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from bbg_helpers import init_bbg_session, retreive_data, process_msgs
from sqlalchemy import create_engine
from db import conn
import numpy as np
import pandas as pd
engine = create_engine('postgresql://et_user:Serenitas1@debian/ET')
session = init_bbg_session('192.168.1.108', 8194)
fields_update = ["LN_ISSUE_STATUS", "AMT_OUTSTANDING", "PX_LAST","LAST_UPDATE_DT",
"LN_CURRENT_MARGIN", "DEFAULTED", "DEFAULT_DATE",
"CALLED", "CALLED_DT", "PRICING_SOURCE"]
# append securities to request
cusips = pd.read_sql_query("select id_bb_unique, substring(id_bb_unique from 3) as cusip from bloomberg_corp_ref " \
"where (status is Null or status not in ('REFINANCED','RETIRED', 'REPLACED')) "\
"and not called", engine, index_col='cusip')
securities = ["{0} Corp".format(cusip) for cusip in cusips.index]
data = retreive_data(session, securities, fields_update)
df = process_msgs(data, fields_update)
df.security = df.security.str.slice(0,9)
df.set_index(['security'], inplace=True)
df['id_bb_unique'] = cusips['id_bb_unique']
df.reset_index(inplace=True)
with conn.cursor() as c:
for i in range(df.shape[0]):
c.execute("UPDATE bloomberg_corp_ref set defaulted = %s, default_date = %s, " \
"called=%s, called_date = %s, status=%s " \
"where id_bb_unique=%s",
(df.iloc[i]['DEFAULTED'], df.iloc[i]['DEFAULT_DATE'], df.iloc[i]['CALLED'],
df.iloc[i]['CALLED_DT'], df.iloc[i]['LN_ISSUE_STATUS'], df.iloc[i]['id_bb_unique']))
conn.commit()
currentdata = pd.Index(pd.read_sql_query("SELECT id_bb_unique, pricingdate from bloomberg_corp",
engine,
parse_dates=["pricingdate"]))
#no need to insert empty prices
df.dropna(subset=['PX_LAST'], inplace=True)
df.set_index(['id_bb_unique', 'LAST_UPDATE_DT'], inplace=True)
df = df.ix[df.index.difference(currentdata)]
df.reset_index(inplace=True)
sqlstr = "INSERT INTO bloomberg_corp VALUES(%s, %s, %s, %s, %s, %s)"
with conn.cursor() as c:
for i in range(df.shape[0]):
margin = df.iloc[i]['LN_CURRENT_MARGIN']
if np.isnan(margin):
margin = None
amt_outstanding = df.iloc[i]['AMT_OUTSTANDING']
if np.isnan(amt_outstanding):
amt_outstanding = None
c.execute(sqlstr, (df.iloc[i]['id_bb_unique'], df.iloc[i]['LAST_UPDATE_DT'],
df.iloc[i]['PX_LAST'], margin, amt_outstanding,
df.iloc[i]['PRICING_SOURCE']))
conn.commit()
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