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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()
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