diff options
Diffstat (limited to 'R/cusip_numbers.R')
| -rw-r--r-- | R/cusip_numbers.R | 26 |
1 files changed, 17 insertions, 9 deletions
diff --git a/R/cusip_numbers.R b/R/cusip_numbers.R index b7491b38..f00c0709 100644 --- a/R/cusip_numbers.R +++ b/R/cusip_numbers.R @@ -1,4 +1,9 @@ -root.dir <- "//WDSENTINEL/share/CorpCDOs"
+if(.Platform$OS.type == "unix"){
+ root.dir <- "/home/share/CorpCDOs"
+}else{
+ root.dir <- "//WDSENTINEL/share/CorpCDOs"
+}
+
source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
source(file.path(root.dir, "code", "R", "index_definitions.R"))
source(file.path(root.dir, "code", "R", "etdb.R"))
@@ -9,29 +14,32 @@ getdealdata <- function(dealnames){ return( dbGetQuery(dbCon, sqlstring) )
}
-workdate <- "2013-01-22"
+workdate <- as.Date("2013-01-23")
files <- list.files(path=file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_")), pattern="*.RData")
-
+currdealnames <- dbGetQuery(dbCon, "select updatedate, dealname from latest_deal_model_numbers")
for(file in files){
load(file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_"), file))
- currdealnames <- dbGetQuery(dbCon, "select dealname from et_deal_model_numbers")$dealname
dealname <- strsplit(file, "\\.")[[1]][1]
- if(dealname %in% currdealnames){
+ dealupdatedate <- currdealnames$updatedate[currdealnames$dealname %in% dealname]
+ if(length(dealupdatedate) && dealupdatedate == workdate){
sqlstring <- sprintf(paste0("UPDATE et_deal_model_numbers SET dealspread = %s, cdopercentage = %s,",
- "stalepercentage= %s WHERE dealname= '%s'"),
+ "stalepercentage= %s WHERE dealname= '%s' and updatedate = '%s'"),
deal.spread,
deal.portfolio$cdopercentage,
deal.portfolio$stale,
- dealname)
+ dealname,
+ as.Date(workdate))
dbGetQuery(dbCon, sqlstring)
}else{
sqlstring <- sprintf(paste0("INSERT INTO et_deal_model_numbers ",
- "VALUES('%s', %s, %s, %s)"),
+ "VALUES('%s', %s, %s, %s, %s, '%s')"),
dealname,
deal.portfolio$cdopercentage,
deal.portfolio$stale,
- deal.spread)
+ deal.spread,
+ crossprod(deal.portfolio$notional, deal.portfolio$price)/100,
+ workdate)
dbGetQuery(dbCon, sqlstring)
currdealnames <- c(currdealnames, dealname)
}
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