diff options
| -rw-r--r-- | python/backfill_cds.py | 20 | ||||
| -rw-r--r-- | python/db.py | 10 | ||||
| -rw-r--r-- | python/import_cds_quotes.py | 20 | ||||
| -rw-r--r-- | python/insert_tranche_quotes.py | 2 | ||||
| -rw-r--r-- | python/markit_cds.py | 6 |
5 files changed, 29 insertions, 29 deletions
diff --git a/python/backfill_cds.py b/python/backfill_cds.py index b40bf2d9..5cb65aef 100644 --- a/python/backfill_cds.py +++ b/python/backfill_cds.py @@ -2,7 +2,7 @@ import os import common import csv import datetime -from db import connmlpdb +from db import serenitasdb import pdb from import_cds_quotes import get_current_tickers import psycopg2 @@ -14,7 +14,7 @@ def convert(x): return None sqlstr = "select markit_ticker, cds_curve from index_members(%s, %s)" -with connmlpdb.cursor() as c: +with serenitasdb.cursor() as c: c.execute(sqlstr, ('HY17', datetime.date(2014,5,10))) bbg_markit_mapping = {a: b[1:] for a, b in c} @@ -30,7 +30,7 @@ for f in filelist: date = f[17:27] with open(os.path.join(basedir, f)) as fh: csvreader = csv.DictReader(fh) - c = connmlpdb.cursor() + c = serenitasdb.cursor() for line in csvreader: if not line['ticker']: continue @@ -40,10 +40,10 @@ for f in filelist: zip(tenors, bbg_markit_mapping[line['ticker']])] try: c.executemany(sqlstr, toinsert) - connmlpdb.commit() + serenitasdb.commit() except psycopg2.IntegrityError: print("%s already in there for date %s" % (line['ticker'], date)) - connmlpdb.rollback() + serenitasdb.rollback() continue c.close() @@ -59,7 +59,7 @@ for f in filelist: # for f in filelist: # date = datetime.datetime.strptime(f[17:27], "%Y-%m-%d").date() -# with connmlpdb.cursor() as c: +# with serenitasdb.cursor() as c: # c.execute(sqlstr2, (date,)) # l = set([t[0] for t in c]) # print(f) @@ -70,15 +70,15 @@ for f in filelist: # continue # knowntickers = [(date, t) for t in tm[line['ticker']][1:6] if t in l] # unknowntickers = [(tenor[i], t) for i, t in enumerate(tm[line['ticker']][1:6], 1)] -# with connmlpdb.cursor() as c: +# with serenitasdb.cursor() as c: # c.executemany(sqlstr3, knowntickers) -# connmlpdb.commit() +# serenitaspdb.commit() # toinsert = [(date, ticker, convert(line[tenor]), convert(line[tenor]), # float(line['running']), float(line['running']), 'MKIT', # float(line['recovery'])/100) for tenor, ticker in unknowntickers] -# with connmlpdb.cursor() as c: +# with serenitasdb.cursor() as c: # c.executemany(sqlstr, toinsert) -# connmlpdb.commit() +# serenitasdb.commit() # tenord = {'3Y': '3yr', '5Y': '5yr', '7Y': '7yr', '10Y': '10yr'} # sqlstr = "INSERT INTO tranche_quotes VALUES({0})".format(",".join(["%s"]*17)) diff --git a/python/db.py b/python/db.py index 38a152c3..a2deb2fc 100644 --- a/python/db.py +++ b/python/db.py @@ -7,11 +7,11 @@ conn = psycopg2.connect(database="ET", host="debian", cursor_factory=DictCursor) -connmlpdb = psycopg2.connect(database="mlpdb", - user="mlpdb_user", - password="Serenitas1", - host="debian", - cursor_factory=DictCursor) +serenitasdb = psycopg2.connect(database="serenitasdb", + user="serenitas_user", + password="Serenitas1", + host="debian", + cursor_factory=DictCursor) def with_connection(f): def with_connection_(*args, **kwargs): # or use a pool, or a factory function... diff --git a/python/import_cds_quotes.py b/python/import_cds_quotes.py index 430ff190..d45a947f 100644 --- a/python/import_cds_quotes.py +++ b/python/import_cds_quotes.py @@ -2,7 +2,7 @@ import os from common import root import csv import datetime -from db import connmlpdb +from db import serenitasdb import re, sys from pandas.tseries.offsets import BDay import pdb @@ -13,13 +13,13 @@ def convert(x): except ValueError: return None -def get_current_tickers(connmlpdb, workdate): +def get_current_tickers(database, workdate): sqlstr = "SELECT markit_ticker, markit_tier, cds_curve from index_members(%s, %s)" markit_bbg_mapping = {} all_tickers = set([]) for index in ['HY9', 'HY10', 'HY15', 'HY17', 'HY19', 'HY21', 'IG9', 'IG19', 'IG21']: spread=0.05 if 'HY' in index else 0.01 - with connmlpdb.cursor() as c: + with database.cursor() as c: c.execute(sqlstr, (index, workdate)) for line in c: all_tickers.add((line['markit_ticker'], line['markit_tier'])) @@ -31,20 +31,20 @@ def get_current_tickers(connmlpdb, workdate): return (all_tickers, markit_bbg_mapping) -def insert_cds(connmlpdb, workdate): - all_tickers, markit_bbg_mapping = get_current_tickers(connmlpdb, workdate) +def insert_cds(database, workdate): + all_tickers, markit_bbg_mapping = get_current_tickers(database, workdate) filename = "cds eod {0}.csv".format(datetime.datetime.strftime(workdate, "%Y%m%d")) colnames = ['Upfront'+tenor for tenor in ['6m', '1y', '2y', '3y', '4y', '5y', '7y', '10y']] sqlstr = "INSERT INTO cds_quotes(date, curve_ticker, upfrontbid, upfrontask," \ "runningbid, runningask, source, recovery) VALUES(%s, %s, %s, %s, %s, %s, %s, %s)" tickers_found = set([]) - with connmlpdb.cursor() as c: + with database.cursor() as c: c.execute("DELETE from cds_quotes where date=%s", (workdate,)) - connmlpdb.commit() + database.commit() with open(os.path.join(root, "Tranche_data", "CDS", filename)) as fh: csvreader = csv.DictReader(fh) - with connmlpdb.cursor() as c: + with database.cursor() as c: for line in csvreader: tickers_found.add((line['Ticker'], line['Tier'])) k = (line['Ticker'], line['Tier'], line['Ccy'], line['DocClause'], float(line['RunningCoupon'])) @@ -56,7 +56,7 @@ def insert_cds(connmlpdb, workdate): for i, t in enumerate(markit_bbg_mapping[k])]) except KeyError: continue - connmlpdb.commit() + database.commit() print(all_tickers-tickers_found) if __name__=="__main__": @@ -65,4 +65,4 @@ if __name__=="__main__": else: workdate = datetime.datetime.today()-BDay(1) workdate = workdate.date() - insert_cds(connmlpdb, workdate) + insert_cds(serenitasdb, workdate) diff --git a/python/insert_tranche_quotes.py b/python/insert_tranche_quotes.py index 04be60f3..6d62b534 100644 --- a/python/insert_tranche_quotes.py +++ b/python/insert_tranche_quotes.py @@ -5,7 +5,7 @@ import csv import datetime
import logging
-engine = create_engine('postgresql://mlpdb_user:Serenitas1@debian/mlpdb')
+engine = create_engine('postgresql://serenitas_user:Serenitas1@debian/serenitasdb')
metadata = MetaData(bind = engine)
quotes = Table('tranche_quotes', metadata, autoload = True)
ins = quotes.insert()
diff --git a/python/markit_cds.py b/python/markit_cds.py index f2319bfa..0df3b2cb 100644 --- a/python/markit_cds.py +++ b/python/markit_cds.py @@ -7,7 +7,7 @@ import zipfile, io import shutil
import pandas as pd
from pandas.tseries.offsets import BDay
-from db import connmlpdb
+from db import serenitasdb
from import_cds_quotes import insert_cds
def convertToNone(v):
@@ -56,5 +56,5 @@ if __name__=="__main__": download_cds_data(payload)
payload.update({'type':'CredIndex','version':4})
download_composite_data(payload)
- insert_cds(connmlpdb, workdate.date())
- connmlpdb.close()
+ insert_cds(serenitasdb, workdate.date())
+ serenitasdb.close()
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