diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/bbg_prices.py | 21 |
1 files changed, 7 insertions, 14 deletions
diff --git a/python/bbg_prices.py b/python/bbg_prices.py index efcfb601..d699b07b 100644 --- a/python/bbg_prices.py +++ b/python/bbg_prices.py @@ -1,10 +1,9 @@ from bbg_helpers import init_bbg_session, retreive_data, process_msgs -from sqlalchemy import create_engine, MetaData, Table, bindparam +from sqlalchemy import create_engine import numpy as np import pandas as pd engine = create_engine('postgresql://et_user@debian/ET') -metadata = MetaData(bind = engine) session = init_bbg_session('192.168.0.14', 8194) fields_update = ["LN_ISSUE_STATUS", "AMT_OUTSTANDING", "PX_LAST","LAST_UPDATE_DT", @@ -25,17 +24,11 @@ df.set_index(['security'], inplace=True) df['ID_BB_UNIQUE'] = cusips['id_bb_unique'].values df.reset_index(inplace=True) -bloomberg_corp_ref = Table('bloomberg_corp_ref', metadata, autoload=True) -stmt = bloomberg_corp_ref.update().\ - where(bloomberg_corp_ref.c.id_bb_unique == bindparam('ID_BB_UNIQUE')).\ - values(defaulted = bindparam('DEFAULTED'), - default_date = bindparam('DEFAULT_DATE'), - called = bindparam('CALLED'), - called_date = bindparam('CALLED_DT'), - status = bindparam('LN_ISSUE_STATUS')) -conn = engine.connect() -conn.execute(stmt,df[['DEFAULTED', 'DEFAULT_DATE', 'CALLED', - 'CALLED_DT', 'LN_ISSUE_STATUS', 'ID_BB_UNIQUE']].to_dict('records')) +conn = engine.raw_connection() +with conn.cursor() as c: + c.execute("UPDATE bloomberg_corp_ref SET defaulted = %(DEFAULTED)s, " \ + "default_date = %(DEFAULT_DATE)s, called= %(CALLED)s, called_date = %(CALLED_DT)s, " \ + "status = %(LN_ISSUE_STATUS)s WHERE id_bb_unique=%(ID_BB_UNIQUE)", df.to_dict('records')) currentdata = pd.read_sql_query("SELECT id_bb_unique, pricingdate from bloomberg_corp", engine, @@ -49,7 +42,7 @@ df.index.names = ['ID_BB_UNIQUE', 'LAST_UPDATE_DT'] df.reset_index(inplace=True) to_insert = df[['ID_BB_UNIQUE','LAST_UPDATE_DT','PX_LAST','LN_CURRENT_MARGIN', - 'AMT_OUTSTANDING', 'PRICING_SOURCE']] + 'AMT_OUTSTANDING', 'PRICING_SOURCE']] to_insert.columns = ['id_bb_unique', 'pricingdate', 'price', 'loan_margin', 'amount_outstanding', 'source'] to_insert.to_sql('bloomberg_corp', engine, if_exists='append', index=False) |