diff options
Diffstat (limited to 'python/intex_scenarios.py')
| -rw-r--r-- | python/intex_scenarios.py | 19 |
1 files changed, 12 insertions, 7 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py index 331bc31a..55cbbfb0 100644 --- a/python/intex_scenarios.py +++ b/python/intex_scenarios.py @@ -83,13 +83,15 @@ def generate_scenarios(workdate, dealnames, conn, cursor): basedir = os.path.join(common.root, "Scenarios", "Intex curves_" + workdate)
floatreinvprices = []
fixedreinvprices = []
-
- with open(os.path.join(basedir, "csv", dealname + "-floatreinvprices.csv"), "rb") as fhreinv:
- for line in fhreinv:
- floatreinvprices.append(line.rstrip("\n").split(","))
- with open(os.path.join(basedir, "csv", dealname + "-fixedreinvprices.csv"), "rb") as fhreinv:
- for line in fhreinv:
- fixedreinvprices.append(line.rstrip("\n").split(","))
+ try:
+ with open(os.path.join(basedir, "csv", dealname + "-floatreinvprices.csv"), "rb") as fhreinv:
+ for line in fhreinv:
+ floatreinvprices.append(line.rstrip("\n").split(","))
+ with open(os.path.join(basedir, "csv", dealname + "-fixedreinvprices.csv"), "rb") as fhreinv:
+ for line in fhreinv:
+ fixedreinvprices.append(line.rstrip("\n").split(","))
+ except IOError:
+ reinvflag=False
output = os.path.join(basedir, "sss", dealname + ".sss")
if not os.path.exists(os.path.join(basedir, "sss")):
@@ -113,6 +115,9 @@ def generate_scenarios(workdate, dealnames, conn, cursor): newline = "DEAL_NAME=" + dealname.upper() + "\n"
fh2.write(newline)
continue
+ if not reinvflag and "DO_REINV" in line:
+ fh2.write("DO_REINV[DEAL]=0\n")
+ continue
if reinvflag:
if pattern11.match(line):
line = re.sub(pattern11, r"\1{0}\2", line).format(dealname.upper()).rstrip()
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