diff options
Diffstat (limited to 'python/load_bloomberg_data.py')
| -rw-r--r-- | python/load_bloomberg_data.py | 22 |
1 files changed, 11 insertions, 11 deletions
diff --git a/python/load_bloomberg_data.py b/python/load_bloomberg_data.py index a03e609a..a6109509 100644 --- a/python/load_bloomberg_data.py +++ b/python/load_bloomberg_data.py @@ -1,9 +1,9 @@ -import psycopg2
import os.path
import datetime
from datetime import date
import csv
-import common
+from common import root
+from db import conn
def convertToNone(s):
return None if (s=='' or s=='NA') else s
@@ -14,17 +14,16 @@ fields_corp = ["Cusip", "Price", "PricingDate", "Issuer", "Maturity", "Coupon", fields_mtge = ["Cusip", "Issuer", "Maturity", "Coupon", "CouponType", "Frequency",
"Spread", "Moody", "InitialMoody"]
-root = os.path.join(common.root, "data", "bloomberg")
+root = os.path.join(root, "data", "bloomberg")
for filename in os.listdir(root):
- c = common.cursor()
- c.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
+ with conn.cursor() as c:
+ c.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
corpcusips = dict(c)
- c.close()
with open( os.path.join(root, filename), "r") as fh:
dr = csv.DictReader(fh)
if "datacorp" in filename:
- c = common.conn.cursor()
+ c = conn.cursor()
for line in dr:
if line["LAST_UPDATE_DT"] != 'NA':
line["LAST_UPDATE_DT"] = \
@@ -45,11 +44,11 @@ for filename in os.listdir(root): c.execute(sqlstring, tuple(row))
except IndexError:
pdb.set_trace()
- common.conn.commit()
c.close()
+ conn.commit()
elif "datamtge" in filename:
- c = common.cursor()
+ c = conn.cursor()
c.execute("select * from bloomberg_mtge")
mtgecusips = {record[0]: None for record in c}
for line in dr:
@@ -64,7 +63,8 @@ for filename in os.listdir(root): "VALUES({1})".format(",".join(fields_mtge),
",".join(["%s"] * len(fields_mtge)))
c.execute(sqlstring, tuple(row))
- common.conn.commit()
+ c.close()
+ conn.commit()
-common.conn.close()
+conn.close()
print("done")
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