diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/position.py | 19 |
1 files changed, 13 insertions, 6 deletions
diff --git a/python/position.py b/python/position.py index cc229136..15c4f0c7 100644 --- a/python/position.py +++ b/python/position.py @@ -12,11 +12,11 @@ def get_bbg_numbers(workdate, fields): positions = pd.read_sql_query("select * from list_positions(%s)", engine, params=(workdate.date(),)) positions.loc[positions.identifier.str.endswith('_A'),'bbg_id'] = positions.identifier.str.slice(stop=9) positions.loc[~positions.identifier.str.endswith('_A'),'bbg_id'] = positions.identifier.str.slice(stop=12) - sec = [s + " Mtge" if s!='XS0295516776' else s +" Corp" for s in positions.bbg_id.tolist()] - data = retreive_data(session, sec, fields, workdate) + positions.bbg_id = positions.bbg_id + ' ' + positions.bbg_type + data = retreive_data(session, positions.bbg_id.tolist(), fields, workdate) df = process_msgs(data) df = pd.DataFrame.from_dict(df, orient='index') - return df + return positions.merge(df, left_on='bbg_id', right_index=True) def get_list(workdate): positions = pd.read_sql_query("select * from list_positions(%s)", engine, params=(workdate.date(),)) @@ -47,8 +47,15 @@ def backpopulate_marks(begin_str='2015-01-15', end_str='2015-07-15'): if __name__=="__main__": session = init_bbg_session('192.168.0.4', 8194) fields = ["START_ACC_DT", "MTG_FACTOR_PAY_DT", "CUR_CPN", "INT_ACC", - "DAYS_ACC", "MTG_FACE_AMT", "MTG_FACTOR", "MTG_PREV_FACTOR", "MTG_FACTOR_PRINC_PAY", - "MTG_PRINC_LOSSES", "CRNCY"] + "DAYS_ACC", "MTG_FACTOR", "MTG_PREV_FACTOR", "MTG_FACTOR_PRINC_PAY", + "MTG_PRINC_LOSSES"] workdate = pd.datetime.today() df = get_bbg_numbers(workdate, fields) - df.to_csv("positions_{0:%Y-%m-%d}.csv".format(workdate)) + # df.to_csv("../../positions_daily/positions_{0:%Y-%m-%d}.csv".format(workdate)) + # df.rename(columns={'CUR_CPN': 'coupon', + # 'MTG_FACTOR': 'factor', + # 'price': + # conn = engine.raw_connection() + # with conn.cursor() as c: + # c.executemany("UPDATE position SET WHERE identifier= %(identifier)s + # with engine.raw_connenction.cursor() as c: |