diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/load_bloomberg_data.py | 45 |
1 files changed, 0 insertions, 45 deletions
diff --git a/python/load_bloomberg_data.py b/python/load_bloomberg_data.py deleted file mode 100644 index 71bd1aff..00000000 --- a/python/load_bloomberg_data.py +++ /dev/null @@ -1,45 +0,0 @@ -import os.path
-import datetime
-from datetime import date
-import csv
-from common import root
-from db import conn, with_connection
-import sys
-
-def convertToNone(s):
- return None if (s=='' or s=='NA') else s
-
-fields_corp = ["Cusip", "Price", "PricingDate", "Issuer", "Maturity", "Coupon",
- "CouponType", "Frequency", "Spread", "Libor_floor", "loan_margin",
- "covlite", "secondlien", "defaulted", "Source"]
-
-root = os.path.join(root, "data", "bloomberg")
-
-@with_connection
-def upload_data(conn, p_date):
- sqlstring = "INSERT INTO bloomberg_corp({0}) " \
- "VALUES({1})".format(",".join(fields_corp), ",".join(["%s"] * len(fields_corp)))
- with conn.cursor() as c:
- c.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
- corpcusips = dict(c)
- allrows = []
- with open( os.path.join(root, "bloomberg_datacorp_" + p_date + ".csv"), "r") as fh:
- dr = csv.DictReader(fh)
- for line in dr:
- if line["LAST_UPDATE_DT"] != 'NA':
- line["LAST_UPDATE_DT"] = \
- datetime.datetime.strptime(line["LAST_UPDATE_DT"], '%Y-%m-%d').date()
- else:
- line["LAST_UPDATE_DT"] = datetime.datetime.strptime(p_date, '%Y-%m-%d').date()
- line["PX_LAST"] = None
- if line["MATURITY"] != 'NA':
- line["MATURITY"] = datetime.datetime.strptime(line["MATURITY"], '%Y-%m-%d')
- if line['CUSIP'] not in corpcusips or corpcusips[line['CUSIP']] < line['LAST_UPDATE_DT']:
- allrows.append(tuple([convertToNone(line[field]) for field in dr.fieldnames]))
- with conn.cursor() as c:
- c.executemany(sqlstring, allrows)
- conn.commit()
-
-if __name__=="__main__":
- upload_data(sys.argv[1])
- conn.close()
|