diff options
Diffstat (limited to 'python/load_markit_data.py')
| -rw-r--r-- | python/load_markit_data.py | 27 |
1 files changed, 9 insertions, 18 deletions
diff --git a/python/load_markit_data.py b/python/load_markit_data.py index d2188952..e048e8d0 100644 --- a/python/load_markit_data.py +++ b/python/load_markit_data.py @@ -1,42 +1,31 @@ -import psycopg2 import os import os.path import datetime from datetime import date import pdb import csv - -if os.name =='nt': - root = "//WDsentinel/share/CorpCDOs/data/markit" -elif os.name == 'posix': - root = '/home/share/CorpCDOS/data/markit' +import common def convertToNone(s): return None if (s=='' or s=='NA') else s -conn = psycopg2.connect(database="ET", - user="et_user", - password="Serenitas1", - host="192.168.1.108") -cursor = conn.cursor() - 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"] -latestdate = cursor.execute("SELECT MAX(pricingdate) from markit_prices") -latestdate = cursor.fetchone()[0] +latestdate = common.cursor.execute("SELECT MAX(pricingdate) from markit_prices") +latestdate = common.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): +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, filename) ) as fh: + with open( os.path.join(root, "data", "markit", filename) ) as fh: dr = csv.DictReader(fh) data = [] for line in dr: @@ -57,6 +46,8 @@ for filename in os.listdir(root): for row in data: 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() + common.cursor.execute(sqlstring, tuple(row) + (date,)) + common.conn.commit() +common.cursor.close() +common.conn.close() print "done" |