diff options
Diffstat (limited to 'python/intex')
| -rw-r--r-- | python/intex/load_intex_collateral.py | 26 |
1 files changed, 16 insertions, 10 deletions
diff --git a/python/intex/load_intex_collateral.py b/python/intex/load_intex_collateral.py index 60b94f89..9567d18c 100644 --- a/python/intex/load_intex_collateral.py +++ b/python/intex/load_intex_collateral.py @@ -26,6 +26,14 @@ def windows1252_encoder(fh): yield line.decode('windows-1252').encode('utf-8') def upload_data(conn, dealnames, workdate): + sql_fields = ["dealname", "updatedate", "name", "IssuerName", "CurrentBalance", + "Maturity", "AssetSubtype", "AssetType", "GrossCoupon", + "Spread", "Frequency", "NextPaydate", "SecondLien", "LoanXID", + "Cusip", "IntexPrice", "IntexPriceSource", "IntexPriceDate", + "FixedOrFloat", "DefaultedFlag", "CovLite", "isCDO", + "Liborfloor", "ReinvFlag", "Currency", "Industry", "Country"] + sqlstr = "INSERT INTO ET_COLLATERAL({0}) VALUES({1})".format(",".join(sql_fields), + ",".join(["%s"] * len(sql_fields))) for dealname in dealnames: basedir = os.path.join(root, "data", "Collaterals_" + workdate) if sys.version_info[0]==2: @@ -79,6 +87,11 @@ def upload_data(conn, dealnames, workdate): # we take care of reinvestment asset lines if not line['Asset Name']: line['Asset Name'] = 'Reinv' + try: + line['Asset Maturity Date'] = datetime.datetime.strptime(line['Asset Maturity Date'], + '%b %d, %Y').date() + except ValueError: + line['Asset Maturity Date'] = None r = [convertToNone(line[field]) for field in fields] #sometimes the Asset Name is not unique (we add random tag in this case) if r[0] in data: @@ -111,21 +124,14 @@ def upload_data(conn, dealnames, workdate): reinsert = True if reinsert or not old_update_dates or updatedate not in old_update_dates: - sql_fields = ["dealname", "updatedate", "name", "IssuerName", "CurrentBalance", - "Maturity", "AssetSubtype", "AssetType", "GrossCoupon", - "Spread", "Frequency", "NextPaydate", "SecondLien", "LoanXID", - "Cusip", "IntexPrice", "IntexPriceSource", "IntexPriceDate", - "FixedOrFloat", "DefaultedFlag", "CovLite", "isCDO", - "Liborfloor", "ReinvFlag", "Currency", "Industry", "Country"] - sqlstr = "INSERT INTO ET_COLLATERAL({0}) VALUES({1})".format(",".join(sql_fields), - ",".join(["%s"] * len(sql_fields))) with conn.cursor() as c: try: c.executemany(sqlstr, [(dealname, updatedate, k) + tuple(v) for k, v in data.items()]) except (psycopg2.DataError, psycopg2.IntegrityError, TypeError) as detail: logger.error(detail) - pdb.set_trace() - conn.commit() + conn.rollback() + else: + conn.commit() def intex_data(conn, workdate): dealnames = [d.replace("_AD.txt", "").lower() for d in |