diff options
Diffstat (limited to 'python/markit/__main__.py')
| -rw-r--r-- | python/markit/__main__.py | 11 |
1 files changed, 9 insertions, 2 deletions
diff --git a/python/markit/__main__.py b/python/markit/__main__.py index 6f0d6c54..cb3ecf9f 100644 --- a/python/markit/__main__.py +++ b/python/markit/__main__.py @@ -10,6 +10,7 @@ import logging from common import root from .cds import download_cds_data, download_composite_data from .loans import download_facility, insert_facility, download_marks, update_facility +from .rates import downloadMarkitIRData from .import_quotes import insert_cds, insert_index, insert_tranche from pandas.tseries.offsets import BDay from sqlalchemy import create_engine @@ -23,8 +24,10 @@ group.add_argument("-l", "--loans", action="store_true", help="download markit loan data") group.add_argument("-c", "--cds", action="store_true", help="download markit cds data") +group.add_argument("-r", "--rates", action="store_true", + help="download markit IR data") parser.add_argument("-i", "--insert-only", action="store_true", - help="do not redownload data") + help="do not re-download data") parser.add_argument('workdate', nargs='?', type = lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()) args = parser.parse_args() @@ -64,7 +67,7 @@ if args.loans: update_facility(workdate, payload) logger.info('facility updated') -else: +elif args.cds: payload = {'user': 'GuillaumeHorel', 'password': 'password', 'version': '5', @@ -83,3 +86,7 @@ else: engine = create_engine('postgresql://serenitas_user@debian/serenitasdb') insert_index(engine, workdate) insert_tranche(engine, workdate) + +elif args.rates: + for curr in ["USD", "EUR"]: + downloadMarkitIRData(workdate, currency = curr) |