diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 20 |
1 files changed, 20 insertions, 0 deletions
diff --git a/python/position.py b/python/position.py new file mode 100644 index 00000000..6a30fdf8 --- /dev/null +++ b/python/position.py @@ -0,0 +1,20 @@ +from bbg_helpers import init_bbg_session, retreive_data, process_msgs +import pandas as pd +from sqlalchemy import create_engine +from pandas.tseries.offsets import BDay + +engine = create_engine('postgresql://dawn_user@debian/dawndb') +session = init_bbg_session('192.168.0.14', 8194) + +fields = ["START_ACC_DT", "MTG_FACTOR_PAY_DT", "CUR_CPN", "INT_ACC", + "DAYS_ACC", "MTG_FACE_AMT", "MTG_FACTOR", "MTG_PREV_FACTOR", "MTG_FACTOR_PRINC_PAY", + "MTG_PRINC_LOSSES", "CRNCY"] + +workdate = pd.datetime(2015, 7, 24) +securities = pd.read_sql_query("select * from list_positions(%s)", engine, params=(workdate.date(),)) +securities.loc[securities.identifier.str.endswith('_A'),'bbg_id'] = securities.identifier.str.slice(stop=9) +securities.loc[~securities.identifier.str.endswith('_A'),'bbg_id'] = securities.identifier.str.slice(stop=12) +sec = [s + " Mtge" if s!='XS0295516776' else s +" Corp" for s in securities.bbg_id.tolist()] +data = retreive_data(session, sec, fields, workdate) +df = process_msgs(data, fields) +df.to_csv('pomme6.csv') |