diff options
| -rw-r--r-- | python/backfill_index.py | 13 |
1 files changed, 8 insertions, 5 deletions
diff --git a/python/backfill_index.py b/python/backfill_index.py index 99f61ae4..0ecc9ba7 100644 --- a/python/backfill_index.py +++ b/python/backfill_index.py @@ -4,19 +4,22 @@ import pandas as pd metadata = MetaData(bind = engine) index_quotes = Table('index_quotes', metadata, autoload=True) -series = [9, 11, 13, 15, 17, 19, 21] -tenor = ['3yr', '5yr', '7yr', '10yr'] +#series = [9, 11, 13, 15, 17, 19, 21] +series=[9] +#tenor = ['3yr', '5yr', '7yr', '10yr'] +tenor = ['3yr', '5yr', '7yr'] +index_type ='HY' for s in series: for t in tenor: - index = "ig{0}".format(s) - stmt = index_quotes.delete().where((index_quotes.c.index=='IG') & + index = "{0}{1}".format(index_type.lower(), s) + stmt = index_quotes.delete().where((index_quotes.c.index==index_type) & (index_quotes.c.series==s) & (index_quotes.c.tenor==t)) engine.execute(stmt) df = pd.read_excel('/home/share/CorpCDOs/index historical.xlsx', "{0} {1}".format(index, t)) df.rename(columns={k: k.lower() for k in df.columns.tolist()}, inplace=True) - df['index']='IG' + df['index']= index_type df['series']=s df['tenor']=t df.to_sql('index_quotes', engine, if_exists='append', index=False) |