diff options
Diffstat (limited to 'python/bbg_newids.py')
| -rw-r--r-- | python/bbg_newids.py | 14 |
1 files changed, 8 insertions, 6 deletions
diff --git a/python/bbg_newids.py b/python/bbg_newids.py index e5e1bd16..7a2d3fee 100644 --- a/python/bbg_newids.py +++ b/python/bbg_newids.py @@ -59,17 +59,19 @@ df.set_index('ID_BB_UNIQUE', inplace=True, drop=False) currentdata.set_index('id_bb_unique', inplace=True) df = df.ix[df.index.difference(currentdata.index)] sql_colnames = [c.name for c in bloomberg_corp_ref.columns] -to_insert = df[['ID_BB_UNIQUE', 'ID_CUSIP', 'ISSUER', 'MATURITY', 'CPN', 'CPN_TYP', +pd_colnames = ['ID_BB_UNIQUE', 'ID_CUSIP', 'ISSUER', 'MATURITY', 'CPN', 'CPN_TYP', 'CPN_FREQ', 'FLT_SPREAD', 'LIBOR_FLOOR', 'LN_TRANCHE_SIZE', 'LN_COVENANT_LITE', 'SECOND_LIEN_INDICATOR', 'SECURITY_TYP', 'ISSUE_DT', 'DEFAULTED', - 'DEFAULT_DATE', 'CALLED', 'CALLED_DT', 'LN_ISSUE_STATUS', 'loanxid']] -to_insert.columns = sql_colnames + 'DEFAULT_DATE', 'CALLED', 'CALLED_DT', 'LN_ISSUE_STATUS', 'loanxid'] +to_insert = df.filter(pd_colnames) +to_insert.rename(columns={k: v for k, v in zip(pd_colnames, sql_colnames)}, inplace=True) to_insert.to_sql("bloomberg_corp_ref", engine, if_exists='append', index=False) -to_insert2 = df[['ID_BB_UNIQUE','LAST_UPDATE_DT','PX_LAST','LN_CURRENT_MARGIN', - 'AMT_OUTSTANDING','PRICING_SOURCE']] +pd_colnames = ['ID_BB_UNIQUE','LAST_UPDATE_DT','PX_LAST','LN_CURRENT_MARGIN', + 'AMT_OUTSTANDING','PRICING_SOURCE'] sql_colnames = [c.name for c in bloomberg_corp.columns] -to_insert2.columns = sql_colnames +to_insert2 = df.filter(pd_colnames) +to_insert2.rename(columns = {k: v for k, v in zip(pd_colnames, sql_colnames)}, inplace=True) to_insert2.dropna(subset=['pricingdate'], inplace=True) to_insert2.set_index(['id_bb_unique', 'pricingdate'], inplace=True) to_insert2.to_sql("bloomberg_corp", engine, if_exists='append', index=True) |