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import datetime
from sqlalchemy import MetaData, create_engine, Table
engine = create_engine('postgresql://mlpdb_user:Serenitas1@debian/mlpdb')
metadata = MetaData(bind = engine)
index_desc = Table('index_desc', metadata, autoload=True)
index_ins = index_desc.insert()
offset=183000
index = [[offset, 'EU', 21, datetime.date(2017, 6, 20), 'Y3', 100, 0],
[offset, 'EU', 21, datetime.date(2019, 6, 20), 'Y5', 100, 0],
[offset, 'EU', 21, datetime.date(2021, 6, 20), 'Y7', 100, 0],
[offset, 'EU', 21, datetime.date(2024, 6, 20), 'Y10', 100, 0]]
# index = [[offset, 'HY', 21, datetime.date(2016, 12, 20), 'Y3', 100, 0],
# [offset, 'HY', 21, datetime.date(2018, 12, 20), 'Y5', 100, 0],
# [offset, 'HY', 21, datetime.date(2020, 12, 20), 'Y7', 100, 0],
# [offset+10, 'EU', 20, datetime.date(2016, 12, 20), 'Y3', 100, 0],
# [offset+10, 'EU', 20, datetime.date(2018, 12, 20), 'Y5', 100, 0],
# [offset+10, 'EU', 20, datetime.date(2020, 12, 20), 'Y7', 100, 0],
# [offset+10, 'EU', 20, datetime.date(2023, 12, 20), 'Y10', 100, 0],
# [offset+20, 'IG', 21, datetime.date(2016, 12, 20), 'Y3', 100, 0],
# [offset+20, 'IG', 21, datetime.date(2018, 12, 20), 'Y5', 100, 0],
# [offset+20, 'IG', 21, datetime.date(2020, 12, 20), 'Y7', 100, 0],
# [offset+20, 'IG', 21, datetime.date(2023, 12, 20), 'Y10', 100, 0]
# ];
for line in index:
with engine.begin() as conn:
conn.execute(index_ins, basketid = line[0],
index = line[1],
series = line[2],
maturity = line[3],
tenor = line[4],
indexfactor = line[5],
cumulativeloss = line[6])
tranche_desc = Table('tranche_desc', metadata, autoload = True)
tranche_ins = tranche_desc.insert()
# igbasketid = 182990
# igattach = [0, 3, 7, 15, 100]
# igtenors = ['Y3', 'Y5', 'Y7', 'Y10']
# for tenor in igtenors:
# for i, (attach, detach) in enumerate(zip(igattach[:-1], igattach[1:])):
# with engine.begin() as conn:
# conn.execute(tranche_ins,
# trancheid = igbasketid+i,
# basketid = igbasketid,
# tenor = tenor,
# attach=attach,
# detach = detach)
# hybasketid = 182970
# hyattach = [0, 15, 25, 35, 100]
# hytenors = ['Y3', 'Y5', 'Y7']
# for tenor in hytenors:
# for i, (attach, detach) in enumerate(zip(hyattach[:-1], hyattach[1:])):
# with engine.begin() as conn:
# conn.execute(tranche_ins,
# trancheid = hybasketid+i,
# basketid = hybasketid,
# tenor = tenor,
# attach = attach,
# detach = detach)
eubasketid = 183000
euattach = [0, 3, 6, 12, 100]
eutenors = ['Y3', 'Y5']
for tenor in eutenors:
for i, (attach, detach) in enumerate(zip(euattach[:-1], euattach[1:])):
with engine.begin() as conn:
conn.execute(tranche_ins,
trancheid =eubasketid+i,
basketid = eubasketid,
tenor = tenor,
attach = attach,
detach = detach)
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