1 files changed, 0 insertions, 49 deletions
diff --git a/python/insert_tranche_quotes_old.py b/python/insert_tranche_quotes_old.py
deleted file mode 100644
index 9e24a02a..00000000
--- a/python/insert_tranche_quotes_old.py
+++ /dev/null
@@ -1,49 +0,0 @@
-from sqlalchemy import Table, create_engine, MetaData
-import os
-import csv
-import datetime
-import pdb
-
-engine = create_engine('postgresql://serenitas_user@debian/serenitasdb')
-metadata = MetaData(bind = engine)
-quotes = Table('tranche_quotes', metadata, autoload = True)
-ins = quotes.insert()
-
-root_dir = '/home/share/CorpCDOs'
-quotefiles = [f for f in os.listdir(os.path.join(root_dir, 'Scenarios', 'Calibration')) if 'tranches' in f]
-K = [0, 15, 25, 35, 100]
-
-for quotefile in quotefiles:
-    with open(os.path.join(root_dir, 'Scenarios', 'Calibration', quotefile)) as fh:
-        quotedate = datetime.datetime.strptime(os.path.splitext(quotefile)[0].split("_")[-1], "%Y-%m-%d").date()
-        series=19 if "19" in quotefile else 21
-        index = os.path.splitext(quotefile)[0].split("_")
-        if quotedate != datetime.date(2014, 6, 6) or series!=19:
-            continue
-
-        if quotedate <= datetime.date(2014, 5, 21):
-            version=1
-        else:
-            version=2
-        reader = csv.DictReader(fh)
-        data = []
-
-        for i, csvdict in enumerate(reader):
-            timestamp = datetime.datetime.strptime(csvdict['bidTime'], "%m/%d/%Y %H:%M:%S %p")
-            d = {'quotedate' : timestamp,
-                 'indexrefprice': csvdict['bidRefPrice'],
-                 'indexrefspread': 500,
-                 'tranchedelta': csvdict['bidDelta'],
-                 'quotesource' : csvdict['AskContributorCode'],
-                 'trancheupfront' : csvdict['Mid'],
-                 'trancherunning' : float(csvdict['Coupon']) * 10000 if 'Coupon' in csvdict else 500,
-                 'tenor' : '5yr',
-                 'index' : 'HY',
-                 'series': series,
-                 'version': version,
-                 'attach': K[i],
-                 'detach': K[i+1]
-            }
-            data.append(d)
-    with engine.begin() as conn:
-        conn.execute(ins, data)