diff options
Diffstat (limited to 'python/load_markit_data.py')
| -rw-r--r-- | python/load_markit_data.py | 57 |
1 files changed, 0 insertions, 57 deletions
diff --git a/python/load_markit_data.py b/python/load_markit_data.py deleted file mode 100644 index 519149c4..00000000 --- a/python/load_markit_data.py +++ /dev/null @@ -1,57 +0,0 @@ -import os -import os.path -import datetime -from datetime import date -import pdb -import csv -from db import conn -from common import root - -def convertToNone(s): - return None if (s=='' or s=='NA') else s - -fields = ["LoanX ID", "Issuer", "Deal Name", "Facility", "Industry", \ - "Current SP Rating", "Current Moodys Rating", "Initial Amount",\ - "Final Maturity", "Initial Spread", "Bid", "Offer", "Depth", \ - "Spread To Maturity"] - -c = conn.cursor() -c.execute("SELECT MAX(pricingdate) from markit_prices") -latestdate = c.fetchone()[0] -c.close() - -sql_fields = ["LoanXID", "Issuer", "DealName", "Facility", "Industry", "SP", - "Moodys", "Amount", "Maturity", "Spread", "Bid", "Offer", "Depth", - "STM", "PricingDate"] - -for filename in os.listdir(os.path.join(root, "data", "markit")): - date = datetime.datetime.strptime(filename.split("_")[2].split(".")[0], '%Y-%m-%d').date() - # only update the new data - if latestdate is None or date > latestdate: - with open( os.path.join(root, "data", "markit", filename) ) as fh: - dr = csv.DictReader(fh) - data = [] - for line in dr: - try: - line['Final Maturity'] = \ - datetime.datetime.strptime(line['Final Maturity'], '%d-%b-%y') - except ValueError: - if line['Final Maturity'] !='': - print('Maturity non empty') - if line['Depth'] == 'implied': - line['Depth'] = 0 - try: - temp = [convertToNone(line[key]) for key in fields] - except KeyError: - pdb.set_trace() - data.append(temp) - - c = conn.cursor() - for row in data: - sqlstring = "INSERT INTO markit_prices({0}) " \ - "VALUES({1})".format(",".join(sql_fields), ",".join(["%s"] * len(sql_fields))) - c.execute(sqlstring, tuple(row) + (date,)) - conn.commit() - c.close() -conn.close() -print("done") |
