1 files changed, 0 insertions, 52 deletions
diff --git a/python/intex_prices.py b/python/intex_prices.py
deleted file mode 100644
index 9b36ffb7..00000000
--- a/python/intex_prices.py
+++ /dev/null
@@ -1,52 +0,0 @@
-import os
-import os.path
-import psycopg2
-import pdb
-import pandas as pd
-
-
-if os.name =='nt':
-    root = "//WDsentinel/share/CorpCDOs"
-elif os.name == 'posix':
-    root = '/home/share/CorpCDOs'
-
-conn = psycopg2.connect(database="ET",
-                        user="et_user",
-                        password="Serenitas1",
-                        host="192.168.1.108")
-cursor = conn.cursor()
-
-def cusips_from_dealname(dealname, curr = cursor):
-    curr.execute("SELECT \"Deal Cusip List\" FROM latest_clo_universe "
-                 " WHERE dealname = %s", (dealname,))
-    return curr.fetchone()[0]
-
-def sanitize_float(string):
-    if isinstance(string, float):
-        return string
-    else:
-        string = string.replace(",","")
-        if "(" in string:
-            return - float(string[1:-1])
-        else:
-            return float(string)
-
-fields = ["Price", "WAL", "Market Value", "Modified Duration"]
-dealdata = {}
-workdate = '2013-01-09'
-for dealname in ["abcl071", "ammcclo5"]:
-    tranches = os.listdir(os.path.join(root, "Scenarios", "Prices_" + workdate, dealname))
-    d  = {}
-    for tranche in tranches:
-        data = pd.read_table(os.path.join(root, "Scenarios", "Prices_" + workdate, dealname, tranche))
-        datamod = data[data.columns[2:-1]].T
-        datamod.columns = data[data.columns[1]]
-        for field in fields:
-            datamod[field] = datamod[field].apply(sanitize_float)
-        d[tranche[:-7]] = datamod[fields]
-    dealdata[dealname] = pd.concat(d)
-
-dealdata = pd.concat(dealdata)
-
-cursor.close()
-conn.close()