1 files changed, 0 insertions, 139 deletions
diff --git a/sql/date.c b/sql/date.c
deleted file mode 100644
index 4f0f80ee..00000000
--- a/sql/date.c
+++ /dev/null
@@ -1,139 +0,0 @@
-#include "postgres.h"
-#include "fmgr.h"
-#include "executor/spi.h"
-#include "utils/date.h"
-#include "utils/builtins.h"
-#include "isda/dateconv.h"
-#include "isda/busday.h"
-
-PG_MODULE_MAGIC;
-
-static inline TDate next_business_day(TDate date, long method, const char* cal) {
-    TDate r;
-    if (JpmcdsBusinessDay(date, method, cal, &r) != SUCCESS) {
-        return -1;
-    } else {
-        return r;
-    }
-}
-
-TDate _previous_twentieth(TDate d, bool roll, const char* cal) {
-    TMonthDayYear mdy;
-    if (JpmcdsDateToMDY(d, &mdy) != SUCCESS) {
-        return -1;
-    }
-    if (mdy.day < 20) {
-        if(mdy.month == 1) {
-            mdy.month = 12;
-            mdy.year -= 1;
-        } else {
-            mdy.month -= 1;
-        }
-    }
-    mdy.day = 20;
-    int mod = mdy.month % 3;
-    if (mod != 0) {
-        mdy.month -= mod;
-        if (mdy.month <= 0) {
-            mdy.month += 12;
-            mdy.year -= 1;
-        }
-    }
-    TDate r;
-    if (JpmcdsMDYToDate(&mdy, &r) != SUCCESS) {
-        return -1;
-    }
-    if (roll) {
-        return next_business_day(r, JPMCDS_BAD_DAY_FOLLOW, cal);
-    } else {
-        return r;
-    }
-}
-
-// postgresql represents dates as number of days since 2000-01-01
-// TDate are integers since 1601-01-01
-static inline TDate TDate_from_DateADT(DateADT d) {
-    return d + 145731;
-}
-
-static inline const char* cal_from_currency(const char* curr) {
-    static const char default_cal[] = "NONE";
-    static const char us_cal[] = "/usr/share/cds/US";
-    if (strcmp(curr, "USD") == 0) {
-        return us_cal;
-    } else {
-        return default_cal;
-    }
-}
-PG_FUNCTION_INFO_V1(cds_accrued);
-
-Datum cds_accrued(PG_FUNCTION_ARGS) {
-    DateADT d = PG_GETARG_DATEADT(0);
-    float8 coupon = PG_GETARG_FLOAT8(1);
-    bool include_cashflow = PG_GETARG_BOOL(2);
-    char* currency = text_to_cstring(PG_GETARG_TEXT_PP(3));
-    const char* cal = cal_from_currency(currency);
-    TDate date = TDate_from_DateADT(d) + 1;
-    TDate date1 = next_business_day(date, JPMCDS_BAD_DAY_PREVIOUS, cal);
-    if (date1 == -1)
-        elog(ERROR, "Please set up the US calendar in /usr/share/cds/US");
-
-    TDate date_prev = _previous_twentieth(date1, true, cal);
-
-    if ((date_prev == date) && include_cashflow) {
-        date_prev = _previous_twentieth(date - 1, true, cal);
-    }
-    pfree(currency);
-    PG_RETURN_FLOAT8((date - date_prev) / 360. * coupon);
-}
-
-
-PG_FUNCTION_INFO_V1(test);
-
-Datum cds_enrich(PG_FUNCTION_ARGS) {
-    if (SPI_connect() == SPI_ERROR_CONNECT) {
-        elog(ERROR, "pomme");
-    }
-    const text* redindexcode = PG_GETARG_TEXT_PP(0);
-    DateADT maturity = PG_GETARG_DATEADT(1);
-    float8 traded_level = PG_GETARG_FLOAT8(2);
-    DateADT trade_datge = PG_GETARG_DATEADT(3);
-    char* sql_query = "SELECT index, series, tenor::text, coupon, issue_date, indexfactor/100, "
-        "version, cumulativeloss "
-        "FROM index_desc "
-        "WHERE redindexcode=$1 AND maturity=$2";
-    int ret;
-    uint64 proc;
-    int nargs = 2;
-    Oid argtypes[2] = {TEXTOID, DATEOID};
-    char nulls[2] = "  ";
-    Datum values[2];
-    values[0] = PointerGetDatum(redindexcode);
-    values[1] = DateADTGetDatum(maturity);
-    ret = SPI_execute_with_args(sql_query, nargs, argtypes, values, nulls, true, 1);
-    proc = SPI_processed;
-    short series, version;
-    int coupon;
-    char *index, *tenor;
-    TDate issue_date;
-    double factor, cumulativeloss;
-    if (ret == SPI_OK_SELECT && SPI_tuptable != NULL) {
-        SPITupleTable *tuptable = SPI_tuptable;
-        TupleDesc tupdesc = tuptable->tupdesc;
-        bool isnull;
-        HeapTuple tuple = tuptable->vals[0];
-        index = text_to_cstring(DatumGetTextPP(SPI_getbinval(tuple, tupdesc, 1, &isnull)));
-        series = DatumGetInt16(SPI_getbinval(tuple, tupdesc, 2, &isnull));
-        tenor = text_to_cstring(DatumGetTextPP(SPI_getbinval(tuple, tupdesc, 3, &isnull)));
-        coupon = DatumGetInt32(SPI_getbinval(tuple, tupdesc, 4, &isnull));
-        issue_date = TDate_from_DateADT(DatumGetDateADT(SPI_getbinval(tuple, tupdesc, 5, &isnull)));
-        factor = DatumGetFloat8(SPI_getbinval(tuple, tupdesc, 6, &isnull));
-        version = DatumGetInt16(SPI_getbinval(tuple, tupdesc, 7, &isnull));
-        cumulativeloss = DatumGetFloat8(SPI_getbinval(tuple, tupdesc, 8, &isnull));
-    }
-    char* yc_query
-    SPI_finish();
-    pfree(index);
-    pfree(tenor);
-    PG_RETURN_NULL();
-}