diff options
Diffstat (limited to 'python/externalmarksbackfill.py')
| -rw-r--r-- | python/externalmarksbackfill.py | 116 |
1 files changed, 116 insertions, 0 deletions
diff --git a/python/externalmarksbackfill.py b/python/externalmarksbackfill.py new file mode 100644 index 00000000..89ecf773 --- /dev/null +++ b/python/externalmarksbackfill.py @@ -0,0 +1,116 @@ +import pandas as pd +import os +import re +import psycopg2 +import datetime +from db import dbconn +from pickle import dumps +from sqlalchemy import create_engine +from itertools import chain +from glob import glob, iglob +from pandas.tseries.offsets import MonthEnd + +#engine = create_engine('postgresql://dawn_user@debian/dawndb') + +def runAllFill(): + for f in get_globs(): + if settings[os.path.basename(f)][2] == "N": + runSingleFill(f) + +def runSingleFill(f): + + conn = dbconn('dawndb') + sql_str = "INSERT INTO external_marks VALUES(%(identifier)s, %(date)s, %(mark)s, %(source)s)" + c = conn.cursor() + + (range_name, sheet_name, done) = settings[os.path.basename(f)] + dirstructure = os.path.dirname(f).split('/') + markdate = (pd.Timestamp(dirstructure[5].split("_")[0]+"-"+dirstructure[5].split("_")[1])+MonthEnd()).date() + marks = pd.read_excel(f, sheet_name, skiprows=13, parse_cols=range_name) + + for s in ['1st', '2nd', '3rd'] +[str(i)+'th' for i in range(4, 12)]: + if s+' Source Price' not in marks: + break + if s == '1st': + temp = marks.loc[:, ['CUSIP', '1st Source Price', '1st Source']] + temp.columns = ['identifier', 'mark', 'source'] + else: + temp1 = marks.loc[:, ['CUSIP', s+' Source Price', s+' Source']] + temp1.columns = ['identifier', 'mark', 'source'] + temp = temp.append(temp1) + + for columnname in temp.columns: + temp.dropna(axis=0, subset=[columnname], inplace=True) + + temp = temp[temp.mark != 0] + temp.loc[:, 'date'] = markdate + temp['source']= temp['source'].str.upper() + + for r in temp.to_dict(orient='record'): + try: + #import pdb; pdb.set_trace() + c.execute(sql_str, r) + except (psycopg2.DataError, psycopg2.IntegrityError) as detail: + print(detail) + conn.rollback() + finally: + conn.commit() + c.close() + +def get_globs(): + basedir = '/home/serenitas/Daily' + globs = [iglob(os.path.join(basedir, + year, + "{}_*/{}*/ReviewedPack*.xlsx".format(year, year))) + for year in ['2015', '2016']] + for year in ['2013', '2014']: + globs.append(iglob(os.path.join(basedir, + year, + "{}_*/{}*/Serenitas_Month-end_book*.xlsx".format(year, year)))) + return chain.from_iterable(globs) + +settings = { + 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20161001.20161031.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), + 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160901.20160930.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), + 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160801.20160831.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), + 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160701.20160731.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160601.20160630.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160501.20160531.Draft.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160401.20160430.Final.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160301.20160331.Final.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160201.20160229.Draft.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160101.20160131.Draft.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151201.20151231.Draft.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151101.20151130.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151001.20151031.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150901.20150930.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150801.20150831.Draft.savable.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150701.20150731.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150601.20150630.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150501.20150531.Draft.xlsx': ("GA:GR", "VC Report 0531", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150401.20150430.Draft.xlsx': ("GA:GR", "All Securities Valuation Report", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150301.20150331.Draft.xlsx': ("GA:GP", "Actual Valuation Detail", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150201.20150228.Draft.xlsx': ("GA:GL", "Securities Valuation - Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150101.20150131.Draft.xlsx': ("GA:GL", "Securities Valuation - Details", "Y"), + 'Serenitas_Month-end_book_12.31.14.xlsx': ("NA:NR", "Valuation report", "N"), + 'Serenitas_Month-end_book_113014.xlsx': ("NA:NR", "Valuation report", "N"), + 'Serenitas_Month-end_book-10_31_2014_updated.xlsx': ("NA:NR", "Valuation report", "N"), + 'Serenitas_Month-end_book-09_30_2014.xlsx': ("II:IZ", "Valuation report", "N"), + 'Serenitas_Month-end_book--08_31_2014_Final.xlsx': ("II:IZ", "Valuation report", "N"), + 'Serenitas_Month-end_book--07_31_2014_final.xlsx': ("II:IZ", "Valuation report", "N"), + 'Serenitas_Month-end_book--06_30_2014_-_Final_with_VC_Report (with CAD payments).xlsx': ("II:IZ", "Valuation report", "N"), + 'Serenitas_Month-end_book--05_31_2014_Final.xlsx': ("II:IZ", "Valuation report", "N"), + 'Serenitas_Month-end_book--04_30_2014 Final VC Report.xlsx': ("II:IZ", "All Securities Report", "N"), + 'Serenitas_Month-end_book--03_31_2014 - Final.xlsx': ("II:IZ", "All Securities Report", "N"), + 'Serenitas_Month-end_book--02_28_2014 Final.xlsx': ("II:IZ", "All Securities Report", "Y"), + 'Serenitas_Month-end_book--01_31_2014.xlsx': ("II:IZ", "ALL Securities", "Y"), + 'Serenitas_Month-end_book--12_31_2013.xlsx': ("II:IZ", "ALL Securities", "Y"), + 'Serenitas_Month-end_book--11_30_2013.xlsx': ("II:IZ", "ALL Securities", "Y"), + 'Serenitas_Month-end_book--10_31_2013.xlsx': ("II:IZ", "All Securities", "Y"), + 'Serenitas_Month-end_book--09_30_2013.xlsx': ("II:IZ", "All Securities", "Y"), + 'Serenitas_Month-end_book--08_31_2013.xlsx': ("II:IZ", "All Securities", "Y"), + 'Serenitas_Month-end_book--07_31_2013.xlsx': ("II:IZ", "All Securities", "Y"), + 'Serenitas_Month-end_book--06_30_2013.xlsx': ("II:IZ", "All Securities", "Y"), + 'Serenitas_Month-end_book--05 31 2013.xlsx': ("II:IZ", "All Securities", "Y"), + 'Serenitas_Month-end_book--04 30 2013.xlsx': ("II:IZ", "All Securities", "Y") +}
\ No newline at end of file |