diff options
Diffstat (limited to 'python')
30 files changed, 32 insertions, 32 deletions
diff --git a/python/analytics/curve_trades.py b/python/analytics/curve_trades.py index 81856628..ea3ee3b1 100644 --- a/python/analytics/curve_trades.py +++ b/python/analytics/curve_trades.py @@ -1,6 +1,6 @@ from .index_data import get_index_quotes, index_returns from . import on_the_run -from db import serenitas_engine, dawn_engine +from . import serenitas_engine, dawn_engine from analytics import CreditIndex, Portfolio from analytics.utils import roll_date from dateutil.relativedelta import relativedelta diff --git a/python/backfill_cds.py b/python/backfill_cds.py index 5cb65aef..ff6f9493 100644 --- a/python/backfill_cds.py +++ b/python/backfill_cds.py @@ -2,7 +2,7 @@ import os import common import csv import datetime -from db import serenitasdb +from utils.db import serenitasdb import pdb from import_cds_quotes import get_current_tickers import psycopg2 diff --git a/python/bbg_cds_quotes.py b/python/bbg_cds_quotes.py index 308ddc8e..29c41e54 100644 --- a/python/bbg_cds_quotes.py +++ b/python/bbg_cds_quotes.py @@ -4,12 +4,11 @@ import os from bbg_helpers import BBG_IP, init_bbg_session, retrieve_data from markit.import_quotes import get_index_list, get_basketids, get_bbg_tickers -from db import dbconn +from utils import SerenitasFileHandler +from utils.db import dbconn logger = logging.getLogger('bbg_quotes') -fh = logging.FileHandler(filename=os.path.join(os.environ['LOG_DIR'], 'bbg_quotes.log')) -formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s') -fh.setFormatter(formatter) +fh = SerenitasFileHandler("bbg_quotes.log") logger.addHandler(fh) logger.setLevel(logging.INFO) diff --git a/python/bbg_index_quotes.py b/python/bbg_index_quotes.py index 6dddc462..b11d0395 100644 --- a/python/bbg_index_quotes.py +++ b/python/bbg_index_quotes.py @@ -1,6 +1,6 @@ from bbg_helpers import init_bbg_session, BBG_IP, retrieve_data import datetime -from db import dbconn +from utils.db import dbconn securities = {} for series in range(9, 32): diff --git a/python/bespoke_utils.py b/python/bespoke_utils.py index 2ff93e59..5be0fe0a 100644 --- a/python/bespoke_utils.py +++ b/python/bespoke_utils.py @@ -112,7 +112,7 @@ def add_basket_constituents(conn: connection, basketid: int, if __name__ == "__main__": df = pd.read_clipboard(header=None) - from db import serenitas_pool + from utils.db import serenitas_pool conn = serenitas_pool.getconn() df = get_bbg_ids(conn, pd.read_clipboard(header=None)) #missing tickers diff --git a/python/build_default_table.py b/python/build_default_table.py index 56f1cf51..5842d2ea 100644 --- a/python/build_default_table.py +++ b/python/build_default_table.py @@ -1,6 +1,6 @@ import pandas as pd from bbg_helpers import init_bbg_session, BBG_IP, retrieve_data -from db import serenitas_engine +from utils.db import serenitas_engine indices = ["CDX HY CDSI S19 5Y", "ITRX XOVER CDSI S25 5Y", "CDX HY CDSI S15 5Y", "ITRX XOVER CDSI S20 5Y", "CDX HY CDSI S25 5Y", diff --git a/python/cds_curve.py b/python/cds_curve.py index 69157513..2e0cf73f 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -4,7 +4,7 @@ from pyisda.logging import enable_logging import pandas as pd -from db import dbconn +from utils.db import dbconn def all_curves_pv(curves, today_date, jp_yc, start_date, step_in_date, value_date, maturities): diff --git a/python/cds_rebook.py b/python/cds_rebook.py index bb8b3e0c..d4c4eb56 100644 --- a/python/cds_rebook.py +++ b/python/cds_rebook.py @@ -1,4 +1,4 @@ -from db import dawn_engine, serenitas_engine +from utils.db import dawn_engine, serenitas_engine import datetime from pandas.tseries.offsets import BDay from pyisda.date import default_accrual, previous_twentieth diff --git a/python/client.py b/python/client.py index d07b60c3..d68334c1 100644 --- a/python/client.py +++ b/python/client.py @@ -1,7 +1,7 @@ import logging import sys -from db import dbconn +from utils.db import dbconn from common import get_redis_queue from subprocess import CalledProcessError from tasks import Rpc diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 960921ed..e17b95d3 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -580,13 +580,14 @@ if __name__ == "__main__": keys=["GS", "MS", "CITI", "WF", "BAML"], names=["broker", "strategy"]).reset_index() df.strategy = df.strategy.str.replace("^(M_|SER_)?", "", 1) + df = df[["date", "broker", "strategy", "Amount", "Currency"]] conn = dbconn('dawndb') sql_str = ("INSERT INTO strategy_im VALUES(%s, %s, %s, %s, %s) " "ON CONFLICT (date, strategy, broker) DO UPDATE " "SET currency=EXCLUDED.currency, amount=EXCLUDED.amount") with conn.cursor() as c: for t in df.itertuples(index=False): - c.execute(sql_str, (args.workdate, *t)) + c.execute(sql_str, t) conn.commit() conn.close() if args.send_email: diff --git a/python/globeop_reports.py b/python/globeop_reports.py index 4d89f081..ffbd6a4a 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -1,4 +1,4 @@ -from db import dbengine, dawn_engine +from utils.db import dbengine, dawn_engine from pandas.tseries.offsets import DateOffset, MonthEnd from yieldcurve import YC from quantlib.time.api import Date, Months, Period diff --git a/python/handle_default.py b/python/handle_default.py index 0ef2dd31..426df961 100644 --- a/python/handle_default.py +++ b/python/handle_default.py @@ -1,4 +1,4 @@ -from db import serenitas_pool +from utils.db import serenitas_pool import datetime from sys import argv diff --git a/python/intex/__init__.py b/python/intex/__init__.py index 83d6289a..6d50bf41 100644 --- a/python/intex/__init__.py +++ b/python/intex/__init__.py @@ -1 +1,2 @@ __path__.append("..") +from utils.db import dbconn diff --git a/python/intex/__main__.py b/python/intex/__main__.py index d223f14a..ffbaee36 100644 --- a/python/intex/__main__.py +++ b/python/intex/__main__.py @@ -1,6 +1,5 @@ import sys import datetime -from db import dbconn from .load_intex_collateral import intex_data import logging logger = logging.getLogger('intex') diff --git a/python/intex/intex_scenarios.py b/python/intex/intex_scenarios.py index ddb9e9c2..1c5ba1ec 100644 --- a/python/intex/intex_scenarios.py +++ b/python/intex/intex_scenarios.py @@ -9,9 +9,8 @@ import re import sys import yaml -sys.path.append('.') from csv import reader -from db import dbconn +from . import dbconn logger = logging.getLogger(__name__) diff --git a/python/intex/load_indicative.py b/python/intex/load_indicative.py index e7c90dea..4e6c05c5 100644 --- a/python/intex/load_indicative.py +++ b/python/intex/load_indicative.py @@ -4,7 +4,7 @@ import datetime import csv import pdb from common import sanitize_float -from db import dbconn +from . import dbconn from contextlib import closing import logging import re diff --git a/python/intex/load_intex_collateral.py b/python/intex/load_intex_collateral.py index e6963ed3..d848887b 100644 --- a/python/intex/load_intex_collateral.py +++ b/python/intex/load_intex_collateral.py @@ -2,7 +2,7 @@ import psycopg2 import os, csv, datetime import pdb from common import sanitize_float -from db import dbconn +from . import dbconn from pathlib import Path import sys import uuid diff --git a/python/load_globeop_report.py b/python/load_globeop_report.py index f54ab650..ec305a90 100644 --- a/python/load_globeop_report.py +++ b/python/load_globeop_report.py @@ -3,7 +3,7 @@ import os import pandas as pd from itertools import chain from dates import bus_day -from db import dbengine +from utils.db import dbengine import datetime def get_globs(fname, years=['2013', '2014', '2015', '2016', '2017']): diff --git a/python/load_refentity.py b/python/load_refentity.py index ea9ca6bd..7e6a9f6b 100644 --- a/python/load_refentity.py +++ b/python/load_refentity.py @@ -1,4 +1,4 @@ -from db import dbconn +from utils.db import dbconn from pathlib import Path import datetime import re diff --git a/python/markit/__init__.py b/python/markit/__init__.py index e69de29b..c1a1da4f 100644 --- a/python/markit/__init__.py +++ b/python/markit/__init__.py @@ -0,0 +1 @@ +from utils.db import dbconn, with_connection diff --git a/python/markit/__main__.py b/python/markit/__main__.py index 803e5c68..211b507b 100644 --- a/python/markit/__main__.py +++ b/python/markit/__main__.py @@ -10,7 +10,7 @@ from .rates import downloadMarkitIRData from .import_quotes import insert_cds, insert_index, insert_tranche from sqlalchemy import create_engine from .utils import default_date -from db import dbconn +from utils.db import dbconn # parse arguments parser = argparse.ArgumentParser() diff --git a/python/markit/loans.py b/python/markit/loans.py index f4c22818..3e6766cd 100644 --- a/python/markit/loans.py +++ b/python/markit/loans.py @@ -3,7 +3,7 @@ import logging import os
import requests
-from db import with_connection
+from . import with_connection
from psycopg2 import IntegrityError
logger = logging.getLogger(__name__)
diff --git a/python/markit/rates.py b/python/markit/rates.py index 051e3ec0..9f46d9d1 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -1,4 +1,4 @@ -from db import dbconn +from . import dbconn import datetime from io import BytesIO import lz4 diff --git a/python/markit_red.py b/python/markit_red.py index f0405c4d..35a10f05 100644 --- a/python/markit_red.py +++ b/python/markit_red.py @@ -6,7 +6,7 @@ import shutil import zipfile from pathlib import Path from lxml import etree -from db import serenitas_engine +from utils.db import serenitas_engine import pandas as pd def request_payload(payload): diff --git a/python/markit_tranche_quotes.py b/python/markit_tranche_quotes.py index dcefa806..9cd46621 100644 --- a/python/markit_tranche_quotes.py +++ b/python/markit_tranche_quotes.py @@ -3,7 +3,7 @@ import datetime import io import pytz import requests -from db import dbconn +from utils.db import dbconn params = {"username": "serenitasreports", "password": "_m@rk1t_", diff --git a/python/markit_tranches.py b/python/markit_tranches.py index 473606ac..c4796678 100644 --- a/python/markit_tranches.py +++ b/python/markit_tranches.py @@ -1,5 +1,5 @@ import pandas as pd -from db import dbengine +from utils.db import dbengine engine = dbengine("serenitasdb") df = {} diff --git a/python/parse_gs.py b/python/parse_gs.py index b7573717..14137a06 100644 --- a/python/parse_gs.py +++ b/python/parse_gs.py @@ -101,7 +101,7 @@ all_df['quote_source'] = 'GS' index_df = index_df.drop_duplicates(['quotedate', 'index', 'series', 'expiry']) ##insert quotes -from db import dbengine +from utils.db import dbengine serenitasdb = dbengine('serenitasdb') conn = serenitasdb.raw_connection() format_str = "INSERT INTO swaption_ref_quotes({}) VALUES({}) " \ diff --git a/python/process_queue.py b/python/process_queue.py index c6ae9461..8a56a751 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -16,7 +16,7 @@ from ftplib import FTP from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP from common import get_redis_queue from pyisda.date import previous_twentieth -from db import dbconn +from utils.db import dbconn from quantlib.time.api import pydate_from_qldate, UnitedStates, Days, Date from gmail_helpers import GmailMessage from tabulate import tabulate diff --git a/python/task_runner.py b/python/task_runner.py index 66820890..52bc1e98 100644 --- a/python/task_runner.py +++ b/python/task_runner.py @@ -1,7 +1,7 @@ import logging from systemd.daemon import notify -from db import dbconn +from utils.db import dbconn from common import get_redis_queue from subprocess import CalledProcessError from tasks import Rpc diff --git a/python/thetas-durations.py b/python/thetas-durations.py index 61d4c8cb..3959354f 100644 --- a/python/thetas-durations.py +++ b/python/thetas-durations.py @@ -5,7 +5,7 @@ from analytics.utils import tenor_t from pandas.tseries.offsets import BDay from dateutil.relativedelta import relativedelta from yieldcurve import get_curve -from db import serenitas_engine +from utils.db import serenitas_engine from pyisda.legs import FeeLeg, ContingentLeg from pyisda.curve import SpreadCurve from pyisda.date import previous_twentieth |