diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/markit_red.py | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/python/markit_red.py b/python/markit_red.py index 3db84c2d..60e6da8f 100644 --- a/python/markit_red.py +++ b/python/markit_red.py @@ -24,12 +24,15 @@ for report in ['REDEntity', 'REDObligation', 'REDEntityDelta', 'REDObligationDel z.extract(f, path=os.path.join(root, "Tranche_data", "RED_reports")) -fh = open("../../data/V9 Red Indices1403548976628.xml") +basedir = os.path.join(root, "Tranche_Data", "Red") +fh = open(os.path.join(basedir, "V9 Red Indices1403548976628.xml")) e = etree.parse(fh) root = e.getroot() for c in root.findall('index'): - with open( c.find('indexname').text + ".csv", "w") as fh2: + with open( os.path.join(basedir, "{0}.{1}.V{2}.csv".format(c.find('indexsubfamily').text, + c.find('series').text, + c.find('version').text)), "w") as fh2: headers = ['referenceentity', 'redentitycode', 'role', 'redpaircode', 'jurisdiction', 'tier','pairiscurrent', 'pairvalidto', 'pairvalidfrom', 'ticker', 'ispreferred', 'isdatransactiontype', 'docclause','recorddate','publiccomments','weight'] |