diff options
Diffstat (limited to 'python/markit/__main__.py')
| -rw-r--r-- | python/markit/__main__.py | 46 |
1 files changed, 34 insertions, 12 deletions
diff --git a/python/markit/__main__.py b/python/markit/__main__.py index 913eba77..c85ef0bc 100644 --- a/python/markit/__main__.py +++ b/python/markit/__main__.py @@ -30,6 +30,13 @@ group.add_argument("-r", "--rates", action="store_true", help="download markit I parser.add_argument( "-i", "--insert-only", action="store_true", help="do not re-download data" ) +parser.add_argument( + "-s", + "--same-day", + action="store_true", + dest="same_day", + help="download same day reports", +) parser.add_argument("workdate", nargs="?", type=datetime.date.fromisoformat) @@ -42,7 +49,10 @@ historical = True if args.workdate is None: if not args.rates: historical = False - workdate = default_date() + if not args.same_day: + workdate = default_date() + else: + workdate = datetime.date.today() else: workdate = datetime.date.today() else: @@ -87,18 +97,30 @@ elif args.cds: } if not args.insert_only: # download_cds_data(payload, workdate, "COMPOSITES") - download_cds_data(payload, workdate) + if not args.same_day: + download_cds_data(payload, workdate) + else: + pass + # not permissioned + # payload.update({"type": "fccds", "version": "6"}) + # download_cds_data(payload, workdate, "SAME_DAY_FC_CDS_NEWYORK_CLOSE") payload.update({"type": "CredIndex", "version": 4}) - download_composite_data(payload, workdate, historical) - conn = serenitas_pool.getconn() - remove_curves(conn, workdate) - insert_cds(conn, workdate) - copy_curves_forward(conn, workdate) - serenitas_pool.putconn(conn) - if not args.insert_only: - engine = create_engine("postgresql://serenitas_user@debian/serenitasdb") - insert_index(engine, workdate) - insert_tranche(engine, workdate) + if args.same_day: + download_composite_data( + payload, workdate, historical, ("SAME_DAY_INDICES",) + ) + else: + download_composite_data(payload, workdate, historical) + if not args.same_day: + conn = serenitas_pool.getconn() + remove_curves(conn, workdate) + insert_cds(conn, workdate) + copy_curves_forward(conn, workdate) + serenitas_pool.putconn(conn) + if not args.insert_only: + engine = create_engine("postgresql://serenitas_user@debian/serenitasdb") + insert_index(engine, workdate) + insert_tranche(engine, workdate) elif args.rates: conn = serenitas_pool.getconn() |