diff options
Diffstat (limited to 'python/load_bloomberg_data.py')
| -rw-r--r-- | python/load_bloomberg_data.py | 21 |
1 files changed, 13 insertions, 8 deletions
diff --git a/python/load_bloomberg_data.py b/python/load_bloomberg_data.py index d7b453cb..a03e609a 100644 --- a/python/load_bloomberg_data.py +++ b/python/load_bloomberg_data.py @@ -17,11 +17,14 @@ fields_mtge = ["Cusip", "Issuer", "Maturity", "Coupon", "CouponType", "Frequency root = os.path.join(common.root, "data", "bloomberg")
for filename in os.listdir(root):
- common.cursor.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
- corpcusips = dict(common.cursor)
+ c = common.cursor()
+ 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()
for line in dr:
if line["LAST_UPDATE_DT"] != 'NA':
line["LAST_UPDATE_DT"] = \
@@ -39,13 +42,16 @@ for filename in os.listdir(root): sqlstring = "INSERT INTO bloomberg_corp({0}) " \
"VALUES({1})".format(",".join(fields_corp), ",".join(["%s"] * len(fields_corp)))
try:
- common.cursor.execute(sqlstring, tuple(row))
+ c.execute(sqlstring, tuple(row))
except IndexError:
pdb.set_trace()
- common.conn.commit()
+ common.conn.commit()
+ c.close()
+
elif "datamtge" in filename:
- common.cursor.execute("select * from bloomberg_mtge")
- mtgecusips = {record[0]: None for record in common.cursor}
+ c = common.cursor()
+ c.execute("select * from bloomberg_mtge")
+ mtgecusips = {record[0]: None for record in c}
for line in dr:
if line["MATURITY"] != 'NA':
line["MATURITY"] = datetime.datetime.strptime(line["MATURITY"], '%Y-%m-%d').date()
@@ -57,9 +63,8 @@ for filename in os.listdir(root): sqlstring = "INSERT INTO bloomberg_mtge({0}) " \
"VALUES({1})".format(",".join(fields_mtge),
",".join(["%s"] * len(fields_mtge)))
- common.cursor.execute(sqlstring, tuple(row))
+ c.execute(sqlstring, tuple(row))
common.conn.commit()
-common.cursor.close()
common.conn.close()
print("done")
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