance', 'Curr Attachment Point (def at MV)', 'Curr Detachment Point (def at MV)', 'Factor', 'Coupon']: |