diff options
Diffstat (limited to 'python/load_intex_collateral.py')
| -rw-r--r-- | python/load_intex_collateral.py | 26 |
1 files changed, 8 insertions, 18 deletions
diff --git a/python/load_intex_collateral.py b/python/load_intex_collateral.py index 9065471b..633dfb74 100644 --- a/python/load_intex_collateral.py +++ b/python/load_intex_collateral.py @@ -4,7 +4,7 @@ import re import csv import datetime import pdb -from common import root +from common import root, sanitize_float from db import conn, query_db import sys import uuid @@ -20,16 +20,6 @@ fields = ['Asset Name', 'Issuer', 'Contributed Balance', 'Maturity Date', \ def convertToNone(s): return None if s=='' else s -def sanitize_float(intex_float): - try: - intex_float = intex_float.replace(",", "") - if "(" in intex_float: - return - float(intex_float[1:-1]) - else: - return float(intex_float) - except (AttributeError, ValueError): - return intex_float - def upload_data(conn, dealnames, workdate): for dealname in dealnames: #dealname, updatedate = line.rstrip().split() @@ -77,7 +67,7 @@ def upload_data(conn, dealnames, workdate): line[field] = sanitize_float(line[field]) if line['Market Price'] == 0: line['Market Price'] = None - #we store the Libor FLoor in the database, so Life Floor is really Libor Floor + #we store the Libor Floor in the database, so Life Floor is really Libor Floor if line['Life Floor'] == "No limit": line['Life Floor'] = 0 elif line['Life Floor']: @@ -98,8 +88,8 @@ def upload_data(conn, dealnames, workdate): sqlstr = "select distinct(updatedate) from et_collateral where dealname= %s" old_update_dates = [date[0] for date in query_db(sqlstr, params=(dealname,), one=False)] - sqlstr = "select max(\"Latest Update\") from clo_universe where dealname= %s" - updatedate = query_db(sqlstr, params = (dealname,))[0] + sqlstr = "select max(\"Latest Update\") from clo_universe where dealname= %s and \"Latest Update\"<=%s" + updatedate = query_db(sqlstr, params = (dealname, workdate))[0] # sanity check if we already have the data reinsert = False if updatedate in old_update_dates: @@ -145,11 +135,11 @@ if __name__ == "__main__": cusip_files = [f for f in files if "TrInfo" in f] deal_files = [f for f in files if "TrInfo" not in f] #first load deal data - for deal in deal_files: - upload_deal_data(deal) + for deal_file in deal_files: + upload_deal_data(deal_file) #then load tranche data - for cusip in cusip_files: - upload_cusip_data(cusip) + for cusip_file in cusip_files: + upload_cusip_data(cusip_file) upload_data(conn, dealnames, workdate) conn.close() |