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-rw-r--r--python/intex_scenarios.py19
1 files changed, 11 insertions, 8 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py
index 89f8b5ba..abdc9b49 100644
--- a/python/intex_scenarios.py
+++ b/python/intex_scenarios.py
@@ -26,15 +26,16 @@ for dealname in ["oceant2", "atr4cdo"]:
csvcdr = reader(fhcdr)
csvrecovery = reader(fhrecovery)
cdrline = csvcdr.next()
- try:
- cdrline = "\t".join(["{0:.3f}".format(float(cdr)) for cdr in cdrline]) +"\n"
- recoveryline = csvrecovery.next()
- recoveryline = "\t".join(["{0:.3f}".format(float(recovery)) for recovery in recoveryline]) + "\n"
- except ValueError:
- pdb.set_trace()
+ cdrline = "\t".join(["{0:.3f}".format(float(cdr)) for cdr in cdrline]) +"\n"
+ recoveryline = csvrecovery.next()
+ recoveryline = "\t".join(["{0:.3f}".format(float(recovery)) for recovery in recoveryline]) + "\n"
+
i=1
with open(input) as fh:
for line in fh:
+ if "STANDARD_VAR" in line:
+ newline = "STANDARD_VAR[REINVEST_PRICE,1]=" + " ".join(reinvprices)
+ continue
if "LOSS_RATE[DEAL,{0}]".format(i) in line:
newcdrline = "LOSS_RATE[DEAL,{0}]=".format(i) + cdrline
fh2.write(newcdrline)
@@ -53,8 +54,10 @@ for dealname in ["oceant2", "atr4cdo"]:
if "REINV_GLOBAL" in line:
jsondict = line.split("=")[1]
reinvdict = json.loads(jsondict)
- reinvdict['STANDARD_VAR[REINVEST_PRICE]']['value'] = ' '.join(reinvprices)
- fh2.write("=".join("REINV_GLOBAL", json.dumps(reinvdict))
+ reinvdict['STANDARD_VAR[REINVEST_PRICE]']['value'] = \
+ ' '.join(["{0:.3f}".format(float(price)) for price in reinvprices])
+ fh2.write("=".join(["REINV_GLOBAL", json.dumps(reinvdict)]) + "\n")
+ continue
fh2.write(line)
fh2.close()
fhrecovery.close()