diff options
Diffstat (limited to 'python/backfill_cds.py')
| -rw-r--r-- | python/backfill_cds.py | 20 |
1 files changed, 10 insertions, 10 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)) |