diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/load_cf.py | 4 | ||||
| -rw-r--r-- | python/load_globeop_report.py | 15 | ||||
| -rw-r--r-- | python/task_server/globeop.py | 7 |
3 files changed, 9 insertions, 17 deletions
diff --git a/python/load_cf.py b/python/load_cf.py index cdbb4b2e..ce4c18c2 100644 --- a/python/load_cf.py +++ b/python/load_cf.py @@ -35,8 +35,8 @@ def processzipfiles(tradedate=datetime.date.today()): zipfiles = sorted(zipfiles, key=lambda x: os.stat(x).st_ctime)
cusips_dict = {}
dealnames_dict = {}
- for i, zip in enumerate(zipfiles):
- with ZipFile(zip) as myzip:
+ for i, zf in enumerate(zipfiles):
+ with ZipFile(zf) as myzip:
allfiles = set([f.filename.split("-")[0] for f in myzip.infolist()])
allfiles = allfiles - {"Total"}
dealnames = set([f.filename.split("-")[0] for f in myzip.infolist() \
diff --git a/python/load_globeop_report.py b/python/load_globeop_report.py index f793e8ad..5ba43190 100644 --- a/python/load_globeop_report.py +++ b/python/load_globeop_report.py @@ -18,10 +18,7 @@ def get_globs(fname, years=['2013', '2014', '2015', '2016', '2017']): return globs def read_valuation_report(f): - try: - date = pd.Timestamp(f.split('/')[6]) - except ValueError: - date = pd.Timestamp(f.split('/')[4]) + date = pd.Timestamp(f.rsplit('/', 3)[1]) if date >= pd.Timestamp('2013-02-06'): df = pd.read_csv(f, parse_dates=['KnowledgeDate','PeriodEndDate']) else: @@ -59,10 +56,7 @@ def pnl_reports(): for f in chain.from_iterable(get_globs('Pnl*')): if not (f.endswith("Pnl.csv") and f.endswith("Pnl_Report.csv")): continue - try: - date = pd.Timestamp(f.split('/')[6]) - except ValueError: - date = pd.Timestamp(f.split('/')[4]) + date = pd.Timestamp(f.rsplit('/', 3)[1]) date = date - bus_day df[date] = read_pnl_report(f) df = pd.concat(df, names=['date', 'row']).reset_index() @@ -104,10 +98,7 @@ def read_cds_report(f, old_report=False): def cds_reports(): df = {} for f in chain.from_iterable(get_globs('CDS_Report')): - try: - date = pd.Timestamp(f.split('/')[6]) - except ValueError: - date = pd.Timestamp(f.split('/')[4]) + date = pd.Timestamp(f.rsplit('/', 3)[1]) old_report = date <= pd.Timestamp('2017-02-28') or date == pd.Timestamp('2017-03-02') date = date - bus_day df[date] = read_cds_report(f, old_report) diff --git a/python/task_server/globeop.py b/python/task_server/globeop.py index 127b58a3..979b23e7 100644 --- a/python/task_server/globeop.py +++ b/python/task_server/globeop.py @@ -78,12 +78,13 @@ def download_data(workdate): cdsfiles = [filename for filename in files if "TradeSearch" in filename \
if run_date(filename).date() <= workdate]
available_files = []
+
if pnlfiles:
- available_files.append(sorted(pnlfiles, key=key_fun, reverse=True)[0])
+ available_files.append(max(pnlfiles, key=key_fun))
if valuationfiles:
- available_files.append(sorted(valuationfiles, key=key_fun, reverse=True)[0])
+ available_files.append(max(valuationfiles, key=key_fun))
if cdsfiles:
- available_files.append(sorted(cdsfiles, key=run_date, reverse=True)[0])
+ available_files.append(max(cdsfiles, key=run_date))
if not available_files:
logger.error("no file available for date: %s" % str(workdate))
|