diff options
Diffstat (limited to 'python/clo_universe.py')
| -rw-r--r-- | python/clo_universe.py | 87 |
1 files changed, 0 insertions, 87 deletions
diff --git a/python/clo_universe.py b/python/clo_universe.py deleted file mode 100644 index 8c37cd5a..00000000 --- a/python/clo_universe.py +++ /dev/null @@ -1,87 +0,0 @@ -import os -import os.path -import datetime -from datetime import date -import csv -import pdb -import re -import sys -import common -from common import query_db - -def convertToNone(s): - return None if s=="-" or s=="" or s == "NR" else s - -def sanitize_float(intex_float): - intex_float = intex_float.replace(",", "") - if "(" in intex_float: - intex_float = - float(intex_float[1:-1]) - else: - intex_float = float(intex_float) - return intex_float - -def upload_data(workdate, conn): - sqlstr = "select dealname, max(\"Latest Update\") from clo_universe group by dealname" - deallist = dict(query_db(sqlstr, one=False)) - universe = os.path.join("data", "clo_universe_intex_" + workdate + ".txt") - with open( os.path.join(common.root, universe), "r") as fh: - dr = csv.DictReader(fh, dialect='excel-tab') - data = [] - c = conn.cursor() - for line in dr: - if not line ['Deal Name'] or (line['Deal Name'] == 'Unknown Security'): - continue - if not line['Latest Update']: - break - for key in line.keys(): - line[key] = convertToNone(line[key]) - line["CDOpercent"] = line["CDO Pct of Assets that are Structured Finance Obligations"] - line["Paid Down"] = None - if "Paid Down" in line["Latest Update"]: - line["Paid Down"] = re.sub("Paid Down: ","", line["Latest Update"]) - line["Latest Update"] = line["Paid Down"] - for field in ["Deal Issue Date", "Deal Termination Date", \ - "Deal Next Pay Date", "Reinv End Date", "Latest Update"]: - if line[field]: - try: - line[field] = datetime.datetime.strptime(line[field], '%b %d, %Y').date() - except ValueError: - pdb.set_trace() - for key in ["Collection Account Principal Balance", "Collection Account Interest Balance", - "Orig Deal Bal", "Curr Deal Bal", "Tranche Curr Bal", "Tranche Orig Bal", - "CDO Pct of Assets that are Structured Finance Obligations", - "CDO Defaulted Security Balance (Reported)"]: - if line[key]: - line[key] = sanitize_float(line[key]) - dealname = line['Deal,Tr/CUSIP/ISIN'] - line['defaultedbal'] = line["CDO Defaulted Security Balance (Reported)"] - line['Deal CUSIP List'] = line['Deal CUSIP List'].split(",") - if dealname not in deallist or line['Latest Update'] > deallist[dealname]: - sqlstring = \ - "INSERT INTO clo_universe " \ - "VALUES (%(Deal,Tr/CUSIP/ISIN)s, %(Deal Name)s, %(Collateral Manager)s, %(Orig Deal Bal)s," \ - "%(Curr Deal Bal)s, %(Tranche Orig Bal)s, %(Tranche Curr Bal)s, %(Tranche Factor)s," \ - "%(Collection Account Principal Balance)s," \ - "%(Collection Account Interest Balance)s, %(CDOpercent)s, %(defaultedbal)s, " \ - "%(Coupon)s, %(Deal Issue Date)s," \ - "%(Deal Termination Date)s, %(Deal Next Pay Date)s," \ - "%(Reinv End Date)s, %(Latest Update)s, %(Deal CUSIP List)s, %(Paid Down)s)" - try: - c.execute(sqlstring, line) - deallist[dealname] = line['Latest Update'] - except psycopg2.DataError as detail: - print(detail) - pdb.set_trace() - except KeyError as detail: - print(detail) - pdb.set_trace() - conn.commit() - -if __name__ == "__main__": - if len(sys.argv) > 1: - workdate = sys.argv[1] - else: - workdate = str(datetime.date.today()) - upload_data(workdate, common.conn) - common.conn.close() - print("done") |