if(.Platform$OS.type == "unix"){ root.dir <- "/home/share/CorpCDOs" }else{ root.dir <- "//WDSENTINEL/share/CorpCDOs" } source(file.path(root.dir, "code", "R", "intex_deal_functions.R")) source(file.path(root.dir, "code", "R", "index_definitions.R")) source(file.path(root.dir, "code", "R", "etdb.R")) getdealdata <- function(dealnames){ sqlstring <- sprintf("select * from latest_clo_universe where dealname in ('%s')", paste(dealnames, collapse="','")) return( dbGetQuery(dbCon, sqlstring) ) } workdate <- as.Date("2013-01-23") files <- list.files(path=file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_")), pattern="*.RData") currdealnames <- dbGetQuery(dbCon, "select updatedate, dealname from latest_deal_model_numbers") for(file in files){ load(file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_"), file)) dealname <- strsplit(file, "\\.")[[1]][1] dealupdatedate <- currdealnames$updatedate[currdealnames$dealname %in% dealname] if(length(dealupdatedate) && dealupdatedate == workdate){ sqlstring <- sprintf(paste0("UPDATE et_deal_model_numbers SET dealspread = %s, cdopercentage = %s,", "stalepercentage= %s WHERE dealname= '%s' and updatedate = '%s'"), deal.spread, deal.portfolio$cdopercentage, deal.portfolio$stale, dealname, as.Date(workdate)) dbGetQuery(dbCon, sqlstring) }else{ sqlstring <- sprintf(paste0("INSERT INTO et_deal_model_numbers ", "VALUES('%s', %s, %s, %s, %s, '%s')"), dealname, deal.portfolio$cdopercentage, deal.portfolio$stale, deal.spread, crossprod(deal.portfolio$notional, deal.portfolio$price)/100, workdate) dbGetQuery(dbCon, sqlstring) currdealnames <- c(currdealnames, dealname) } }