diff options
Diffstat (limited to 'python/markit')
| -rw-r--r-- | python/markit/__main__.py | 13 | ||||
| -rw-r--r-- | python/markit/cds.py | 5 |
2 files changed, 9 insertions, 9 deletions
diff --git a/python/markit/__main__.py b/python/markit/__main__.py index 100f9d1b..765d1537 100644 --- a/python/markit/__main__.py +++ b/python/markit/__main__.py @@ -1,22 +1,18 @@ import argparse -import datetime import logging import numpy as np import pandas as pd import os -import sys -import logging 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 from .utils import default_date from db import dbconn -## parse arguments +# parse arguments parser = argparse.ArgumentParser() group = parser.add_mutually_exclusive_group(required=True) group.add_argument("-l", "--loans", action="store_true", @@ -27,7 +23,8 @@ 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 re-download data") -parser.add_argument('workdate', nargs='?', type = lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()) +parser.add_argument('workdate', nargs='?', + type=lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()) args = parser.parse_args() historical = True @@ -44,7 +41,7 @@ elif args.cds: elif args.rates: log_file = os.path.join(os.environ['LOG_DIR'], 'markit_rates.log') -## set up logging +# set up logging logger = logging.getLogger('markit') fh = logging.FileHandler(filename=log_file) formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s') @@ -78,7 +75,7 @@ elif args.cds: 'type': 'CDS'} if not args.insert_only: download_cds_data(payload) - payload.update({'type':'CredIndex','version':4}) + payload.update({'type': 'CredIndex', 'version': 4}) download_composite_data(payload, historical) serenitasdb = dbconn('serenitasdb') insert_cds(serenitasdb, workdate) diff --git a/python/markit/cds.py b/python/markit/cds.py index 29e1f623..5fbc2d3a 100644 --- a/python/markit/cds.py +++ b/python/markit/cds.py @@ -9,9 +9,11 @@ from pandas.tseries.offsets import BDay import pandas as pd
logger = logging.getLogger(__name__)
+
def convertToNone(v):
return v if v else None
+
def download_cds_data(payload):
r = requests.get('https://www.markit.com/export.jsp', params=payload)
f2 = open(os.path.join(os.environ['BASE_DIR'], "Tranche_data", "CDS",
@@ -26,8 +28,9 @@ def download_cds_data(payload): f1.close()
f2.close()
+
def download_composite_data(payload, historical=False):
- ## if historical, we want to maintain the invariant mtime(f)== payload['date'] + BDay(1)
+ # if historical, we want to maintain the invariant mtime(f)== payload['date'] + BDay(1)
if historical:
ts = (pd.Timestamp(payload['date']) + BDay(1)).timestamp()
for report in ['COMPOSITES', 'TRANCHE_COMPOSITES']:
|
