diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/bespoke_utils.py | 9 | ||||
| -rw-r--r-- | python/dates.py | 3 |
2 files changed, 9 insertions, 3 deletions
diff --git a/python/bespoke_utils.py b/python/bespoke_utils.py index 5be0fe0a..eb63e18c 100644 --- a/python/bespoke_utils.py +++ b/python/bespoke_utils.py @@ -4,6 +4,7 @@ from typing import List, Dict, Tuple import datetime import pandas as pd + def insert_bbg_tickers(conn: connection, tickers: List[str]) -> Dict[str, Tuple[str, str]]: """ insert bbg tickers into the database @@ -43,6 +44,7 @@ def insert_bbg_tickers(conn: connection, tickers: List[str]) -> Dict[str, Tuple[ conn.commit() return d + def insert_bbg_markit_mapping(conn: connection, d: Dict[str, Tuple[str, str]], df: pd.DataFrame): sql_str = ("INSERT INTO bbg_markit_mapping VALUES(%s, %s, %s, %s, %s, %s) " "ON CONFLICT DO NOTHING") @@ -54,6 +56,7 @@ def insert_bbg_markit_mapping(conn: connection, d: Dict[str, Tuple[str, str]], d mkit_tier, 100, seniority)) conn.commit() + def backpopulate_short_codes(conn: connection): with conn.cursor() as c: c.execute("SELECT cds_curve[6] from bbg_issuers") @@ -73,6 +76,7 @@ def backpopulate_short_codes(conn: connection): for v in short_code.values() if 'restructuring_type_short_code' in v]) conn.commit() + def get_bbg_ids(conn: connection, df: pd.DataFrame, date: datetime.date = datetime.date.today()) -> pd.DataFrame: df_mapping = pd.read_sql_query("SELECT company_id, markit_ticker, markit_tier, " @@ -86,6 +90,7 @@ def get_bbg_ids(conn: connection, df: pd.DataFrame, df.company_id = df.company_id.astype("Int64") return df + def get_basketid(conn: connection, name: str) -> Tuple[int, int]: with conn.cursor() as c: c.execute("SELECT max(series)+1 FROM index_version where index='BS'") @@ -97,6 +102,7 @@ def get_basketid(conn: connection, name: str) -> Tuple[int, int]: conn.commit() return serie, basket_id + def add_basket_constituents(conn: connection, basketid: int, df: pd.DataFrame = pd.read_clipboard(header=None)): @@ -110,12 +116,13 @@ def add_basket_constituents(conn: connection, basketid: int, for t in df.itertuples(index=False)]) conn.commit() + if __name__ == "__main__": df = pd.read_clipboard(header=None) from utils.db import serenitas_pool conn = serenitas_pool.getconn() df = get_bbg_ids(conn, pd.read_clipboard(header=None)) - #missing tickers + # missing tickers missing_tickers = df[df.company_id.isnull()] df_mapping = pd.read_clipboard(header=None) bbg_tickers = df_mapping[1].to_list() diff --git a/python/dates.py b/python/dates.py index f45aac09..fc1e42e9 100644 --- a/python/dates.py +++ b/python/dates.py @@ -1,8 +1,7 @@ import datetime import pandas as pd -import unittest -from dateutil.relativedelta import relativedelta, WE, MO +from dateutil.relativedelta import relativedelta, WE try: from dateutil.parser import isoparse |