diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/db.py | 3 | ||||
| -rw-r--r-- | python/intex/load_indicative.py | 9 |
2 files changed, 9 insertions, 3 deletions
diff --git a/python/db.py b/python/db.py index 518a1539..e0ae3dd4 100644 --- a/python/db.py +++ b/python/db.py @@ -8,9 +8,11 @@ from sqlalchemy import create_engine from sqlalchemy.engine.url import URL import numpy as np + class InfDateAdapter: def __init__(self, wrapped): self.wrapped = wrapped + def getquoted(self): if self.wrapped == datetime.date.max: return b"'infinity'::date" @@ -19,6 +21,7 @@ class InfDateAdapter: else: return psycopg2.extensions.DateFromPy(self.wrapped).getquoted() + def nan_to_null(f, _NULL=AsIs('NULL'), _Float=psycopg2.extensions.Float): if not np.isnan(f): diff --git a/python/intex/load_indicative.py b/python/intex/load_indicative.py index 3686aa85..84b7f653 100644 --- a/python/intex/load_indicative.py +++ b/python/intex/load_indicative.py @@ -1,25 +1,27 @@ import psycopg2 import os import datetime -from datetime import date -import csv, sys, re +import csv import pdb from common import sanitize_float from db import dbconn from contextlib import closing import logging +import re +import sys logger = logging.getLogger(__name__) def convertToNone(s): return None if s in ["", "-", "NR"] else s + def insert_new_cusip(conn, line): if line['Pari-Passu Tranches']: line['Pari-Passu Tranches'] = line['Pari-Passu Tranches'].split(",") to_insert = (line['CUSIP'], line['ISIN'], line['Bloomberg Ticker'], line['dealname'], line['tranche'], line['Pari-Passu Tranches']) - for key in ['Orig Balance', 'Orig Attachment Point','Orig Detachment Point', + for key in ['Orig Balance', 'Orig Attachment Point', 'Orig Detachment Point', 'Floater Spread/Margin']: if line[key]: line[key] = sanitize_float(line[key]) @@ -35,6 +37,7 @@ def insert_new_cusip(conn, line): logger.error(e) conn.commit() + def upload_cusip_data(conn, filename): dealupdate = {} with open( filename, "r") as fh: |