1 files changed, 61 insertions, 0 deletions
diff --git a/risk_insight/tranches_insight.py b/risk_insight/tranches_insight.py
new file mode 100644
index 00000000..5ffb0383
--- /dev/null
+++ b/risk_insight/tranches_insight.py
@@ -0,0 +1,61 @@
+from flask import Flask, render_template, jsonify, request, g
+import os, csv, yaml
+import datetime
+import psycopg2
+import pdb
+
+app = Flask(__name__)
+
+basedir = "/home/share/CorpCDOs"
+
+def get_attach_from_name(index_type, series):
+    if index_type.lower() == "ig":
+        if series == 9:
+            attach = [0, 3, 7, 10, 15, 30, 100]
+        else:
+            attach = [0, 3, 7, 15, 100]
+    elif index_type.lower() == "hy":
+        attach = [0, 15, 25, 35, 100]
+    return attach
+
+def get_db():
+    db = getattr(g, '_database', None)
+    if db is None:
+        db = g._database = psycopg2.connect(database="serenitasdb",
+                                            user="serenitas_user",
+                                            password="Serenitas1",
+                                            host="debian")
+    return db
+
+@app.teardown_appcontext
+def close_connection(exception):
+    db = getattr(g, '_database', None)
+    if db is not None:
+        db.close()
+
+@app.route("/_data")
+def get_risk_number():
+    index = request.args.get("i")
+    series = request.args.get("s", 0, int)
+    tenor = request.args.get("t")
+    greek = request.args.get("g")
+    data = []
+    db = get_db()
+    attach = get_attach_from_name(index, series)
+    sqlstr = "SELECT date, \"{0}\" from risk_numbers WHERE index=%s and series=%s" \
+                  " and tenor=%s ORDER BY date".format(greek)
+    with db.cursor() as c:
+        c.execute(sqlstr, (index.upper(), series, tenor))
+        data = [["%s/%s/%s" % (date.year, date.month, date.day)] + val for date, val in c]
+    return jsonify(labels=["Date"] + ["{0}-{1} {2}".format(l, u, greek) for l, u in zip(attach[:-1], attach[1:])],
+                   data=data)
+
+@app.route("/")
+def main():
+    with open(os.path.join(basedir, "code", "etc", "runs.yml")) as fh:
+        runs = yaml.load(fh)
+    series_list = sorted(list(set([int(name[2:]) for name in runs['name']])))
+    return render_template("index.html", series=series_list)
+
+if __name__ == "__main__":
+    app.run(debug=True)