import psycopg2 import os import os.path import datetime from datetime import date import csv import pdb import sys import common from common import query_db def convertToNone(s): return None if s=="" else s def sanitize_float(intex_float): if intex_float.count(".") > 1: raise ValueError intex_float = intex_float.replace(",", "") if "(" in intex_float: intex_float = - float(intex_float[1:-1]) else: intex_float = float(intex_float) return intex_float def upload_data(workdate, conn): dealupdate = {} for cusip_universe_file in os.listdir(os.path.join(common.root, "data", "Trinfo_" + workdate)): with open( os.path.join(common.root, "data", "Trinfo_" + workdate, cusip_universe_file), "r") as fh: dr = csv.DictReader(fh, dialect='excel-tab') data = [] deals_to_update = [] c = conn.cursor() for line in dr: if "ISIN" not in line: line['ISIN'] = None if "," in line['Tranche']: line["dealname"], line["tranche"] = line["Tranche"].split(",") else: continue line["dealname"] = line["dealname"].lower() dealname = line['dealname'] line = {k: convertToNone(v) for k, v in line.items()} if dealname not in dealupdate: dealupdate[dealname] = query_db("SELECT \"Latest Update\" FROM clo_universe " \ "WHERE dealname = %s ORDER BY \"Latest Update\" DESC", params = (dealname,))[0] sqlstring = "SELECT updatedate FROM latest_cusip_universe WHERE cusip = %s" curr_date = query_db(sqlstring, params = (line['CUSIP'],)) if not curr_date or curr_date[0] < dealupdate[dealname]: if dealname not in deals_to_update: deals_to_update.append(dealname) line['updatedate'] = dealupdate[dealname] try: for key in ['Curr Balance', 'Orig Balance', 'Orig Attachment Point', 'Curr Attachment Point', 'Orig Detachment Point', 'Curr Detachment Point', 'Factor', 'Coupon', 'Floater Spread']: if line[key]: line[key] = sanitize_float(line[key]) line[key] = convertToNone(line[key]) except ValueError: continue if "Curr Moody" not in line: line['Curr Moody'] = line['Orig Moody'] sqlstring = "INSERT INTO cusip_universe(Cusip, ISIN, dealname, tranche, " \ "Coupon, Orig_Balance, Curr_Balance, Factor, Orig_Moody, Curr_Moody, " \ "Orig_Attach, Orig_Detach, Curr_Attach, Curr_Detach, Floater_Index, " \ "Spread, updatedate)" \ "VALUES (%(CUSIP)s, %(ISIN)s, %(dealname)s, %(tranche)s, %(Coupon)s, " \ "%(Orig Balance)s, %(Curr Balance)s, %(Factor)s, %(Orig Moody)s, %(Curr Moody)s, " \ "%(Orig Attachment Point)s, %(Orig Detachment Point)s, %(Curr Attachment Point)s," \ "%(Curr Detachment Point)s, %(Floater Index)s, %(Floater Spread)s, " \ "%(updatedate)s)" try: c.execute(sqlstring, line) except psycopg2.DataError: pdb.set_trace() print("uploaded: {0}".format(line['CUSIP'])) conn.commit() for dealname in deals_to_update: data = query_db("SELECT p_cusip, p_curr_subordination, "\ "p_curr_thickness from et_deal_subordination(%s)", params = (dealname,), one = False) data = [ (t[1], t[2], t[0], dealupdate[dealname]) for t in data] c.executemany("UPDATE cusip_universe SET subordination = %s, " "thickness = %s WHERE cusip = %s AND " "updatedate = %s", data) conn.commit() if __name__=="__main__": if len(sys.argv) > 1: workdate = sys.argv[1] else: workdate = str(datetime.date.today()) upload_data(workdate, common.conn) common.conn.close()