diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/load_bloomberg_data.py | 22 |
1 files changed, 12 insertions, 10 deletions
diff --git a/python/load_bloomberg_data.py b/python/load_bloomberg_data.py index dba8ae1a..9aec9cff 100644 --- a/python/load_bloomberg_data.py +++ b/python/load_bloomberg_data.py @@ -20,6 +20,11 @@ conn = psycopg2.connect(database="ET", password="Serenitas1",
host="192.168.1.108")
cursor = conn.cursor()
+fields_corp = ["Cusip", "Price", "PricingDate", "Issuer", "Maturity", "Coupon",
+ "CouponType", "Frequency", "Spread", "Libor_floor", "loan_margin",
+ "covlite", "secondlien", "defaulted", "Source"]
+fields_mtge = ["Cusip", "Issuer", "Maturity", "Coupon", "CouponType", "Frequency",
+ "Spread", "Moody", "InitialMoody"]
for filename in os.listdir(root):
cursor.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
@@ -41,12 +46,10 @@ for filename in os.listdir(root): # cursor.execute("SELECT max(PricingDate) from bloomberg_corp where Cusip = %s", (line['CUSIP'],))
# currentpricingdate = cursor.fetchone()[0]
if line['CUSIP'] not in corpcusips or corpcusips[line['CUSIP']]<line['LAST_UPDATE_DT']:
+ sqlstring = "INSERT INTO bloomberg_corp({0}) " \
+ "VALUES({1})".format(",".join(fields_corp), ",".join(["%s"] * len(fields_corp)))
try:
- cursor.execute("INSERT INTO bloomberg_corp(Cusip, Price, PricingDate, Issuer,"
- "Maturity, Coupon, CouponType, Frequency, Spread, Libor_floor,"
- "loan_margin, covlite, secondlien, defaulted, Source)"
- "VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)",
- tuple(row))
+ cursor.execute(sqlstring, tuple(row))
except IndexError:
pdb.set_trace()
conn.commit()
@@ -61,11 +64,10 @@ for filename in os.listdir(root): # cursor.execute(sqlstr, (line['CUSIP'],))
# found = cursor.fetchone()
if line['CUSIP'] not in mtgecusips:
- cursor.execute("INSERT INTO bloomberg_mtge(Cusip, Issuer,"
- "Maturity, Coupon, CouponType, Frequency, Spread,"
- "Moody, InitialMoody)"
- "VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s)",
- tuple(row))
+ sqlstring = "INSERT INTO bloomberg_mtge({0}) " \
+ "VALUES({1})".format(",".join(fields_mtge),
+ ",".join(["%s"] * len(fields_mtge)))
+ cursor.execute(sqlstring, tuple(row))
conn.commit()
cursor.close()
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