diff options
Diffstat (limited to 'python/load_markit_data.py')
| -rw-r--r-- | python/load_markit_data.py | 14 |
1 files changed, 8 insertions, 6 deletions
diff --git a/python/load_markit_data.py b/python/load_markit_data.py index a58341ac..b29cfd18 100644 --- a/python/load_markit_data.py +++ b/python/load_markit_data.py @@ -28,6 +28,10 @@ fields = ["LoanX ID", "Issuer", "Deal Name", "Facility", "Industry", \ latestdate = cursor.execute("SELECT MAX(pricingdate) from markit_prices") latestdate = cursor.fetchone()[0] +sql_fields = ["LoanXID", "Issuer", "DealName", "Facility", "Industry", "SP", + "Moodys", "Amount", "Maturity", "Spread", "Bid", "Offer", "Depth", + "STM", "PricingDate"] + for filename in os.listdir(root): date = datetime.datetime.strptime(filename.split("_")[2].split(".")[0], '%Y-%m-%d').date() # only update the new data @@ -43,7 +47,7 @@ for filename in os.listdir(root): if line['Final Maturity'] !='': print 'Maturity non empty' if line['Depth'] == 'implied': - line['Depth']=0 + line['Depth'] = 0 try: temp = [convertToNone(line[key]) for key in fields] except KeyError: @@ -51,9 +55,7 @@ for filename in os.listdir(root): data.append(temp) for row in data: - cursor.execute("INSERT INTO markit_prices(LoanXID, Issuer, DealName," - "Facility, Industry, SP, Moodys, Amount, Maturity," - "Spread, Bid, Offer, Depth, STM, PricingDate)" - "VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)", - tuple(row) + (date,)) + sqlstring = "INSERT INTO markit_prices({0}) " \ + "VALUES({1})".format(",".join(sql_fields), ",".join(["%s"] * len(sql_fields))) + cursor.execute(sqlstring, tuple(row) + (date,)) conn.commit() |