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-rw-r--r--python/clo_universe.py14
-rw-r--r--python/common.py22
-rw-r--r--python/cusip_universe.py37
-rw-r--r--python/facility_download.py7
-rw-r--r--python/facility_update.py4
-rw-r--r--python/intex_scenarios.py41
-rw-r--r--python/load_bloomberg_data.py21
-rw-r--r--python/load_intex_collateral.py30
-rw-r--r--python/load_markit_data.py11
-rw-r--r--python/markit_download.py20
-rw-r--r--python/monitor.py5
-rw-r--r--python/query_runner.py12
12 files changed, 126 insertions, 98 deletions
diff --git a/python/clo_universe.py b/python/clo_universe.py
index 03904c53..8c37cd5a 100644
--- a/python/clo_universe.py
+++ b/python/clo_universe.py
@@ -7,7 +7,7 @@ import pdb
import re
import sys
import common
-import psycopg2
+from common import query_db
def convertToNone(s):
return None if s=="-" or s=="" or s == "NR" else s
@@ -20,13 +20,14 @@ def sanitize_float(intex_float):
intex_float = float(intex_float)
return intex_float
-def upload_data(workdate, conn, cursor):
- cursor.execute("select dealname, max(\"Latest Update\") from clo_universe group by dealname")
- deallist = dict(cursor.fetchall())
+def upload_data(workdate, conn):
+ sqlstr = "select dealname, max(\"Latest Update\") from clo_universe group by dealname"
+ deallist = dict(query_db(sqlstr, one=False))
universe = os.path.join("data", "clo_universe_intex_" + workdate + ".txt")
with open( os.path.join(common.root, universe), "r") as fh:
dr = csv.DictReader(fh, dialect='excel-tab')
data = []
+ c = conn.cursor()
for line in dr:
if not line ['Deal Name'] or (line['Deal Name'] == 'Unknown Security'):
continue
@@ -66,7 +67,7 @@ def upload_data(workdate, conn, cursor):
"%(Deal Termination Date)s, %(Deal Next Pay Date)s," \
"%(Reinv End Date)s, %(Latest Update)s, %(Deal CUSIP List)s, %(Paid Down)s)"
try:
- cursor.execute(sqlstring, line)
+ c.execute(sqlstring, line)
deallist[dealname] = line['Latest Update']
except psycopg2.DataError as detail:
print(detail)
@@ -81,7 +82,6 @@ if __name__ == "__main__":
workdate = sys.argv[1]
else:
workdate = str(datetime.date.today())
- upload_data(workdate, common.conn, common.cursor)
- common.cursor.close()
+ upload_data(workdate, common.conn)
common.conn.close()
print("done")
diff --git a/python/common.py b/python/common.py
index a194b09b..f0cc3fdf 100644
--- a/python/common.py
+++ b/python/common.py
@@ -10,4 +10,24 @@ conn = psycopg2.connect(database="ET",
user="et_user",
password="Serenitas1",
host="debian")
-cursor = conn.cursor()
+
+def query_db(sqlstr, **kwargs):
+ c = conn.cursor()
+ params = kwargs.get('params', None)
+ one = kwargs.get('one', True)
+ try:
+ if params:
+ c.execute(sqlstr, params)
+ else:
+ c.execute(sqlstr)
+ except psycopg2.Error:
+ c.close()
+ conn.rollback()
+ return None
+
+ if one:
+ result = c.fetchone()
+ else:
+ result = c.fetchall()
+ c.close()
+ return result
diff --git a/python/cusip_universe.py b/python/cusip_universe.py
index b8d2d100..15102f2b 100644
--- a/python/cusip_universe.py
+++ b/python/cusip_universe.py
@@ -7,6 +7,7 @@ import csv
import pdb
import sys
import common
+from common import query_db
def convertToNone(s):
return None if s=="" else s
@@ -21,13 +22,14 @@ def sanitize_float(intex_float):
intex_float = float(intex_float)
return intex_float
-def upload_data(workdate, conn, cursor):
+def upload_data(workdate, conn):
dealupdate = {}
for cusip_universe_file in os.listdir(os.path.join(common.root, "data", "Trinfo_" + workdate)):
with open( os.path.join(common.root, "data", "Trinfo_" + workdate, cusip_universe_file), "r") as fh:
dr = csv.DictReader(fh, dialect='excel-tab')
data = []
deals_to_update = []
+ c = conn.cursor()
for line in dr:
if "ISIN" not in line:
line['ISIN'] = None
@@ -39,12 +41,12 @@ def upload_data(workdate, conn, cursor):
dealname = line['dealname']
line = {k: convertToNone(v) for k, v in line.items()}
if dealname not in dealupdate:
- cursor.execute("SELECT \"Latest Update\" FROM clo_universe " \
- "WHERE dealname = %s ORDER BY \"Latest Update\" DESC", (dealname,))
- dealupdate[dealname] = cursor.fetchone()[0]
+ dealupdate[dealname] = query_db("SELECT \"Latest Update\" FROM clo_universe " \
+ "WHERE dealname = %s ORDER BY \"Latest Update\" DESC",
+ params = (dealname,))[0]
+
sqlstring = "SELECT updatedate FROM latest_cusip_universe WHERE cusip = %s"
- cursor.execute(sqlstring, (line['CUSIP'],))
- curr_date = cursor.fetchone()
+ curr_date = query_db(sqlstring, params = (line['CUSIP'],))
if not curr_date or curr_date[0] < dealupdate[dealname]:
if dealname not in deals_to_update:
deals_to_update.append(dealname)
@@ -71,23 +73,21 @@ def upload_data(workdate, conn, cursor):
"%(Curr Detachment Point)s, %(Floater Index)s, %(Floater Spread)s, " \
"%(updatedate)s)"
try:
- cursor.execute(sqlstring, line)
+ c.execute(sqlstring, line)
except psycopg2.DataError:
pdb.set_trace()
print("uploaded: {0}".format(line['CUSIP']))
conn.commit()
+
for dealname in deals_to_update:
- try:
- cursor.execute("SELECT p_cusip, p_curr_subordination, "\
- "p_curr_thickness from et_deal_subordination(%s)",
- (dealname,))
- except psycopg2.DataError:
- pdb.set_trace()
- data = cursor.fetchall()
+ data = query_db("SELECT p_cusip, p_curr_subordination, "\
+ "p_curr_thickness from et_deal_subordination(%s)",
+ params = (dealname,),
+ one = False)
data = [ (t[1], t[2], t[0], dealupdate[dealname]) for t in data]
- cursor.executemany("UPDATE cusip_universe SET subordination = %s, "
- "thickness = %s WHERE cusip = %s AND "
- "updatedate = %s", data)
+ c.executemany("UPDATE cusip_universe SET subordination = %s, "
+ "thickness = %s WHERE cusip = %s AND "
+ "updatedate = %s", data)
conn.commit()
if __name__=="__main__":
@@ -96,6 +96,5 @@ if __name__=="__main__":
else:
workdate = str(datetime.date.today())
- upload_data(workdate, common.conn, common.cursor)
- common.cursor.close()
+ upload_data(workdate, common.conn)
common.conn.close()
diff --git a/python/facility_download.py b/python/facility_download.py
index b189f536..f56dae7c 100644
--- a/python/facility_download.py
+++ b/python/facility_download.py
@@ -1,6 +1,7 @@
import requests
import os
import common
+from common import query_db
legal = 'serecap'
username = 'serecapuser'
@@ -22,11 +23,12 @@ flag = False
# fh.write(r.content.split('\n')[1] + "\n")
# flag = True
+
sqlstring = "select loanxid from markit_prices2 except (select loanxid from latest_markit_prices2)"
-common.cursor.execute(sqlstring)
+loan_ids = query_db(sqlstring, one=False)
with open( os.path.join(common.root, "data", "Facility files",
"facility_test.csv"), "wb") as fh:
- for loanxid in common.cursor.fetchall():
+ for loanxid in loan_ids:
r = requests.get('https://loans.markit.com/loanx/LoanXOneFacility.csv?LEGALENTITY={0}&USERNAME={1}&PASSWORD={2}&LOANXID={3}'.format(legal, username, password, loanxid[0]))
if flag:
fh.write(r.content.split('\n')[1] + "\n")
@@ -35,5 +37,4 @@ with open( os.path.join(common.root, "data", "Facility files",
fh.write(r.content.split('\n')[1] + "\n")
flag = True
-common.cursor.close()
common.conn.close()
diff --git a/python/facility_update.py b/python/facility_update.py
index 9d2f234a..95d38064 100644
--- a/python/facility_update.py
+++ b/python/facility_update.py
@@ -52,10 +52,10 @@ with open( filename, "wb") as fh:
with open( filename, "r") as fh:
reader = csv.reader(fh)
reader.next()
+ c = common.conn.cursor()
sqlstring = "INSERT INTO markit_facility VALUES( {0} )".format( ",".join(["%s"] * 13))
for line in reader:
newline = [convertToNone(v) for v in line]
- common.cursor.execute(sqlstring, newline)
+ c.execute(sqlstring, newline)
common.conn.commit()
-common.cursor.close()
common.conn.close()
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py
index e948ead5..fa5268d1 100644
--- a/python/intex_scenarios.py
+++ b/python/intex_scenarios.py
@@ -7,6 +7,7 @@ import json
import re
import psycopg2
import common
+from common import query_db, root
import sys
import yaml
@@ -24,49 +25,50 @@ pattern9 = re.compile("(?P<a>SEVERITY\[\w+,\d+\]=)mkt\(70\)")
global_reinvfloatpercentage = 84
global_reinvfixedpercentage = 16
-def get_reinv_assets(dealname, workdate, cursor):
+def get_reinv_assets(dealname, workdate):
sqlstr = 'select * from et_historicaldealinfo(%s, %s) where ReinvFlag IS TRUE'
- cursor.execute(sqlstr, (dealname, workdate))
- reinvassets = cursor.fetchall()
+ reinvassets = query_db(sqlstr, params = (dealname, workdate), one = False)
d = {}
for line in reinvassets:
d[line[3]] = line[22]
return d
-def get_recovery(dealname, workdate, cursor):
+def get_recovery(dealname, workdate, defaultrecovery = 50):
""" compute average price of defaulted assets
"""
- defaultrecovery = 50
- sqlstr = "select sum(coalesce(price, {0}) * currentbalance)/sum(currentbalance) ".format(defaultrecovery) + \
+ sqlstr = "select sum(coalesce(price, %s) * currentbalance)/sum(currentbalance) " + \
"from et_aggdealinfo_historical(%s, %s) where defaultedflag is True"
- cursor.execute(sqlstr, (dealname, workdate))
- recovery = cursor.fetchone()[0]
+
+ recovery = query_db(sqlstr, params = (defaultrecovery, dealname, workdate))
+
if not recovery:
- recovery = 50
+ recovery = defaultrecovery
+ else:
+ recovery = recovery[0]
return float(recovery)
-def get_reinvenddate(dealname, cursor):
- cursor.execute('SELECT \"Reinv End Date\" from latest_clo_universe where dealname=%s', (dealname,))
- reinvenddate = cursor.fetchone()[0]
+def get_reinvenddate(dealname):
+ sqlstr = 'SELECT \"Reinv End Date\" from latest_clo_universe where dealname=%s'
+ reinvenddate = query_db(sqlstr, params = (dealname,))[0]
if reinvenddate:
reinvenddate = reinvenddate.strftime("%Y%m%d")
return reinvenddate
else:
raise Exception("missing reinvestment end date")
-def generate_scenarios(workdate, dealnames, conn, cursor):
- prometheus = os.path.join(common.root, "Scenarios", "prometheus.sss")
+def generate_scenarios(workdate, dealnames):
+ prometheus = os.path.join(root, "Scenarios", "prometheus.sss")
n_scenarios = 100
- basedir = os.path.join(common.root, "Scenarios", "Intex curves_" + workdate)
+ basedir = os.path.join(root, "Scenarios", "Intex curves_" + workdate)
for dealname in dealnames:
- defaultedprice = get_recovery(dealname, workdate, cursor)
+ defaultedprice = get_recovery(dealname, workdate)
replace = "\g<a>{0:.3f}".format(defaultedprice)
with open(os.path.join(basedir, "csv", dealname + ".config")) as fh:
config = yaml.load(fh)
reinvflag = config['reinvflag']
if reinvflag:
- reinvenddate = get_reinvenddate(dealname, cursor)
- reinv_assets = get_reinv_assets(dealname, workdate, cursor)
+ reinvenddate = get_reinvenddate(dealname)
+ reinv_assets = get_reinv_assets(dealname, workdate)
n_float_assets = len([v for v in reinv_assets.values() if v == 'FLOAT'])
n_fixed_assets = len([v for v in reinv_assets.values() if v == 'FIXED'])
rollingmat = config['rollingmat']
@@ -221,6 +223,5 @@ if __name__ == "__main__":
os.listdir(os.path.join(common.root, "Scenarios",
"Intex curves_" + workdate, "csv"))
if "RData" in d]
- generate_scenarios(workdate, dealnames, common.conn, common.cursor)
- common.cursor.close()
+ generate_scenarios(workdate, dealnames)
common.conn.close()
diff --git a/python/load_bloomberg_data.py b/python/load_bloomberg_data.py
index d7b453cb..a03e609a 100644
--- a/python/load_bloomberg_data.py
+++ b/python/load_bloomberg_data.py
@@ -17,11 +17,14 @@ fields_mtge = ["Cusip", "Issuer", "Maturity", "Coupon", "CouponType", "Frequency
root = os.path.join(common.root, "data", "bloomberg")
for filename in os.listdir(root):
- common.cursor.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
- corpcusips = dict(common.cursor)
+ c = common.cursor()
+ c.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
+ corpcusips = dict(c)
+ c.close()
with open( os.path.join(root, filename), "r") as fh:
dr = csv.DictReader(fh)
if "datacorp" in filename:
+ c = common.conn.cursor()
for line in dr:
if line["LAST_UPDATE_DT"] != 'NA':
line["LAST_UPDATE_DT"] = \
@@ -39,13 +42,16 @@ for filename in os.listdir(root):
sqlstring = "INSERT INTO bloomberg_corp({0}) " \
"VALUES({1})".format(",".join(fields_corp), ",".join(["%s"] * len(fields_corp)))
try:
- common.cursor.execute(sqlstring, tuple(row))
+ c.execute(sqlstring, tuple(row))
except IndexError:
pdb.set_trace()
- common.conn.commit()
+ common.conn.commit()
+ c.close()
+
elif "datamtge" in filename:
- common.cursor.execute("select * from bloomberg_mtge")
- mtgecusips = {record[0]: None for record in common.cursor}
+ c = common.cursor()
+ c.execute("select * from bloomberg_mtge")
+ mtgecusips = {record[0]: None for record in c}
for line in dr:
if line["MATURITY"] != 'NA':
line["MATURITY"] = datetime.datetime.strptime(line["MATURITY"], '%Y-%m-%d').date()
@@ -57,9 +63,8 @@ for filename in os.listdir(root):
sqlstring = "INSERT INTO bloomberg_mtge({0}) " \
"VALUES({1})".format(",".join(fields_mtge),
",".join(["%s"] * len(fields_mtge)))
- common.cursor.execute(sqlstring, tuple(row))
+ c.execute(sqlstring, tuple(row))
common.conn.commit()
-common.cursor.close()
common.conn.close()
print("done")
diff --git a/python/load_intex_collateral.py b/python/load_intex_collateral.py
index 60aabbdd..c2cb9c19 100644
--- a/python/load_intex_collateral.py
+++ b/python/load_intex_collateral.py
@@ -5,6 +5,7 @@ import csv
import datetime
import pdb
import common
+from common import query_db
import sys
fields = ['Asset Name', 'Issuer', 'Contributed Balance', 'Maturity Date', \
@@ -33,12 +34,13 @@ def get_latest_dealupdate(workdate):
for line in dr if 'Paid' not in line['Latest Update'] and line['Latest Update']}
return deal_table
-def upload_data(dealnames, workdate, conn, cursor):
+def upload_data(dealnames, workdate, conn):
for dealname in dealnames:
#dealname, updatedate = line.rstrip().split()
# updatedate = datetime.datetime.strptime(updatedate, '%m/%d/%Y')
#dealname = dealname.upper() + ",AD.txt
- with open( os.path.join(common.root, "data", "Collaterals_" + workdate, dealname.upper() + "_AD.txt"), "r", encoding='windows-1252') as fh:
+ with open( os.path.join(common.root, "data", "Collaterals_" + workdate, dealname.upper() + "_AD.txt"),
+ "r", encoding='windows-1252') as fh:
dr = csv.DictReader(fh, dialect = 'excel-tab')
missingfields = set(fields) - set(dr.fieldnames)
if "LoanX ID" in missingfields:
@@ -92,8 +94,8 @@ def upload_data(dealnames, workdate, conn, cursor):
pdb.set_trace()
data.append(r)
- cursor.execute( "select distinct(updatedate) from et_collateral where dealname= %s", (dealname,))
- old_update_dates = [date[0] for date in cursor.fetchall()]
+ sqlstr = "select distinct(updatedate) from et_collateral where dealname= %s"
+ old_update_dates = [date[0] for date in query_db(sqlstr, params=(dealname,), one=False)]
deal_table = get_latest_dealupdate(workdate)
try:
@@ -105,16 +107,18 @@ def upload_data(dealnames, workdate, conn, cursor):
reinsert = False
if updatedate in old_update_dates:
sqlstr = "SELECT count(*) FROM et_collateral where dealname = %s and updatedate= %s"
- cursor.execute(sqlstr, (dealname, updatedate))
- currlen = cursor.fetchone()[0]
+ currlen = query_db(sqlstr, params = (dealname, updatedate))[0]
if currlen != len(data):
print("{0} has {1} rows in the database and current collateral file has {2}".format(dealname, currlen, len(data)))
+ c = conn.cursor()
sqlstr = "DELETE FROM et_collateral where dealname = %s and updatedate = %s"
- cursor.execute(sqlstr, (dealname, updatedate))
+ c.execute(sqlstr, (dealname, updatedate))
conn.commit()
+ c.close()
reinsert = True
if reinsert or not old_update_dates or updatedate not in old_update_dates:
tag = 0
+ c = conn.cursor()
for row in data:
# these next three ifs are to take care of reinvestment asset lines
if not row[0]:
@@ -132,7 +136,7 @@ def upload_data(dealnames, workdate, conn, cursor):
sqlstr = "INSERT INTO ET_COLLATERAL({0}) VALUES({1})".format(",".join(sql_fields),
",".join(["%s"] * len(sql_fields)))
try:
- cursor.execute(sqlstr, (dealname, updatedate) + tuple(row))
+ c.execute(sqlstr, (dealname, updatedate) + tuple(row))
except psycopg2.DataError as detail:
print(detail)
pdb.set_trace()
@@ -143,11 +147,11 @@ def upload_data(dealnames, workdate, conn, cursor):
# make sure the loan name is unique by tagging it
row[0] = row[0] + "_tag_" + str(tag)
tag = tag + 1
- cursor.execute(sqlstr, (dealname, updatedate) + tuple(row))
+ c.execute(sqlstr, (dealname, updatedate) + tuple(row))
except TypeError:
pdb.set_trace()
conn.commit()
-
+ c.close()
if __name__ == "__main__":
if len(sys.argv) > 1:
workdate = sys.argv[1]
@@ -156,8 +160,8 @@ if __name__ == "__main__":
if len(sys.argv) > 2:
dealnames = sys.argv[2:]
else:
- dealnames = [re.sub("_AD.txt", "", d).lower() for d in os.listdir(os.path.join(common.root, "data", "Collaterals_" + workdate))]
- upload_data(dealnames, workdate, common.conn, common.cursor)
- common.cursor.close()
+ dealnames = [re.sub("_AD.txt", "", d).lower() for d in
+ os.listdir(os.path.join(common.root, "data", "Collaterals_" + workdate))]
+ upload_data(dealnames, workdate, common.conn)
common.conn.close()
print("done")
diff --git a/python/load_markit_data.py b/python/load_markit_data.py
index 892bf2e5..7c7810a8 100644
--- a/python/load_markit_data.py
+++ b/python/load_markit_data.py
@@ -14,8 +14,10 @@ fields = ["LoanX ID", "Issuer", "Deal Name", "Facility", "Industry", \
"Final Maturity", "Initial Spread", "Bid", "Offer", "Depth", \
"Spread To Maturity"]
-latestdate = common.cursor.execute("SELECT MAX(pricingdate) from markit_prices")
-latestdate = common.cursor.fetchone()[0]
+c = common.conn.cursor()
+c.execute("SELECT MAX(pricingdate) from markit_prices")
+latestdate = c.fetchone()[0]
+c.close()
sql_fields = ["LoanXID", "Issuer", "DealName", "Facility", "Industry", "SP",
"Moodys", "Amount", "Maturity", "Spread", "Bid", "Offer", "Depth",
@@ -43,11 +45,12 @@ for filename in os.listdir(os.path.join(root, "data", "markit")):
pdb.set_trace()
data.append(temp)
+ c = common.conn.cursor()
for row in data:
sqlstring = "INSERT INTO markit_prices({0}) " \
"VALUES({1})".format(",".join(sql_fields), ",".join(["%s"] * len(sql_fields)))
- common.cursor.execute(sqlstring, tuple(row) + (date,))
+ c.execute(sqlstring, tuple(row) + (date,))
common.conn.commit()
-common.cursor.close()
+ c.close()
common.conn.close()
print("done")
diff --git a/python/markit_download.py b/python/markit_download.py
index 63bd7483..07bce90c 100644
--- a/python/markit_download.py
+++ b/python/markit_download.py
@@ -28,29 +28,35 @@ sqlstring = "INSERT INTO markit_prices2 VALUES( {0} )".format( ",".join([ "%s" ]
with open(marks_filename, "r") as fh:
reader = csv.reader(fh)
reader.next() # we skip the headers
+ c = common.conn.cursor()
for line in reader:
if line[4] == "implied":
line[4] = 0
- common.cursor.execute(sqlstring, (line[0], line[2], line[3], line[4], line[1]))
+ c.execute(sqlstring, (line[0], line[2], line[3], line[4], line[1]))
common.conn.commit()
+c.close()
sqlstring = "INSERT INTO markit_facility VALUES( {0} )".format( ",".join(["%s"] * 13))
with open( facility_filename, "r") as fh:
reader = csv.reader(fh)
reader.next() # we skip the headers
+ c = common.conn.cursor()
for line in reader:
newline = [convertToNone(v) for v in line]
- common.cursor.execute(sqlstring, newline)
+ c.execute(sqlstring, newline)
common.conn.commit()
+c.close()
#we update the missing facility loanxids
+c = common.conn.cursor()
sqlstring = "SELECT loanxid FROM markit_prices2 EXCEPT SELECT loanxid FROM markit_facility";
-common.cursor.execute(sqlstring)
+c.execute(sqlstring)
+
facility_diff_filename = os.path.join(common.root, "data", "Facility files",
"facility_diff_{0}.csv".format(workdate))
with open( facility_diff_filename, "wb") as fh:
flag = False
- for loanxid in common.cursor.fetchall():
+ for loanxid in c.fetchall():
r = requests.get('https://loans.markit.com/loanx/LoanXOneFacility.csv?LEGALENTITY={0}&USERNAME={1}&PASSWORD={2}&LOANXID={3}'.format(legal, username, password, loanxid[0]))
if flag:
fh.write(r.content.split('\n')[1] + "\n")
@@ -58,10 +64,12 @@ with open( facility_diff_filename, "wb") as fh:
fh.write(r.content.split('\n')[0] + "\n")
fh.write(r.content.split('\n')[1] + "\n")
flag = True
+c.close()
sqlstring = "INSERT INTO markit_facility(LoanXID, PMDID, IssuerName, dealname, facility_type," \
"loanx_facility_type, initial_amount, initial_spread, maturity, industry, modified_time)" \
"VALUES( {0} )".format( ",".join( ["%s"] * 11))
+c = common.conn.cursor()
if os.path.getsize(facility_diff_filename):
with open(facility_diff_filename, "r") as fh:
reader = csv.reader(fh)
@@ -69,8 +77,8 @@ if os.path.getsize(facility_diff_filename):
for line in reader:
newline = [convertToNone(v) for v in line] + [workdate]
newline.pop(9) # remove the spread to maturity value
- common.cursor.execute(sqlstring, newline)
+ c.execute(sqlstring, newline)
common.conn.commit()
+c.close()
-common.cursor.close()
common.conn.close()
diff --git a/python/monitor.py b/python/monitor.py
index 1f6001af..a40ad0ee 100644
--- a/python/monitor.py
+++ b/python/monitor.py
@@ -1,8 +1,8 @@
import os
import time
import subprocess
-import common
import datetime
+import common
from intex_scenarios import generate_scenarios
Rpath = os.path.join(common.root, "code", "R")
@@ -22,7 +22,6 @@ while True:
with open(os.path.join(logpath, "build_scenarios.Rout"), "w") as fh:
p = subprocess.Popen(args2, stderr = subprocess.STDOUT, stdout = fh)
p.wait()
- generate_scenarios(workdate, dealnames, common.conn, common.cursor)
+ generate_scenarios(workdate, dealnames)
time.sleep(3)
-common.cursor.close()
common.conn.close()
diff --git a/python/query_runner.py b/python/query_runner.py
deleted file mode 100644
index 45595f98..00000000
--- a/python/query_runner.py
+++ /dev/null
@@ -1,12 +0,0 @@
-import psycopg2
-conn = psycopg2.connect(database="ET", user="guillaume")
-cursor = conn.cursor()
-
-# cursor.execute("select select a.name,a.issuername,a.loanxid,b.bid from et_collateral a left outer join markit_prices b on a.loanxid=b.loanxid where a.dealname='octagon8'")
-cursor.execute("select a.name, COALESCE(b.bid,c.price) as price, a.currentbalance from et_collateral a left outer join markit_prices b on a.loanxid=b.loanxid left outer join bloomberg_prices c on a.cusip=c.cusip where a.dealname='octagon8'")
-
-for line in cursor:
- # import pdb;pdb.set_trace()
- print "\t".join(map(str,line))
-cursor.close()
-conn.close()
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-22 11:39:24 +0000