diff options
| -rw-r--r-- | R/load_cf.R | 16 |
1 files changed, 5 insertions, 11 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index 6d6c4116..380e87c7 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -251,7 +251,7 @@ getcusipcf <- function(params, cfdata, dist, tradedate=Sys.Date()){ delta = compute.delta(dist, cfdata[[dealname]], cusip.pv),
mvoc = (cfdata[[dealname]]$mv+cfdata[[dealname]]$principalbal)/
indicdata$cum_bal-1,
- mvcoverage = 1+(cfdata[[dealname]]$mv-indicdata$cum_bal)/indicdata$curr_bal,
+ mvcoverage = 1+(cfdata[[dealname]]$mv+cfdata[[dealname]]$principalbal-indicdata$cum_bal)/indicdata$curr_bal,
fields=r)
cat("done", cusip, "\n")
}
@@ -306,10 +306,8 @@ sqlstring <- paste0("UPDATE et_deal_model_numbers SET ", for(dealname in names(cfdata)){
r <- dbSendQuery(etdb, sqlstring, params = list(cfdata[[dealname]]$wapbasis*100,
dealname,
- tradedate))
- if(dbHasCompleted(r)){
- dbClearResult(r)
- }
+ tradedate))
+ dbClearResult(r)
}
## upload model data
@@ -332,9 +330,7 @@ for(cusip in names(cusipdata)){ paste(paste0("$", 1:length(params)), collapse=","))
}
r <- dbSendQuery(etdb, sqlstring, params=params)
- if(dbHasCompleted(r)){
- dbClearResult(r)
- }
+ dbClearResult(r)
identifier <- dbGetQuery(dawndb, "SELECT identifier from securities WHERE cusip=$1",
params=list(cusip))
identifier <- if(nrow(identifier)>0) identifier$identifier else NULL
@@ -350,8 +346,6 @@ for(cusip in names(cusipdata)){ params <- c(identifier, as.character(tradedate), 'HY', values)
}
r <- dbSendQuery(dawndb, sqlstring, params=params)
- if(dbHasCompleted(r)){
- dbClearResult(r)
- }
+ dbClearResult(r)
}
}
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