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
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
|
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()
|
