diff options
Diffstat (limited to 'python/intex_scenarios.py')
| -rw-r--r-- | python/intex_scenarios.py | 16 |
1 files changed, 12 insertions, 4 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py index bed8c37b..7c17b467 100644 --- a/python/intex_scenarios.py +++ b/python/intex_scenarios.py @@ -9,11 +9,12 @@ import re import psycopg2
import common
import sys
+import pdb
pattern11 = re.compile("(REINVEST\[)\w+(::REINV_TBA1\]\[DEAL,1\]=)(.*$)")
pattern12 = re.compile("(REINVEST\[)\w+(::REINV_TBA2\]\[DEAL,1\]=)(.*$)")
# reinv end date
-pattern2 = re.compile("(STANDARD_VAR\[)\w+(::#REINV_END,\d+\]=)(\d*$)")
+pattern2 = re.compile("(STANDARD_VAR\[)\w+(::#REINV_END,\d+\]=)(\d.*$)")
# reinvprices float
pattern3 = re.compile("(STANDARD_VAR\[)\w+(::#PRICE100_TBA1,\d+\]=)(.*$)")
# reinvprices fixed
@@ -65,9 +66,9 @@ def convert_reinvtoperct(d): newd['REINV_TBA2'] = reinvfloatpercentage
return newd
-def generate_scenarios(workdate, conn, cursor):
+def generate_scenarios(workdate, dealnames, conn, cursor):
prometheus = os.path.join(common.root, "Scenarios", "prometheus.sss")
- for dealname in [d.split(".")[0] for d in os.listdir(os.path.join(common.root, "Scenarios", "Intex curves_" + workdate, "csv")) if "RData" in d]:
+ for dealname in dealnames:
cursor.execute('SELECT \"Reinv End Date\" from latest_clo_universe where dealname=%s', (dealname,))
reinvenddate = cursor.fetchone()[0]
if reinvenddate:
@@ -184,6 +185,13 @@ if __name__ == "__main__": workdate = sys.argv[1]
else:
workdate = str(datetime.date.today())
- generate_scenarios(workdate, common.conn, common.cursor)
+ if len(sys.argv) > 2:
+ dealnames = sys.argv[2:]
+ else:
+ dealnames = [d.split(".")[0] for d in
+ os.listdir(os.path.join(common.root, "Scenarios",
+ "Intex curves_" + workdate, "csv"))
+ if "RData" in d]
+ generate_scenarios(workdate, dealnames, common.conn, common.cursor)
common.cursor.close()
common.conn.close()
|
