1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
|
import codecs
import datetime
from csv import reader
from io import BytesIO
from remote import FtpClient
from utils.db import dbconn
dawndb = dbconn("dawndb")
ftp = FtpClient.from_creds("globeop")
ftp.client.cwd("outgoing")
date = datetime.date.today()
files = [f for f in ftp.client.nlst() if f.startswith(f"Serenitas.ALL.{date:%Y%m%d}")]
for f in files:
if "CreditDefaultSwapDeal" in f:
buf = BytesIO()
ftp.client.retrbinary("RETR " + f, buf.write)
buf.seek(0)
csv = reader(codecs.iterdecode(buf, "utf-8"))
for serenitas_id, action, dealtype, result, globeop_id, _, _ in csv:
if dealtype != "CreditDefaultSwapDeal":
continue
with dawndb.cursor() as c:
c.execute(
"SELECT orig_attach FROM cds WHERE dealid=%s", (serenitas_id,)
)
(attach,) = c.fetchone()
if attach is None:
continue
if action == "NEW" and result == "Loaded":
globeop_id = int(globeop_id)
serenitas_id = int(serenitas_id[5:])
with dawndb.cursor() as c:
c.execute(
"INSERT INTO id_mapping VALUES(%s, %s, %s, %s)",
(date, "CDS", serenitas_id, globeop_id),
)
dawndb.commit()
|
