1 files changed, 45 insertions, 0 deletions
diff --git a/python/handle_default.py b/python/handle_default.py
new file mode 100644
index 00000000..1dcd18a5
--- /dev/null
+++ b/python/handle_default.py
@@ -0,0 +1,45 @@
+from db import serenitasdb
+import datetime
+
+
+company_id = 210065
+lastdate = datetime.date(2015, 2, 19)
+recovery = 15.875
+nissuers = 100
+
+#get list of concerned indices
+with serenitasdb.cursor() as c:
+    sqlstr = """SELECT * FROM
+    (SELECT unnest(index_list) AS basketid FROM cds_issuers WHERE company_id=%s) a
+    JOIN index_version USING (basketid)
+    WHERE lastdate='infinity'"""
+    c.execute(sqlstr, (ticker,))
+    recordslist = c.fetchall()
+
+insertstr = """INSERT INTO index_version(Index, Series, Version, IndexFactor,
+CumulativeLoss, lastdate) Values(%(index)s, %(series)s, %(version)s, %(indexfactor)s,
+%(cumulativeloss)s, %(lastdate)s) RETURNING basketid"""
+
+with serenitasdb.cursor() as c:
+    newids = {}
+    for r in recordslist:
+        r['indexfactor'] -= 1
+        r['version'] += 1
+        r['cumulativeloss'] += 1-recovery/float(nissuers)
+        r['lastdate'] = 'infinity'
+        c.execute(insertstr, r)
+        newids[r['basketid']] = c.fetchone()[0]
+
+updatestr = "UPDATE index_version SET lastdate=%s WHERE basketid=%s"
+with serenitasdb.cursor() as c:
+    for oldid in newids.keys():
+        c.execute(updatestr, (lastdate, oldid))
+
+serenitasdb.commit()
+
+with serenitasdb.cursor() as c:
+    for oldid, newid in newids.items():
+        c.execute("""update cds_issuers set index_list=index_list||%s where company_id in
+        (select company_id from cds_issuers where %s=Any(index_list)
+        and company_id != %s)""", (newid, oldid, company_id))
+serenitasdb.commit()