1 files changed, 37 insertions, 0 deletions
diff --git a/python/markit_cds.py b/python/markit_cds.py
new file mode 100644
index 00000000..20958eff
--- /dev/null
+++ b/python/markit_cds.py
@@ -0,0 +1,37 @@
+import requests
+from common import root
+from db import conn
+import os
+import datetime
+import csv
+import sys
+import zipfile, io
+import shutil
+
+user = 'GuillaumeHorel'
+password = 'password'
+
+def convertToNone(v):
+    return v if v else None
+
+def download_data(workdate):
+    r = requests.get('https://www.markit.com/export.jsp?user={0}&password={1}&date={2}&format=csv&report=FIXED_COUPON&type=CDS&version=5'.format(user, password, workdate))
+    marks_filename = os.path.join(root, "data", "CDS", "eod {0}.zip".format(workdate))
+    f2 = open(os.path.join(root, "data", "CDS", "cds eod {0}.csv".format(workdate)), "wb")
+    with zipfile.ZipFile(io.BytesIO(r.content)) as z:
+        for f in z.namelist():
+            if "csv" in f:
+                f1 = z.open(f)
+                next(f1)
+                next(f1)
+                shutil.copyfileobj(f1, f2)
+                f1.close()
+    f2.close()
+
+if __name__=="__main__":
+    if len(sys.argv) > 1:
+        workdate = datetime.datetime.strptime(sys.argv[1], "%Y-%m-%d").date()
+    else:
+        workdate = datetime.date.today()
+    workdate = datetime.datetime.strftime(workdate, "%Y%m%d")
+    download_data(workdate)