diff options
Diffstat (limited to 'python/load_indicative.py')
| -rw-r--r-- | python/load_indicative.py | 23 |
1 files changed, 13 insertions, 10 deletions
diff --git a/python/load_indicative.py b/python/load_indicative.py index 2ec69385..807c73a3 100644 --- a/python/load_indicative.py +++ b/python/load_indicative.py @@ -28,7 +28,7 @@ def upload_cusip_data(filename, conn): dr = csv.DictReader(fh, dialect='excel-tab') data = [] deals_to_update = [] - c = conn.cursor() + for line in dr: if "ISIN" not in line: line['ISIN'] = None @@ -40,12 +40,12 @@ def upload_cusip_data(filename, conn): dealname = line['dealname'] line = {k: convertToNone(v) for k, v in line.items()} if dealname not in dealupdate: - dealupdate[dealname] = query_db("SELECT \"Latest Update\" FROM clo_universe " \ + dealupdate[dealname] = query_db(conn, "SELECT \"Latest Update\" FROM clo_universe " \ "WHERE dealname = %s ORDER BY \"Latest Update\" DESC", params = (dealname,))[0] sqlstring = "SELECT updatedate FROM latest_cusip_universe WHERE cusip = %s" - curr_date = query_db(sqlstring, params = (line['CUSIP'],)) + curr_date = query_db(conn, sqlstring, params = (line['CUSIP'],)) if not curr_date or curr_date[0] < dealupdate[dealname]: if dealname not in deals_to_update: deals_to_update.append(dealname) @@ -72,26 +72,28 @@ def upload_cusip_data(filename, conn): "%(Curr Detachment Point)s, %(Floater Index)s, %(Floater Spread)s, " \ "%(updatedate)s)" try: - c.execute(sqlstring, line) + with conn.cursor() as c: + c.execute(sqlstring, line) except psycopg2.DataError: pdb.set_trace() print("uploaded: {0}".format(line['CUSIP'])) conn.commit() for dealname in deals_to_update: - data = query_db("SELECT p_cusip, p_curr_subordination, "\ + data = query_db(conn, "SELECT p_cusip, p_curr_subordination, "\ "p_curr_thickness from et_deal_subordination(%s)", params = (dealname,), one = False) data = [ (t[1], t[2], t[0], dealupdate[dealname]) for t in data] - c.executemany("UPDATE cusip_universe SET subordination = %s, " - "thickness = %s WHERE cusip = %s AND " - "updatedate = %s", data) + with conn.cursor() as c: + c.executemany("UPDATE cusip_universe SET subordination = %s, " + "thickness = %s WHERE cusip = %s AND " + "updatedate = %s", data) conn.commit() def upload_deal_data(filename, conn): sqlstr = "select dealname, max(\"Latest Update\") from clo_universe group by dealname" - deallist = dict(query_db(sqlstr, one=False)) + deallist = dict(query_db(conn, sqlstr, one=False)) with open( filename, "r") as fh: dr = csv.DictReader(fh, dialect='excel-tab') data = [] @@ -135,7 +137,8 @@ def upload_deal_data(filename, conn): "%(Deal Termination Date)s, %(Deal Next Pay Date)s," \ "%(Reinv End Date)s, %(Latest Update)s, %(Deal CUSIP List)s, %(Paid Down)s)" try: - c.execute(sqlstring, line) + with conn.cursor() as c: + c.execute(sqlstring, line) deallist[dealname] = line['Latest Update'] except psycopg2.DataError as detail: print(detail) |