diff options
| -rw-r--r-- | R/creditIndex.R | 9 | ||||
| -rw-r--r-- | R/serenitasdb.R | 9 | ||||
| -rw-r--r-- | R/thetas-durations.R | 9 |
3 files changed, 13 insertions, 14 deletions
diff --git a/R/creditIndex.R b/R/creditIndex.R index e3002b3f..5fff04f8 100644 --- a/R/creditIndex.R +++ b/R/creditIndex.R @@ -102,15 +102,6 @@ tocsv <- function(index){ return(paste(row, collapse=",")) } -sqlArray <- function(vec){ - vec[is.na(vec)] <- "NULL" - return( sprintf("Array[%s]", paste(vec, collapse=",")) ) -} - -sqlQuote <- function(s){ - return( sprintf("'%s'", s) ) -} - tosql <- function(index){ ## write sql representation of the index object values <- c(sqlQuote(index$tradedate), diff --git a/R/serenitasdb.R b/R/serenitasdb.R index 071df331..89cc7733 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -4,6 +4,15 @@ serenitasdb <- dbConnect(RPostgres::Postgres(), user = "serenitas_user", host="debian") +sqlArray <- function(vec){ + vec[is.na(vec)] <- "NULL" + return( sprintf("Array[%s]", paste(vec, collapse=",")) ) +} + +sqlQuote <- function(slist){ + return( unlist(lapply(slist, function(s) sprintf("'%s'", s)) ) ) +} + nameToBasketID <- function(name, date=Sys.Date()){ sqlstr <- "SELECT * from nametobasketid($1, $2)" r <- dbGetQuery(serenitasdb, sqlstr, params=list(name, date)) diff --git a/R/thetas-durations.R b/R/thetas-durations.R index 02001187..98ddd822 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -20,7 +20,7 @@ source(file.path(root.dir, "code", "R", "cds_functions_generic.R")) source(file.path(root.dir, "code", "R", "yieldcurve.R")) get.indexquotes <- function(index, series, tenors=c("3yr", "5yr", "7yr"), onlymissing=TRUE){ - arraystring1 <- paste0("Array[''", paste(tenors, collapse = "'', ''"), "'']::tenor[]") + arraystring1 <- paste0(sqlArray(sqlQuote(sqlQuote(tenors))), "::tenor[]") arraystring2 <- paste0('"', paste(tenors, collapse='" float, "'), '" float') sqlstr <- paste("select * from crosstab('select date, tenor, closeprice from index_quotes", "where index=''%s''and series=%s") @@ -36,10 +36,9 @@ get.indexquotes <- function(index, series, tenors=c("3yr", "5yr", "7yr"), onlymi get.indexmaturity <- function(index, series){ sqlstr <- paste("select maturity, coupon/cast(10000 as float)as running, tenor", - "from index_maturity where index='%s'", - "and series=%s order by maturity") - stmt <- sprintf(sqlstr, index, series) - df <- dbGetQuery(serenitasdb, stmt) + "from index_maturity where index=$1", + "and series=$2 order by maturity") + df <- dbGetQuery(serenitasdb, sqlstr, params=list(index, series)) return( df ) } |