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-rw-r--r--R/build_portfolios.R14
-rw-r--r--R/build_scenarios.R10
-rw-r--r--R/creditIndex.R6
-rw-r--r--R/pretty_plots.R3
-rw-r--r--R/yieldcurve.R8
-rw-r--r--python/common.py2
-rw-r--r--python/task_server/insert_tranche_quotes.py2
7 files changed, 16 insertions, 29 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R
index 6697ca22..cef04db6 100644
--- a/R/build_portfolios.R
+++ b/R/build_portfolios.R
@@ -3,10 +3,10 @@ library("yaml")
args <- commandArgs(trailingOnly=TRUE)
-if(.Platform$OS.type == "unix"){
- root.dir <- "/home/share/CorpCDOs"
+if(Sys.getenv("DATA_DIR") == ""){
+ root.dir <- "/home/serenitas/CorpCDOs"
}else{
- root.dir <- "//WDSENTINEL/share/CorpCDOs"
+ root.dir <- file.path(Sys.getenv("DATA_DIR"), "..")
}
code.dir <- if(Sys.getenv("CODE_DIR")=="") file.path(root.dir, "code") else Sys.getenv("CODE_DIR")
@@ -25,12 +25,6 @@ if(interactive()) {
argslist <- strsplit(args[-1], ",")
dealnames <- unlist(lapply(argslist, function(x)x[1]))
reinvflags <- as.logical(unlist(lapply(argslist, function(x)x[2])))
- }else{
- data <- read.table(file.path(root.dir, "scripts", "deals_to_price.txt"),
- colClasses=c("character", "logical"))
- dealnames <- data$V1
- reinvflags <- data$V2
- }
workdate <- if(length(args) >=1) as.Date(args[1]) else Sys.Date()
}
@@ -38,7 +32,7 @@ calibration.date <- addBusDay(workdate, -1)
exportYC(calibration.date)
index <- creditIndex("hy27")
index <- set.index.desc(index, calibration.date)
-global.params <- yaml.load_file(file.path(root.dir, "code", "etc", "params.yml"))
+global.params <- yaml.load_file(file.path(code.dir, "etc", "params.yml"))
cusipdata <- cusip.data(workdate)
cashspread.discount <- 0
diff --git a/R/build_scenarios.R b/R/build_scenarios.R
index a0187762..c484adde 100644
--- a/R/build_scenarios.R
+++ b/R/build_scenarios.R
@@ -10,10 +10,10 @@ if(hostname=="debian"){
args <- commandArgs(trailingOnly=TRUE)
-if(.Platform$OS.type == "unix"){
- root.dir <- "/home/share/CorpCDOs"
-}else{
- root.dir <- "//WDSENTINEL/share/CorpCDOs"
+if(Sys.getenv("DATA_DIR")=="") {
+ root.dir <- "/home/serenitas/CorpCDOs"
+} else {
+ root.dir <- file.path(Sys.getenv("DATA_DIR"), "..")
}
code.dir <- if(Sys.getenv("CODE_DIR")=="") file.path(root.dir, "code") else Sys.getenv("CODE_DIR")
@@ -47,7 +47,7 @@ Ngrid <- 201
support <- seq(0, 1, length = Ngrid)
n.scenarios <- 100
recov.adj <- 1
-params <- yaml.load_file(file.path(root.dir, "code", "etc", "params.yml"))
+params <- yaml.load_file(file.path(code.dir, "etc", "params.yml"))
for(j in seq_along(dealnames)){
load(file.path(root.dir, "Scenarios", paste("Portfolios", tradedate, sep="_"),
diff --git a/R/creditIndex.R b/R/creditIndex.R
index 68986e81..3788b2a2 100644
--- a/R/creditIndex.R
+++ b/R/creditIndex.R
@@ -1,7 +1,7 @@
-root.dir <- if(.Platform$OS.type == "unix"){
- "/home/share/CorpCDOs"
+root.dir <- if(Sys.getenv("DATA_DIR") == ""){
+ "/home/serenitas/CorpCDOs"
}else{
- "//WDSENTINEL/share/CorpCDOs"
+ file.path(Sys.getenv("DATA_DIR"), "..")
}
library(lossdistrib)
diff --git a/R/pretty_plots.R b/R/pretty_plots.R
index e883910f..5a46f174 100644
--- a/R/pretty_plots.R
+++ b/R/pretty_plots.R
@@ -1,6 +1,5 @@
library(ggplot2)
-root.dir <- "/home/share/CorpCDOs/"
-source(file.path(root.dir, "code", "R", "load_cf.R"))
+source(file.path(Sys.getenv("CODE_DIR"), "R", "load_cf.R"))
date <- Sys.Date()
dists <- list()
diff --git a/R/yieldcurve.R b/R/yieldcurve.R
index fd6c5744..7cf3317b 100644
--- a/R/yieldcurve.R
+++ b/R/yieldcurve.R
@@ -1,11 +1,5 @@
require(RQuantLib)
-root.dir <- if(.Platform$OS.type == "unix"){
- "/home/share/CorpCDOs"
-}else{
- "//WDSENTINEL/share/CorpCDOs"
-}
-
-source(file.path(root.dir, "code", "R", "db.R"))
+source(file.path(Sys.getenv("CODE_DIR"), "R", "db.R"))
getMarkitIRData <- function(date=Sys.Date(), currency=c("USD", "EUR")) {
## returns Markit rates from serenitasdb
diff --git a/python/common.py b/python/common.py
index 557189a4..009f0ba6 100644
--- a/python/common.py
+++ b/python/common.py
@@ -3,7 +3,7 @@ import os
if os.name =='nt':
root = "//WDsentinel/share/CorpCDOs"
elif os.name == 'posix':
- root = '/home/share/CorpCDOs'
+ root = '/home/serenitas/CorpCDOs'
def sanitize_float(intex_float):
try:
diff --git a/python/task_server/insert_tranche_quotes.py b/python/task_server/insert_tranche_quotes.py
index 58a6e207..02d93190 100644
--- a/python/task_server/insert_tranche_quotes.py
+++ b/python/task_server/insert_tranche_quotes.py
@@ -36,7 +36,7 @@ runningdict2 = {0: 500, 3:500, 7:500, 10:100, 15:100, 30:100}
def insert_quotes(year=2016, quote_dir=None):
if not quote_dir:
- root_dir = '/home/share/CorpCDOs'
+ root_dir = '/home/serenitas/CorpCDOs'
quote_dir = os.path.join(root_dir, 'Tranche_data', 'Quotes')
quotefiles = [f for f in os.listdir(quote_dir) if f.endswith('csv')]
for quotefile in quotefiles: