diff options
Diffstat (limited to 'R/load_cf.R')
| -rw-r--r-- | R/load_cf.R | 9 |
1 files changed, 4 insertions, 5 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index d95eb3b6..8fd7fb25 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -13,7 +13,6 @@ root.dir <- if(.Platform$OS.type == "unix"){ tradedate <- if(length(args) >= 1) as.Date(args[1]) else Sys.Date()
-source(file.path(root.dir, "code", "R", "etdb.R"))
source(file.path(root.dir, "code", "R", "yieldcurve.R"))
source(file.path(root.dir, "code", "R", "cds_utils.R"))
source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
@@ -200,7 +199,7 @@ getcusipcf <- function(params, cfdata, dist, tradedate=Sys.Date()){ sqlstring <- sprintf(paste("select curr_balance, orig_balance, spread",
"from historical_cusip_universe('%s', '%s')"),
cusip, tradedate)
- indicdata <- dbGetQuery(dbCon, sqlstring)
+ indicdata <- dbGetQuery(etdb, sqlstring)
flag <- TRUE
for(j in 1:n.scenarios){
filename <- sprintf("%s-CF-Scen%s.txt", cusip, j)
@@ -295,7 +294,7 @@ save(cusipdata, cfdata, file=file.path(save.dir, "cashflows.RData"), sqlstring <- paste0("UPDATE et_deal_model_numbers SET ",
"wapbasis = $1 WHERE dealname= $2 AND updatedate = $3")
for(dealname in names(cfdata)){
- r <- dbSendQuery(dbCon, sqlstring, params = list(cfdata[[dealname]]$wapbasis*100,
+ r <- dbSendQuery(etdb, sqlstring, params = list(cfdata[[dealname]]$wapbasis*100,
dealname,
tradedate))
if(dbHasCompleted(r)){
@@ -307,7 +306,7 @@ for(dealname in names(cfdata)){ for(cusip in names(cusipdata)){
sqlstring <- paste0("SELECT updatedate from et_cusip_model_numbers",
" WHERE cusip=$1")
- sqldata <- dbGetQuery(dbCon, sqlstring, params=list(cusip))
+ sqldata <- dbGetQuery(etdb, sqlstring, params=list(cusip))
columns <- c("price", "wal", "duration", "delta")
values <- cusipdata[[cusip]][match(columns, names(cusipdata[[cusip]]))]
if(nrow(sqldata) && (tradedate %in% as.Date(sqldata$updatedate))){
@@ -320,7 +319,7 @@ for(cusip in names(cusipdata)){ "VALUES($1, $2, $3, $4, $5, $6)")
params <- c(cusip, values, as.character(tradedate))
}
- r <- dbSendQuery(dbCon, sqlstring, params=params)
+ r <- dbSendQuery(etdb, sqlstring, params=params)
if(dbHasCompleted(r)){
dbClearResult(r)
}
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