import psycopg2 import os import os.path import datetime from datetime import date import csv import pdb if os.name=='nt': root = "//WDSENTINEL/share/CorpCDOs/" elif os.name=='posix': root = "/home/share/CorpCDOs/" def convertToNone(s): return None if s=="" else s conn = psycopg2.connect(database="ET", user="et_user", password="Serenitas1", host="192.168.1.108") cursor = conn.cursor() # cursor.execute("delete from cusip_universe") workdate = '2013-01-15' count = 0 def sanitize_float(intex_float): 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 data = [] for cusip_universe_file in os.listdir(os.path.join(root, "data", "Trinfo_" + workdate)): with open( os.path.join(root, "data", "Trinfo_" + workdate, cusip_universe_file), "r") as fh: dr = csv.DictReader(fh, dialect='excel-tab') data = [] for line in dr: count += 1 if "," in line['Tranche']: line["dealname"], line["tranche"] = line["Tranche"].split(",") else: continue line["dealname"] = line["dealname"].lower() sqlstring = "SELECT * FROM cusip_universe WHERE cusip = %s" cursor.execute(sqlstring, (line['CUSIP'],)) line = {k: convertToNone(v) for k, v in line.iteritems()} if cursor.fetchone(): for key in ['Curr Balance', 'Curr Attachment Point', 'Curr Detachment Point', 'Factor']: if line[key]: line[key] = sanitize_float(line[key]) line[key] = convertToNone(line[key]) sqlstring = "UPDATE cusip_universe SET Curr_Balance = %(Curr Balance)s, " \ "Factor = %(Factor)s, Curr_moody = %(Curr Moody)s, " \ "Curr_attach = %(Curr Attachment Point)s WHERE cusip = %(CUSIP)s" else: for key in ['Curr Balance', 'Orig Balance', 'Orig Attachment Point', 'Curr Attachment Point', 'Orig Detachment Point', 'Curr Detachment Point', 'Factor', 'Coupon']: if line[key]: line[key] = sanitize_float(line[key]) line[key] = convertToNone(line[key]) 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) " \ "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)" cursor.execute(sqlstring, line) print count conn.commit() cursor.close() conn.close()