import psycopg2 import os import os.path import datetime from datetime import date import csv import pdb import re 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() prog = re.compile("\((.*)\)") cursor.execute("delete from cusip_universe") count = 0 for i in xrange(9): cusip_universe_file = "TrInfo{0}.txt".format(i+1) with open( os.path.join(root, "data", 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() for key in ['Curr Balance', 'Orig Balance', 'Orig Attachment Point', 'Curr Attachment Point', 'Orig Detachment Point', 'Curr Detachment Point', 'Factor', 'Coupon']: line[key] = line[key].replace(",", "") if prog.match(line[key]): try: line[key] = float(prog.match(line[key]).group(1)) except ValueError: pdb.set_trace() line[key] = convertToNone(line[key]) if "," in str(line['Floater Spread']): line['Floater Spread'] = line['Floater Spread'].split(",")[0] for key in ['Floater Spread', 'Floater Index']: if prog.match(line[key]): try: line[key] = float(prog.match(line[key]).group(1)) except ValueError: pdb.set_trace() 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)" try: cursor.execute(sqlstring, line) except psycopg2.DataError as error: pdb.set_trace() print count conn.commit() cursor.close() conn.close()