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-rw-r--r--python/database_consistency.py36
1 files changed, 15 insertions, 21 deletions
diff --git a/python/database_consistency.py b/python/database_consistency.py
index d2ba762a..b05e9d81 100644
--- a/python/database_consistency.py
+++ b/python/database_consistency.py
@@ -1,24 +1,18 @@
-from db import query_db
-import pdb
+import pandas as pd
import datetime
+from sqlalchemy import create_engine
if __name__=="__main__":
- sqlstr1 = "select dealname, \"Curr Collat Bal\", \"Latest Update\" from clo_universe"
- sqlstr2 = "select dealname, sum(currentbalance), updatedate from et_collateral group by dealname, updatedate"
-
- data1 = query_db(sqlstr1, one=False)
- data2 = query_db(sqlstr2, one=False)
- dict1 = {(e[0], e[2]): e[1] for e in data1}
- dict2 = {(e[0], e[2]): e[1] for e in data2}
- res = []
- for k, v in dict1.items():
- try:
- if abs(dict2[k] -v)>1:
- pass
- res.append([k, v, dict2[k]])
- except KeyError:
- #res.append([k, v])
- pass
- res = sorted(res, key=lambda x: x[0][1])
- for e in res:
- print("{0} {1} {2} {3}".format(e[0][0], e[0][1], e[1], e[2]))
+ engine = create_engine('postgresql://et_user@debian/ET')
+ data1 = pd.read_sql("""SELECT dealname, "Curr Collat Bal" AS bal, "Latest Update" AS date
+ FROM clo_universe""", engine, parse_dates=["date"], index_col=["dealname", "date"])
+ data1bis = pd.read_sql("""SELECT dealname, "Curr Deal Bal" AS bal, "Latest Update" AS date
+ FROM clo_universe""", engine, parse_dates=["date"], index_col=["dealname", "date"])
+ data2 = pd.read_sql("""SELECT dealname, sum(currentbalance) AS bal, updatedate
+ AS date FROM et_collateral GROUP BY dealname, updatedate""", engine,
+ parse_dates=["date"], index_col=["dealname", "date"])
+ data3 = pd.read_sql("""SELECT dealname, sum(curr_balance) AS bal, updatedate AS date
+ FROM cusip_universe GROUP BY dealname, updatedate""", engine, index_col=["dealname", "date"])
+ data12 = pd.merge(data1, data2, left_index=True, right_index=True)
+ #data13 = pd.merge(data1bis, data3, left_index=True, right_index=True)
+ print(data12.query('bal_x-bal_y>1|bal_x-bal_y<-1').sortlevel(level=1))