1 files changed, 0 insertions, 121 deletions
diff --git a/python/load_loanprices_data.py b/python/load_loanprices_data.py
deleted file mode 100644
index 7c112b71..00000000
--- a/python/load_loanprices_data.py
+++ /dev/null
@@ -1,121 +0,0 @@
-import blpapi
-import sys
-from sqlalchemy import create_engine, MetaData, Table
-import pandas as pd
-from db import conn
-
-engine = create_engine('postgresql://et_user:Serenitas1@debian/ET')
-metadata = MetaData(bind=engine)
-
-# Fill SessionOptions
-sessionOptions = blpapi.SessionOptions()
-sessionOptions.setServerHost('192.168.1.108')
-sessionOptions.setServerPort(8194)
-session = blpapi.Session(sessionOptions)
-
-# Start a Session
-if not session.start():
-    print "Failed to start session."
-    sys.exit(0)
-
-if not session.openService("//blp/refdata"):
-    print "Failed to open //blp/refdata"
-    sys.exit(0)
-
-refDataService = session.getService("//blp/refdata")
-request = refDataService.createRequest("ReferenceDataRequest")
-all_fields = ["ISSUE_DT", "LN_ISSUE_STATUS", "ID_CUSIP",
-              "SECURITY_TYP", "AMT_OUTSTANDING", "PX_LAST","LAST_UPDATE_DT",
-              "ISSUER", "MATURITY","CPN","CPN_TYP", "CPN_FREQ","FLT_SPREAD",
-              "LIBOR_FLOOR","LN_CURRENT_MARGIN", "LN_TRANCHE_SIZE", "AMT_ISSUED",
-              "LN_COVENANT_LITE","SECOND_LIEN_INDICATOR","DEFAULTED", "DEFAULT_DATE",
-              "CALLED", "CALLED_DT", "PRICING_SOURCE"]
-fields_update = ["LN_ISSUE_STATUS", "AMT_OUTSTANDING", "PX_LAST","LAST_UPDATE_DT",
-                 "LN_CURRENT_MARGIN", "DEFAULTED", "DEFAULT_DATE",
-                 "CALLED", "CALLED_DT", "PRICING_SOURCE"]
-
-# append securities to request
-cusips = pd.read_sql_query("select id_bb_unique, substring(id_bb_unique from 3) as cusip from bloomberg_corp_ref " \
-                           "where (status is Null or status not in ('REFINANCED','RETIRED', 'REPLACED')) "\
-                           "and not called", engine, index_col='cusip')
-cusips = pd.read_sql_query("select id_bb_unique, substring(id_bb_unique from 3) as cusip from bloomberg_corp_ref", engine, index_col='cusip')
-
-# cusips = set(cusips)
-for cusip in cusips.index:
-    request.append("securities", "{0} Corp".format(cusip))
-
-# append fields to request
-for field in fields_update:
-    request.append("fields", field)
-
-session.sendRequest(request)
-
-data = []
-try:
-    # Process received events
-    while(True):
-        # We provide timeout to give the chance to Ctrl+C handling:
-        ev = session.nextEvent(500)
-        if ev.eventType() in [blpapi.Event.PARTIAL_RESPONSE, blpapi.Event.RESPONSE]:
-            for msg in ev:
-                data.append(msg)
-            # Response completely received, so we could exit
-        if ev.eventType() == blpapi.Event.RESPONSE:
-            break
-finally:
-    # Stop the session
-    session.stop()
-
-def process_msgs(data, fields):
-    newdata = []
-    for msg in data:
-        if msg.messageType() == blpapi.Name("ReferenceDataResponse"):
-            securityDataArray = msg.getElement("securityData")
-            for securityData in securityDataArray.values():
-                securityName = securityData.getElementValue("security")
-                fieldData = securityData.getElement("fieldData")
-                row = {'security': securityName}
-                for fieldName in fields:
-                    try:
-                        fieldValue = fieldData.getElementValue(fieldName)
-                        row[fieldName] = fieldValue
-                    except blpapi.NotFoundException:
-                        row[fieldName] = None
-                newdata.append(row)
-    return pd.DataFrame.from_dict(newdata)
-
-data = process_msgs(data, fields_update)
-data.security = data.security.str.slice(0,9)
-data['id_bb_unique'] = cusips.ix[data.security]['id_bb_unique'].reset_index(drop=True)
-with conn.cursor() as c:
-    for i in range(data.shape[0]):
-        c.execute("UPDATE bloomberg_corp_ref set defaulted = %s, default_date = %s, " \
-                  "called=%s, called_date = %s, status=%s " \
-                  "where id_bb_unique=%s",
-                  (data.iloc[i]['DEFAULTED'], data.iloc[i]['DEFAULT_DATE'], data.iloc[i]['CALLED'],
-                   data.iloc[i]['CALLED_DT'], data.iloc[i]['LN_ISSUE_STATUS'], data.iloc[i]['id_bb_unique']))
-conn.commit()
-
-currentdata = pd.Index(pd.read_sql_query("SELECT id_bb_unique, pricingdate from bloomberg_corp",
-                                         engine,
-                                         parse_dates=["pricingdate"]))
-
-#no need to insert empty prices
-data.dropna(subset=['PX_LAST'], inplace=True)
-data.set_index(['id_bb_unique', 'LAST_UPDATE_DT'], inplace=True)
-data = data.ix[data.index.difference(currentdata)]
-data.reset_index(inplace=True)
-
-sqlstr = "INSERT INTO bloomberg_corp VALUES(%s, %s, %s, %s, %s, %s)"
-with conn.cursor() as c:
-    for i in range(data.shape[0]):
-        margin = data.iloc[i]['LN_CURRENT_MARGIN']
-        if np.isnan(margin):
-            margin = None
-        amt_outstanding = data.iloc[i]['AMT_OUTSTANDING']
-        if np.isnan(amt_outstanding):
-            amt_outstanding = None
-        c.execute(sqlstr, (data.iloc[i]['id_bb_unique'], data.iloc[i]['LAST_UPDATE_DT'],
-                           data.iloc[i]['PX_LAST'], margin, amt_outstanding,
-                           data.iloc[i]['PRICING_SOURCE']))
-conn.commit()