diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/markit_red.py | 33 |
1 files changed, 18 insertions, 15 deletions
diff --git a/python/markit_red.py b/python/markit_red.py index e10381ba..6da0ffb8 100644 --- a/python/markit_red.py +++ b/python/markit_red.py @@ -1,7 +1,11 @@ import csv -from lxml import etree -import requests, io, zipfile, shutil +import io import os +import requests +import shutil +import zipfile +from pathlib import Path +from lxml import etree from db import with_connection, dbengine import pandas as pd @@ -29,9 +33,9 @@ def download_report(report): if report in ['CredIndexAnnex', 'CredIndexAnnexSplit']: for family in ['CDX', 'ITRAXX-EUROPE']: payload.update({'family': family}) - return request_payload(payload) + yield request_payload(payload) else: - return request_payload(payload) + yield request_payload(payload) @with_connection('serenitasdb') def update_redcodes(conn, fname): @@ -57,17 +61,17 @@ def update_redcodes(conn, fname): df_maturity.to_sql("index_maturity_markit", serenitas_engine, index=False, if_exists='append') def update_redindices(fname): - basedir = os.path.join(os.environ['BASE_DIR'], "Tranche_data", "RED_reports") - with open(os.path.join(basedir, fname)) as fh: + basedir = Path(os.environ['BASE_DIR']) / "Tranche_data" + with open(basedir / "RED_reports" / fname) as fh: e = etree.parse(fh) root = e.getroot() headers = ['referenceentity', 'redentitycode', 'role', 'redpaircode', 'jurisdiction', - 'tier','pairiscurrent', 'pairvalidto', 'pairvalidfrom', 'ticker', - 'ispreferred', 'isdatransactiontype', 'docclause','recorddate', - 'publiccomments','weight'] + 'tier', 'pairiscurrent', 'pairvalidto', 'pairvalidfrom', 'ticker', + 'ispreferred', 'isdatransactiontype', 'docclause', 'recorddate', + 'publiccomments', 'weight'] for c in root.findall('index'): names = [c.find(tag).text for tag in ['indexsubfamily', 'series', 'version']] - with open( os.path.join(basedir, "{0}.{1}.V{2}.csv".format(*names)), "w") as fh2: + with open( basedir / "RED_indices" / "{0}.{1}.V{2}.csv".format(*names), "w") as fh2: csvwriter = csv.DictWriter(fh2, fieldnames=headers) csvwriter.writeheader() data = [] @@ -76,12 +80,11 @@ def update_redindices(fname): data = sorted(data, key=lambda x: x['referenceentity']) csvwriter.writerows(data) -if __name__=="__main__": - fname = download_report("REDIndexCodes") +if __name__ == "__main__": + fname = next(download_report("REDIndexCodes")) update_redcodes(fname[0]) - # f1, f2 = download_report("CredIndexAnnex") - # update_redindices(f1) - # update_redindices(f2) + # for f in download_report("CredIndexAnnex"): + # update_redindices(f[0]) # report_list = ['REDEntity', 'REDObligation', 'REDObligationPreferred'] # for report in report_list: # download_report(report) |