import psycopg2 import os.path import re import csv from datetime import date, datetime import pdb if os.name=='nt': root = "//WDSENTINEL/share/CorpCDOs/" elif os.name=='posix': root = "/home/share/CorpCDOs/" fields = ['Asset Name', 'Issuer', 'Contributed Balance', 'Maturity Date', 'Asset Subtype', \ 'Asset Type', 'Gross Coupon', 'Spread', 'Frequency', 'Next Paydate', 'Second Lien', \ 'LoanX ID', 'CUSIP', 'Market Price', 'Market Price Source', 'Price Date', 'Fixed or Float', \ 'Defaulted Flag', 'Security Sub-Category', 'Structured Finance Security'] def convertToNone(s): return None if s=='' else s 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 conn = psycopg2.connect(database="ET", user="et_user", password="Serenitas1", host="192.168.1.108") cursor = conn.cursor() workdate = "2013-01-04" with open(os.path.join(root, "data", "clo_universe_intex_" + workdate + ".txt")) as fh: dr = csv.DictReader(fh, dialect='excel-tab') deal_table = {line['Deal,Tr/CUSIP/ISIN']: datetime.strptime(line['Latest Update'], '%b %d, %Y').date() \ for line in dr if 'Paid' not in line['Latest Update']} for dealname in os.listdir(os.path.join(root, "data", "Collaterals_" + workdate)): #dealname, updatedate = line.rstrip().split() # updatedate = datetime.datetime.strptime(updatedate, '%m/%d/%Y') #dealname = dealname.upper() + ",AD.txt" with open( os.path.join(root, "data", "Collaterals_" + workdate, dealname), "r") as fh: dr = csv.DictReader(fh, dialect = 'excel-tab') dealname , ending = dealname.split(',') dealname = dealname.lower() data = [] for line in dr: missingfields = set(fields) - set(dr.fieldnames) for field in missingfields: line[field] = None if line['Fixed or Float']: line['Fixed or Float'] = line['Fixed or Float'].upper() if 'LoanX ID' in dr.fieldnames and len(line['LoanX ID']) >8: print "dubious id found: {0}".format(line['LoanX ID']) line['LoanX ID'] = line['LoanX ID'][:8] try: # make sure the string is utf8 safe line['Issuer']= line['Issuer'].decode('windows-1252') if line['Issuer']=='' or line['Issuer'].lower() == 'dummy': break except AttributeError as detail: print dealname for field in ['Spread', 'Gross Coupon', 'Market Price', 'Contributed Balance']: if line[field]: line[field] = sanitize_float(line[field]) try: r = [convertToNone(line[field]) for field in fields] except KeyError as detail: print detail pdb.set_trace() data.append(r) cursor.execute( "select distinct(updatedate) from et_collateral where dealname='{0}'".format(dealname)) old_update_dates = [date[0] for date in cursor.fetchall()] try: updatedate = deal_table[dealname] except KeyError as detail: print detail pdb.set_trace() reinsert = False if updatedate in old_update_dates: sqlstr = "SELECT count(*) FROM et_collateral where dealname = %s and updatedate= %s" cursor.execute(sqlstr, (dealname, updatedate)) currlen = cursor.fetchone()[0] if currlen <> len(data): print "{0} has {1} rows in the database and current collateral file has {2}".format(dealname, currlen, len(data)) sqlstr = "DELETE FROM et_collateral where dealname = %s and updatedate = %s" cursor.execute(sqlstr, (dealname, updatedate)) conn.commit() reinsert = True if reinsert or not old_update_dates or updatedate not in old_update_dates: tag = 0 for row in data: # print dealname, row sql_fields = ["dealname", "updatedate", "name", "IssuerName", "CurrentBalance", "Maturity", "AssetSubtype", "AssetType", "GrossCoupon", "Spread", "Frequency", "NextPaydate", "SecondLien", "LoanXID", "Cusip", "IntexPrice", "IntexPriceSource", "IntexPriceDate", "FixedOrFloat", "DefaultedFlag", "CovLite", "isCDO"] sqlstr = "INSERT INTO ET_COLLATERAL({0}) VALUES({1})".format(",".join(sql_fields), ",".join(["%s"] * len(sql_fields))) try: cursor.execute(sqlstr, (dealname, updatedate) + tuple(row)) except psycopg2.DataError as detail: print detail pdb.set_trace() except psycopg2.IntegrityError as detail: print detail # crazy hack intex unique id is not really unique conn.rollback() # make sure the loan name is unique by tagging it row[0] = row[0] + "_tag_" + str(tag) tag = tag+1 cursor.execute(sqlstr, (dealname, updatedate) + tuple(row)) conn.commit() cursor.close() conn.close()