bbgConn <- blpConnect(host='192.168.1.108', port='8194')

nameToBasketID <- function(name){
    index <- substr(name, 1, 2)
    series <- substr(name, 3, nchar(name))
    sqlstr <- "SELECT max(basketid) from index_desc where Index='%s' and Series=%s"
    r <- dbGetQuery(dbCon, sprintf(sqlstr, index, series))
    return(as.integer(r))
}

newbasketID <- function(series, offset){
    maturities <- c("2017-06-20", "2019-06-20", "2021-06-20", "2024-06-20")
    tenors <- c("Y3", "Y5", "Y7", "Y10")
    sqlstr <- "INSERT INTO index_desc VALUES(%s, '%s', %s, '%s', '%s', 100, 0)"
    indices <- c("HY", "IG")
    for(i in seq_along(indices)){
        for(j in seq_along(tenors)){
            stmt <- sprintf(sqlstr, offset + 10*i, indices[i], series,
                            maturities[j], tenors[j])
            dbSendQuery(dbCon, stmt)
        }

    }
}

cdslist <- function(indexname){
    basketid <- nameToBasketID(indexname)
    sqlstr <- "select * from CDS_Issuers where index_list @> '{%s}'"
    return( dbGetQuery(dbCon, sprintf(sqlstr, basketid)))
}

download.cdscurves <- function(date=Sys.Date()){
    tickers <- dbGetQuery(dbCon, "select cds_curve[6] from CDS_Issuers")$cds_curve
    bbg.data <- bds(bbgConn, paste(tickers, "Curncy"), "cds_curve_info")
    stmt <- "INSERT INTO cds_quotes VALUES('%s', '%s', 0, 0, %s, %s, %s, %s)"
    for(i in 1:nrow(bbg.data)){
        Source <- bbg.data[i,7]
        if(Source==""){
            Source <- "Null"
        }else{
            Source <- paste0("'", Source, "'")
        }
        dbSendQuery(dbCon, sprintf(stmt, format(date,"%m/%d/%y"),
                                    bbg.data[i,2], bbg.data[i,4], bbg.data[i,5],
                                    Source, bbg.data[i,6]))
    }
}

write.tranchedata <- function(){
    data <- c()
    for(index in c("ig21", "ig19", "hy21", "hy19")){
        df <- read.csv(paste0(index, "_tranches_bbgid.csv"), check.names=FALSE)
        for(tenor in c("3Y", "5Y", "7Y")){
            if(tenor %in% names(df)){
                data <- rbind(data, bdp(bbgConn, paste(df[[tenor]], "Corp"), c("px_last", "tranche_delta", "underlying_reference_px_rt")))
            }
        }
    }
    write.csv(data, file=paste0("tranche_data_", Sys.Date(), ".csv"), row.names=TRUE)
}

blpDisconnect(bbgConn)