diff options
Diffstat (limited to 'python/load_bloomberg_data.py')
| -rw-r--r-- | python/load_bloomberg_data.py | 37 |
1 files changed, 14 insertions, 23 deletions
diff --git a/python/load_bloomberg_data.py b/python/load_bloomberg_data.py index b5c0669d..1bca78bf 100644 --- a/python/load_bloomberg_data.py +++ b/python/load_bloomberg_data.py @@ -2,33 +2,24 @@ import psycopg2 import os.path
import datetime
from datetime import date
-import pdb
import csv
-
-
-if os.name =='nt':
- root = "//WDsentinel/share/CorpCDOs/data/bloomberg"
-elif os.name == 'posix':
- root = '/home/share/CorpCDOS/data/bloomberg'
-
+import common
+import pdb
def convertToNone(s):
return None if (s=='' or s=='NA') else s
-conn = psycopg2.connect(database="ET",
- user="et_user",
- password="Serenitas1",
- host="192.168.1.108")
-cursor = conn.cursor()
fields_corp = ["Cusip", "Price", "PricingDate", "Issuer", "Maturity", "Coupon",
"CouponType", "Frequency", "Spread", "Libor_floor", "loan_margin",
"covlite", "secondlien", "defaulted", "Source"]
fields_mtge = ["Cusip", "Issuer", "Maturity", "Coupon", "CouponType", "Frequency",
"Spread", "Moody", "InitialMoody"]
+root = os.path.join(common.root, "data", "bloomberg")
+
for filename in os.listdir(root):
- cursor.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
- corpcusips = dict(cursor)
+ common.cursor.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
+ corpcusips = dict(common.cursor)
with open( os.path.join(root, filename), "r") as fh:
dr = csv.DictReader(fh)
if "datacorp" in filename:
@@ -49,13 +40,13 @@ for filename in os.listdir(root): sqlstring = "INSERT INTO bloomberg_corp({0}) " \
"VALUES({1})".format(",".join(fields_corp), ",".join(["%s"] * len(fields_corp)))
try:
- cursor.execute(sqlstring, tuple(row))
+ common.cursor.execute(sqlstring, tuple(row))
except IndexError:
pdb.set_trace()
- conn.commit()
+ common.conn.commit()
elif "datamtge" in filename:
- cursor.execute("select * from bloomberg_mtge")
- mtgecusips = {record[0]: None for record in cursor}
+ common.cursor.execute("select * from bloomberg_mtge")
+ mtgecusips = {record[0]: None for record in common.cursor}
for line in dr:
if line["MATURITY"] != 'NA':
line["MATURITY"] = datetime.datetime.strptime(line["MATURITY"], '%Y-%m-%d').date()
@@ -67,9 +58,9 @@ for filename in os.listdir(root): sqlstring = "INSERT INTO bloomberg_mtge({0}) " \
"VALUES({1})".format(",".join(fields_mtge),
",".join(["%s"] * len(fields_mtge)))
- cursor.execute(sqlstring, tuple(row))
- conn.commit()
+ common.cursor.execute(sqlstring, tuple(row))
+ common.conn.commit()
-cursor.close()
-conn.close()
+common.cursor.close()
+common.conn.close()
print "done"
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