diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/insert_tranche_quotes.py | 11 |
1 files changed, 6 insertions, 5 deletions
diff --git a/python/insert_tranche_quotes.py b/python/insert_tranche_quotes.py index 7f8ced6a..5166b89b 100644 --- a/python/insert_tranche_quotes.py +++ b/python/insert_tranche_quotes.py @@ -5,7 +5,7 @@ import datetime engine = create_engine('postgresql://mlpdb_user:Serenitas1@debian/mlpdb')
metadata = MetaData(bind = engine)
-quotes = Table('quotes', metadata, autoload = True)
+quotes = Table('tranche_quotes', metadata, autoload = True)
ins = quotes.insert()
root_dir = '/home/share/CorpCDOs'
@@ -26,12 +26,13 @@ for quotefile in quotefiles: reader = csv.DictReader(fh)
data = []
for i, csvdict in enumerate(reader):
- d = {'quotedate' : quotedate,
- 'refbasketprice': csvdict['bidRefPrice'],
+ d = {'quotedate' : datetime.datetime.strptime(csvdict['bidTime'], "%m/%d/%Y %I:%M:%S %p"),
+ 'indexrefprice': csvdict['bidRefPrice'],
+ 'indexrefspread': 500,
'tranchedelta': csvdict['bidDelta'],
'quotesource' : csvdict['AskContributorCode'],
- 'upfront' : csvdict['Mid'],
- 'running' : float(csvdict['Coupon']) * 10000 if 'Coupon' in csvdict else 500,
+ 'trancheupfront' : csvdict['Mid'],
+ 'trancherunning' : float(csvdict['Coupon']) * 10000 if 'Coupon' in csvdict else 500,
'tenor' : '5yr',
'index' : 'HY',
'series': series,
|