diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/risk_insight/__init__.py | 1 | ||||
| -rw-r--r-- | python/risk_insight/views.py | 73 |
2 files changed, 46 insertions, 28 deletions
diff --git a/python/risk_insight/__init__.py b/python/risk_insight/__init__.py index 4dabc1c9..5ac03fa8 100644 --- a/python/risk_insight/__init__.py +++ b/python/risk_insight/__init__.py @@ -1,3 +1,4 @@ from flask import Flask + app = Flask(__name__) import risk_insight.views diff --git a/python/risk_insight/views.py b/python/risk_insight/views.py index 9256aeda..9b111edb 100644 --- a/python/risk_insight/views.py +++ b/python/risk_insight/views.py @@ -7,6 +7,7 @@ from risk_insight import app from flask import render_template, jsonify, request, g from psycopg2 import sql + def get_attach_from_name(index_type, series): if index_type.lower() == "ig": if series == 9: @@ -24,20 +25,23 @@ def get_attach_from_name(index_type, series): attach = [0, 3, 6, 12, 100] return attach + def get_db(): - db = getattr(g, '_database', None) + db = getattr(g, "_database", None) if db is None: - db = g._database = psycopg2.connect(database="serenitasdb", - user="serenitas_user", - host="debian") + db = g._database = psycopg2.connect( + database="serenitasdb", user="serenitas_user", host="debian" + ) return db + @app.teardown_appcontext def close_connection(exception): - db = getattr(g, '_database', None) + db = getattr(g, "_database", None) if db is not None: db.close() + @app.route("/_data_tranches") def get_risk_numbers(): index = request.args.get("i") @@ -46,17 +50,22 @@ def get_risk_numbers(): greek = request.args.get("g") db = get_db() attach = get_attach_from_name(index, series) - sqlstr = (sql.SQL("SELECT to_char(date, 'YYYY/MM/DD'), array_agg({}) FROM " \ - "(SELECT date, {} FROM risk_numbers rn JOIN tranche_quotes " \ - "ON tranche_quotes.id=rn.tranche_id AND rn.index=%s " \ - "AND rn.series=%s AND rn.tenor=%s ORDER BY rn.date, rn.attach) "\ - "AS a GROUP BY date ORDER BY date"). - format(sql.Identifier(greek), sql.Identifier(greek))) + sqlstr = sql.SQL( + "SELECT to_char(date, 'YYYY/MM/DD'), array_agg({}) FROM " + "(SELECT date, {} FROM risk_numbers rn JOIN tranche_quotes " + "ON tranche_quotes.id=rn.tranche_id AND rn.index=%s " + "AND rn.series=%s AND rn.tenor=%s ORDER BY rn.date, rn.attach) " + "AS a GROUP BY date ORDER BY date" + ).format(sql.Identifier(greek), sql.Identifier(greek)) with db.cursor() as c: c.execute(sqlstr, (index.upper(), series, tenor)) data = [[date] + arr for date, arr in c] - return jsonify(labels=["Date"] + ["{0}-{1} {2}".format(l, u, greek) for l, u in zip(attach[:-1], attach[1:])], - data=data) + return jsonify( + labels=["Date"] + + ["{0}-{1} {2}".format(l, u, greek) for l, u in zip(attach[:-1], attach[1:])], + data=data, + ) + @app.route("/_data_indices") def get_indices_quotes(): @@ -66,29 +75,35 @@ def get_indices_quotes(): what = request.args.get("w") data = [] db = get_db() - sqlstr = "SELECT to_char(date, 'YYYY/MM/DD'), {0} " \ - "from index_quotes WHERE index=%s and series=%s " \ - "and tenor=%s ORDER BY date" + sqlstr = ( + "SELECT to_char(date, 'YYYY/MM/DD'), {0} " + "from index_quotes WHERE index=%s and series=%s " + "and tenor=%s ORDER BY date" + ) if index.upper() == "HY": tail = "price" else: tail = "spread" - query_columns = {'quotes': f"close{tail}, model{tail}", - 'adjquotes': f"adjclose{tail}, adjmodel{tail}", - 'basis': f"close{tail} - model{tail}", - 'theta': "theta", - 'duration': "duration"} - labels = {'quotes': ["Date", "Close", "FV"], - 'adjquotes': ["Date", "AdjClose", "AdjFV"], - 'basis': ["Date", "Basis"], - 'theta': ["Date", "Theta"], - 'duration': ["Date", "Duration"]} + query_columns = { + "quotes": f"close{tail}, model{tail}", + "adjquotes": f"adjclose{tail}, adjmodel{tail}", + "basis": f"close{tail} - model{tail}", + "theta": "theta", + "duration": "duration", + } + labels = { + "quotes": ["Date", "Close", "FV"], + "adjquotes": ["Date", "AdjClose", "AdjFV"], + "basis": ["Date", "Basis"], + "theta": ["Date", "Theta"], + "duration": ["Date", "Duration"], + } sqlstr = sqlstr.format(query_columns[what]) with db.cursor() as c: c.execute(sqlstr, (index.upper(), series, tenor)) data = c.fetchall() - return jsonify(labels = labels[what], - data = data) + return jsonify(labels=labels[what], data=data) + @app.route("/tranches.html") def tranches(): @@ -98,10 +113,12 @@ def tranches(): series_list = [s for s, in c] return render_template("tranches.html", series=series_list) + @app.route("/indices.html") def indices(): return render_template("indices.html", series=[9, 10, 11, 13] + list(range(16, 32))) + @app.route("/") def main(): return render_template("index.html") |