library(Rbbg)
source("serenitasdb.R")

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

## This script helps adding the necessary data for a new index series
newbasketID <- function(indextype='IG', series, mat_5yr, coupon){
    sqlstr <- paste("INSERT INTO index_version(index, series, version, indexfactor, cumulativeloss, lastdate)",
                    "VALUES($1, $2, $3, 100, 0, 'infinity')")
    r <- dbSendQuery(dbCon, sqlstr, params=list(indextype, series, 1))
    if(dbHasCompleted(r)){
        dbClearResult(r)
    }
    maturity <- mat_5yr + lubridate::years(c(-2, 0, 2 ,5))
    tenor <- c("3yr", "5yr", "7yr", "10yr")
    sqlstr <- "INSERT INTO index_maturity VALUES($1, $2, $3, $4, $5)"
    for(i in seq_along(tenor)){
        r <- dbSendQuery(dbCon, sqlstr,
                         params=list(indextype, series, tenor[i], maturity[i], coupon))
        if(dbHasCompleted(r)){
            dbClearResult(r)
        }
    }
}

##TODO: fill the index
##indexname <- 'ITRX' ## or CDX
indexname <- 'CDX'
##indextype <- 'EUR' ## or IG or HY or EUR
indextype <- "IG"
newseries <- 16
##newbasketID('EU', 22, as.Date("2019-12-20"))

index <- bds(bbgConn, sprintf("%s %s CDSI S%s 5Y Corp", indexname, indextype, newseries), "INDX_MEMBERS")
tickers <- index[,5]

cds.fields <- c("cds_company_id", "cds_restructuring_type", "cds_corp_tkr", "sw_seniority")
data <- bdp(bbgConn, paste(tickers, "Corp"), cds.fields)
data <- cbind(tickers, data)
prep.data <- data.frame(Name=index[,1], company_id=data$cds_company_id, ticker=data$cds_corp_tkr,
                        currency=index[,3], seniority=data$sw_seniority,
                        doc_clause=data$cds_restructuring_type, curve_ticker=data$tickers)


all.companyids <- dbGetQuery(serenitasdb, "SELECT company_id FROM bbg_issuers")
prep.data <- prep.data[!prep.data$company_id %in% all.companyids$company_id,]

cdscurves <- bds(bbgConn, paste(prep.data$curve_ticker, "Curncy"), "CDS_CURVE_INFO")
curves <- aggregate(cdscurves[,2], by=list(cdscurves$ticker), FUN=function(x)x)


curves <- curves[!prep.data$company_id %in% all.companyids$company_id,]
prep.data[prep.data$doc_clause=="Modified-Modified Restructurin","doc_clause"] <- "Modified Modified Restructurin"
sqlstr <- paste("INSERT INTO bbg_issuers(name, company_id, ticker, currency, seniority, doc_clause, cds_curve)",
                "VALUES($1, $2, $3, $4, $5, $6, $7)")
with(prep.data,
     for(i in 1:nrow(prep.data)){
         r <- dbSendQuery(serenitasdb, sqlstr, params = list(Name[i], company_id[i], ticker[i],
                                                   currency[i], seniority[i], doc_clause[i],
                                                   sqlArray(curves[i,2])))
         if(dbHasCompleted(r)){
             dbClearResult(r)
         }
     })

sqlstr <- "SELECT basketid FROM index_version WHERE index=$1 and series=$2"
#basketid.list <- dbGetQuery(serenitasdb, sqlstr, params=list('HY', 16))
##fill index_list column
##basketid <- nameToBasketID("HY20", as.Date("2014-05-23"))
sqlstr <- "UPDATE bbg_issuers SET index_list=index_list||$1::int where company_id=$2"
basketid <- 391
for(id in prep.data$company_id){
    r <- dbSendQuery(serenitasdb, sqlstr, params=list(basketid, id))
    if(dbHasCompleted(r)){
        dbClearResult(r)
    }
}