diff options
Diffstat (limited to 'R/build_portfolios.R')
| -rw-r--r-- | R/build_portfolios.R | 28 |
1 files changed, 14 insertions, 14 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index 1081688c..1bf2bc68 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -43,7 +43,7 @@ global.params <- yaml.load_file(file.path(root.dir, "code", "etc", "params.yml") cusipdata <- cusip.data()
cashspread.discount <- 0
-currdealnames <- dbGetQuery(dbCon, "select updatedate, dealname from latest_deal_model_numbers")
+currdealnames <- dbGetQuery(etdb, "select updatedate, dealname from latest_deal_model_numbers")
## build portfolio data
for(i in seq_along(dealnames)){
deal.name <- dealnames[i]
@@ -83,13 +83,13 @@ for(i in seq_along(dealnames)){ "dealspread = $2, cdopercentage = $3, stalepercentage= $4, ",
"marketvalue = $5",
"WHERE dealname= $6 and updatedate = $7")
- r <- dbSendQuery(dbCon, sqlstring,params = list(deal.spread5y,
- deal.spreadatmaturity,
- deal.portfolio$cdopercentage,
- deal.portfolio$stale,
- mv,
- deal.name,
- workdate))
+ r <- dbSendQuery(etdb, sqlstring,params = list(deal.spread5y,
+ deal.spreadatmaturity,
+ deal.portfolio$cdopercentage,
+ deal.portfolio$stale,
+ mv,
+ deal.name,
+ workdate))
if(dbHasCompleted(r)){
dbClearResult(r)
}
@@ -98,12 +98,12 @@ for(i in seq_along(dealnames)){ "(dealname, cdopercentage, stalepercentage,",
"dealspread5y, marketvalue, updatedate, dealspread) ",
"VALUES($1, $2, $3, $4, $5, $6, $7)")
- r <- dbSendQuery(dbCon, sqlstring, params = list(deal.name,
- deal.portfolio$cdopercentage,
- deal.portfolio$stale,
- deal.spread5y, mv,
- workdate,
- deal.spreadatmaturity))
+ r <- dbSendQuery(etdb, sqlstring, params = list(deal.name,
+ deal.portfolio$cdopercentage,
+ deal.portfolio$stale,
+ deal.spread5y, mv,
+ workdate,
+ deal.spreadatmaturity))
if(dbHasCompleted(r)){
dbClearResult(r)
}
|