diff options
| -rw-r--r-- | python/intex_scenarios.py | 20 |
1 files changed, 12 insertions, 8 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py index aa14c823..273b9c96 100644 --- a/python/intex_scenarios.py +++ b/python/intex_scenarios.py @@ -3,7 +3,6 @@ import os.path import datetime
from datetime import date
import csv
-from collections import defaultdict
from csv import reader
import json
import codecs
@@ -40,7 +39,8 @@ conn = psycopg2.connect(database="ET", host="192.168.1.108")
cursor = conn.cursor()
-workdate = '2013-01-04'
+workdate = date.today().strftime('%Y-%m-%d')
+collatdate = '2013-01-04'
def get_reinv_assets(dealname, date):
d = {'REINV_TBA1': None, 'REINV_TBA2': None}
@@ -55,7 +55,8 @@ def get_reinv_assets(dealname, date): d['REINV_TBA2'] = line['Fixed or Float']
return d
-for dealname in ["abcl071", "ammcclo5", "atr4cdo", "atr5cdo", "blumt3", "callid6", "goldl5", "limes", "oceant2", "symph4"]:
+# for dealname in ["abcl071", "ammcclo5", "atr4cdo", "atr5cdo", "blumt3", "callid6", "goldl5", "limes", "oceant2", "symph4"]:
+for dealname in ["abcl071", "ammcclo5"]:
cursor.execute('SELECT \"Reinv End Date\" from latest_clo_universe where dealname=%s', (dealname,))
reinvenddate = cursor.fetchone()[0]
if reinvenddate:
@@ -63,14 +64,17 @@ for dealname in ["abcl071", "ammcclo5", "atr4cdo", "atr5cdo", "blumt3", "callid6 else:
print "missing reinvestment end date"
pdb.set_trace()
- reinv_assets = get_reinv_assets(dealname, workdate)
- with open(os.path.join(root, "Scenarios", "Intex curves", "csv", dealname + "-reinvprices.csv"), "r") as fhreinv:
+ reinv_assets = get_reinv_assets(dealname, collatdate)
+ basedir = os.path.join(root, "Scenarios", "Intex curves_" + workdate)
+ with open(os.path.join(basedir, "csv", dealname + "-reinvprices.csv"), "r") as fhreinv:
floatreinvprices = fhreinv.readline().rstrip("\n").split(",")
fixedreinvprices = fhreinv.readline().rstrip("\n").split(",")
- output = os.path.join(root, "Scenarios", "Intex curves", "sss", dealname + ".sss")
- cdrscenarios = os.path.join(root, "Scenarios", "Intex curves", "csv", dealname + "-cdr.csv")
- recoveryscenarios = os.path.join(root, "Scenarios", "Intex curves", "csv", dealname + "-recovery.csv")
+ output = os.path.join(basedir, "sss", dealname + ".sss")
+ if not os.path.exists(os.path.join(basedir, "sss")):
+ os.makedirs(os.path.join(basedir, "sss"))
+ cdrscenarios = os.path.join(basedir, "csv", dealname + "-cdr.csv")
+ recoveryscenarios = os.path.join(basedir, "csv", dealname + "-recovery.csv")
fh2 = open(output, "w")
fhcdr = open(cdrscenarios, "r")
fhrecovery = open(recoveryscenarios, "r")
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