diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/load_indicative.py | 19 | ||||
| -rw-r--r-- | python/load_intex_collateral.py | 12 |
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") |
