library(Rbbg)

if(.Platform$OS.type == "unix"){
    root.dir <- "/home/share/CorpCDOs"
}else{
    root.dir <- "//WDSENTINEL/share/CorpCDOs"
}

load(file.path(root.dir, "data", "bloomberg_data.RData"))

bbgCon <- blpConnect(throw.ticker.errors=FALSE)

fields.corp <- c("PX_LAST","LAST_UPDATE_DT","ISSUER","MATURITY","CPN","CPN_TYP",
                 "CPN_FREQ","FLT_SPREAD","LIBOR_FLOOR","LN_CURRENT_MARGIN",
                 "LN_COVENANT_LITE","SECOND_LIEN_INDICATOR","DEFAULTED", "PRICING_SOURCE")


corpcusips <- scan(file = file.path(root.dir, "data", "bbgcusips.txt"), what="char")
corpcusips <- unique(corpcusips)
secCorp <- paste(corpcusips, "Corp")
dataCorp <-  bdp(bbgCon, secCorp, fields.corp)
corpcusips <- substr(rownames(dataCorp[which(!is.na(dataCorp$ISSUER)),]),1,9)

dataCorp <- dataCorp[which(!is.na(dataCorp$ISSUER)),]
rownames(dataCorp) <- substr(rownames(dataCorp), 1, 9)
dataCorp <- data.frame(CUSIP=rownames(dataCorp), dataCorp, stringsAsFactors=FALSE)
fh <- file(file.path(root.dir, "data", "bloomberg",
                     paste0("bloomberg_datacorp_", Sys.Date(), ".csv")),"wb")
write.csv(dataCorp, file=fh, row.names=F)
close(fh)
blpDisconnect(bbgCon)
## fields.mtge <- c("LAST_UPDATE_DT", "ISSUER","MATURITY","CPN","CPN_TYP","CPN_FREQ","FLT_SPREAD","RTG_MOODY","RTG_MDY_INITIAL")
## chunkSize <- 5000
## dataMtge <- c()
## for(i in 1:(length(mtgecusips)/chunkSize)){
##     cusipSample <- mtgecusips[((i-1)*chunkSize+1):(i*chunkSize)]
##     secMtge <- paste(cusipSample, "Mtge")
##     dataMtge <- rbind(dataMtge, bdp(bbgCon, secMtge, fields.mtge))
## }
## i <- i+1
## secMtge <- paste(mtgecusips[((i-1)*chunkSize+1):length(mtgecusips)], "Mtge")
## dataMtge <- rbind(dataMtge, bdp(bbgCon, secMtge, fields.mtge))
## mtgecusips <- substr(rownames(dataMtge[which(!is.na(dataMtge$ISSUER)),]),1,9)
## dataMtge <- dataMtge[which(!is.na(dataMtge$ISSUER)),]
## rownames(dataMtge) <- substr(rownames(dataMtge), 1, 9)
## dataMtge <- data.frame(CUSIP=rownames(dataMtge), dataMtge )
## fh <- file(file.path(root.dir, "data", "bloomberg",
## paste0("bloomberg_datamtge_", Sys.Date(), ".csv"), "wb"))
## write.csv(dataMtge, file=fh, row.names=F)
## close(fh)


## save(corpcusips, mtgecusips, dataCorp, dataMtge, file="bloomberg_data.RData")
save(corpcusips, mtgecusips, dataCorp, dataMtge, file=file.path(root.dir, "data", "bloomberg_data.RData"))