diff options
Diffstat (limited to 'python/task_server/globeop.py')
| -rw-r--r-- | python/task_server/globeop.py | 20 |
1 files changed, 18 insertions, 2 deletions
diff --git a/python/task_server/globeop.py b/python/task_server/globeop.py index 6676c721..b6942761 100644 --- a/python/task_server/globeop.py +++ b/python/task_server/globeop.py @@ -108,7 +108,7 @@ def download_data(workdate): df.to_csv(os.path.join(reports_dir, "CDS_Report.csv"), index=False)
os.remove(os.path.join(reports_dir, "CDS_Report.xls"))
-def upload_data(engine, workdate):
+def upload_bond_marks(engine, workdate):
df = pd.read_sql_query("SELECT * from list_marks(%s)", engine, params = (workdate.date(),))
df.rename(columns = {'identifier': 'IDENTIFIER',
'price': 'Price'}, inplace=True)
@@ -118,4 +118,20 @@ def upload_data(engine, workdate): ftp = get_ftp('incoming')
with open(fullpath, "rb") as fh:
ftp.storbinary('STOR ' + filename, fh)
- logger.info("upload done")
+ logger.info("upload bond marks done")
+
+def upload_cds_marks(engine, workdate):
+ df = pd.read_sql_query("""SELECT cds.dealid AS "DealID", 'CREDIT_SWAP' AS "Instrument Type",
+(a.clean_nav+a.accrued) AS "NPV" from list_abscds_marks(%s) a
+JOIN cds USING (security_id)""", engine, params = (workdate.date(),))
+ filename = 'otcNpv{0:%Y%m%d}.csv'.format(workdate)
+ fullpath = os.path.join(root, str(workdate.date()), filename)
+ df.to_csv(fullpath, index=False)
+ ftp = get_ftp('incoming')
+ with open(fullpath, "rb") as fh:
+ ftp.storbinary('STOR ' + filename, fh)
+ logger.info("upload cds marks done")
+
+def upload_data(engine, workdate):
+ upload_bond_marks(engine, workdate)
+ upload_cds_marks(engine, workdate)
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