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-rw-r--r--python/load_indicative.py19
-rw-r--r--python/load_intex_collateral.py12
2 files changed, 21 insertions, 10 deletions
diff --git a/python/load_indicative.py b/python/load_indicative.py
index 8ee2d222..21a7503c 100644
--- a/python/load_indicative.py
+++ b/python/load_indicative.py
@@ -1,6 +1,5 @@
import psycopg2
import os
-import os.path
import datetime
from datetime import date
import csv
@@ -10,17 +9,17 @@ from common import root
from db import conn, query_db, with_connection
def convertToNone(s):
- return None if s=="" or s=="-" or s=="NR" else s
+ return None if s in ["", "-", "NR"] else s
def sanitize_float(intex_float):
- if intex_float.count(".") > 1:
- raise ValueError
- intex_float = intex_float.replace(",", "")
- if "(" in intex_float:
- intex_float = - float(intex_float[1:-1])
- else:
- intex_float = float(intex_float)
- return intex_float
+ try:
+ intex_float = intex_float.replace(",", "")
+ if "(" in intex_float:
+ intex_float = - float(intex_float[1:-1])
+ else:
+ intex_float = float(intex_float)
+ except (AttributeError, ValueError):
+ return intex_float
@with_connection
def upload_cusip_data(conn, filename):
diff --git a/python/load_intex_collateral.py b/python/load_intex_collateral.py
index cf0cddac..376d81c5 100644
--- a/python/load_intex_collateral.py
+++ b/python/load_intex_collateral.py
@@ -8,6 +8,7 @@ from common import root
from db import conn, query_db
import sys
import uuid
+from load_indicative import upload_cusip_data, upload_deal_data
fields = ['Asset Name', 'Issuer', 'Contributed Balance', 'Maturity Date', \
'Asset Subtype', 'Asset Type', 'Gross Coupon', 'Spread', \
@@ -142,6 +143,17 @@ if __name__ == "__main__":
else:
dealnames = [re.sub("_AD.txt", "", d).lower() for d in
os.listdir(os.path.join(root, "data", "Collaterals_" + workdate))]
+ files = [os.path.join(root, "data", "Indicative_" + workdate, f) for f in
+ os.listdir(os.path.join(root, "data", "Indicative_" + workdate))]
+ cusip_files = [f for f in files if "TrInfo" in f]
+ deal_files = [f for f in files if "TrInfo" not in f]
+ #first load deal data
+ for deal in deal_files:
+ upload_deal_data(deal)
+ #then load tranche data
+ for cusip in cusip_files:
+ upload_cusip_data(cusip)
upload_data(conn, dealnames, workdate)
+
conn.close()
print("done")