diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/bbg_newids.py | 9 |
1 files changed, 5 insertions, 4 deletions
diff --git a/python/bbg_newids.py b/python/bbg_newids.py index 9f670eab..241e57a8 100644 --- a/python/bbg_newids.py +++ b/python/bbg_newids.py @@ -1,11 +1,12 @@ -from sqlalchemy import create_engine, MetaData +from sqlalchemy import create_engine, MetaData, select, Column, func, bindparam +from collections import defaultdict import pandas as pd from db import conn import numpy as np from bbg_helpers import init_bbg_session, retreive_data, process_msgs from psycopg2 import IntegrityError -engine = create_engine('postgresql://et_user@debian/ET', echo=True) +engine = create_engine('postgresql://et_user@debian/ET') meta = MetaData(bind=engine) meta.reflect(only = ['bloomberg_corp_ref', 'bloomberg_corp', 'deal_indicative']) @@ -57,10 +58,10 @@ df.reset_index(inplace=True) df['loanxid'] = mapping.loanxid df.dropna(subset=['ID_BB_UNIQUE'], inplace=True) df.loc[df.LN_TRANCHE_SIZE.isnull(),'LN_TRANCHE_SIZE'] = df[df.LN_TRANCHE_SIZE.isnull()].AMT_ISSUED.values -df.set_index('ID_BB_UNIQUE', inplace=True, verify_integrity=True) +df.drop_duplicates(subset='ID_BB_UNIQUE', inplace=True) +df.set_index('ID_BB_UNIQUE', inplace=True, drop=False) currentdata.set_index('id_bb_unique', inplace=True) df = df.ix[df.index.difference(currentdata.index)] -df.drop_duplicates(subset='ID_BB_UNIQUE', inplace=True) sql_colnames = [c.name for c in bloomberg_corp_ref.columns] to_insert = df[['ID_BB_UNIQUE', 'ID_CUSIP', 'ISSUER', 'MATURITY', 'CPN', 'CPN_TYP', 'CPN_FREQ', 'FLT_SPREAD', 'LIBOR_FLOOR', 'LN_TRANCHE_SIZE', 'LN_COVENANT_LITE', |