1 files changed, 0 insertions, 73 deletions
diff --git a/python/markit_cds.py b/python/markit_cds.py
deleted file mode 100644
index bb2ba2a0..00000000
--- a/python/markit_cds.py
+++ /dev/null
@@ -1,73 +0,0 @@
-import requests
-import datetime
-from common import root
-import os
-import csv
-import sys
-import zipfile, io
-import shutil
-import pandas as pd
-from pandas.tseries.offsets import BDay
-from db import dbconn
-from import_quotes import insert_cds, insert_index, insert_tranche
-from sqlalchemy import create_engine
-
-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(root, "Tranche_data", "CDS", "cds eod {0}.csv".format(payload['date'])), "wb")
-    with zipfile.ZipFile(io.BytesIO(r.content)) as z:
-        for f in z.namelist():
-            if "csv" in f:
-                f1 = z.open(f)
-                next(f1)
-                next(f1)
-                shutil.copyfileobj(f1, f2)
-                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:
-        ts = datetime.datetime.strptime(payload['date'], "%Y%m%d") + BDay(1)
-        ts = ts.timestamp()
-    for report in ['COMPOSITES', 'TRANCHE_COMPOSITES']:
-        for family in ['CDX', 'ITRAXX-EUROPE']:
-            payload.update({'family': family, 'report': report})
-            r = requests.get('https://www.markit.com/export.jsp', params=payload)
-            try:
-                with zipfile.ZipFile(io.BytesIO(r.content)) as z:
-                    for f in z.namelist():
-                        if "csv" in f:
-                            path = z.extract(f, path=os.path.join(root, "Tranche_data", "Composite_reports"))
-                            if historical:
-                                os.utime(path, (ts, ts))
-            except zipfile.BadZipfile:
-                print(r.content)
-                continue
-
-if __name__=="__main__":
-    if len(sys.argv) > 1:
-        workdate = pd.datetime.strptime(sys.argv[1], "%Y-%m-%d")
-        historical = True
-    else:
-        workdate = pd.datetime.today()-BDay(1)
-        historical = False
-    payload = {'user': 'GuillaumeHorel',
-               'password': 'password',
-               'version': '5',
-               'format': 'csv',
-               'report': 'FIXED_COUPON',
-               'date': workdate.strftime("%Y%m%d"),
-               'type': 'CDS'}
-    download_cds_data(payload)
-    payload.update({'type':'CredIndex','version':4})
-    download_composite_data(payload, historical)
-    engine = create_engine('postgresql://serenitas_user@debian/serenitasdb')
-    serenitasdb = dbconn('serenitasdb')
-    insert_cds(serenitasdb, workdate.date())
-    insert_index(engine, workdate.date())
-    insert_tranche(engine, workdate.date())
-    serenitasdb.close()