diff options
Diffstat (limited to 'python/load_refentity.py')
| -rw-r--r-- | python/load_refentity.py | 33 |
1 files changed, 25 insertions, 8 deletions
diff --git a/python/load_refentity.py b/python/load_refentity.py index 837b5dfb..98387b6a 100644 --- a/python/load_refentity.py +++ b/python/load_refentity.py @@ -1,4 +1,7 @@ from db import dbconn +from pathlib import Path +import datetime +import re import lxml.etree as etree parser = etree.XMLParser(remove_blank_text=True) from psycopg2.extras import Json @@ -71,11 +74,15 @@ def insert_refobligation(fname): 'type', 'isconvert', 'isperp', 'coupontype', 'ccy', 'maturity', 'issuedate', 'coupon', 'isin', 'cusip', 'event'] - redpair_insert = ("INSERT INTO RedPairMapping VALUES({})". - format(",".join(["%s"] * len(names_redpair)))) - refobligation_insert = ("INSERT INTO RefObligation({}) VALUES({})". + redpair_insert = ("""INSERT INTO RedPairMapping VALUES({}) + ON CONFLICT(redpaircode) DO UPDATE SET {}""". + format(",".join(["%s"] * len(names_redpair)), + ",".join(f"{name}=EXCLUDED.{name}" for name in names_redpair[1:]))) + refobligation_insert = ("""INSERT INTO RefObligation({}) VALUES({}) + ON CONFLICT(obligationname) DO UPDATE SET {}""". format(",".join(names_refobligation), - ",".join(["%s"] * len(names_refobligation)))) + ",".join(["%s"] * len(names_refobligation)), + ",".join(f"{name}=EXCLUDED.{name}" for name in names_refobligation[1:]))) skipfirst = True with conn.cursor() as c: for child in tree.getroot(): @@ -95,8 +102,18 @@ def insert_refobligation(fname): c.execute(refobligation_insert, [d.get(name) for name in names_refobligation]) conn.commit() +def get_date(f): + m = re.search("(\d*)\.", f.name) + if m: + timestamp = int(m.groups(0)[0]) + return datetime.datetime.fromtimestamp(timestamp/1000) + if __name__ == "__main__": - #insert_refobligation('/home/serenitas/guillaume/V9 Red Obligation1503420865581.xml') - from pathlib import Path - base_dir = Path('/home/serenitas/CorpCDOs/Tranche_data/RED_reports') - insert_refentity((base_dir / 'V10 Red Entity Delta1503687306161.xml').as_posix()) + from markit_red import download_report + base_dir = Path('/home/serenitas/CorpCDOs/Tranche_data/RED_reports/Deltas') + for report in ['REDEntityDelta', 'REDObligationDelta']: + f = base_dir / download_report(report)[0] + if "Entity" in report: + insert_refentity(f.as_posix()) + else: + insert_refobligation(f.as_posix()) |