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import psycopg2
import os
import os.path
import datetime
from datetime import date
import csv
import pdb
import sys
import common
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
def upload_data(workdate, conn, cursor):
data = []
for cusip_universe_file in os.listdir(os.path.join(common.root, "data", "Trinfo_" + workdate)):
with open( os.path.join(common.root, "data", "Trinfo_" + workdate, cusip_universe_file), "r") as fh:
dr = csv.DictReader(fh, dialect='excel-tab')
data = []
for line in dr:
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])
if "Curr Moody" not in line:
line['Curr Moody'] = line['Orig Moody']
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 "uploaded: {0}".format(line['CUSIP'])
conn.commit()
if __name__=="__main__":
if len(sys.argv) > 1:
workdate = sys.argv[1]
else:
workdate = str(datetime.date.today())
upload_data(workdate, common.conn, common.cursor)
common.cursor.close()
common.conn.close()
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