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import os
import os.path
import csv
import psycopg2
import pdb
if os.name =='nt':
root = "//WDsentinel/share/CorpCDOs"
elif os.name == 'posix':
root = '/home/share/CorpCDOs'
conn = psycopg2.connect(database="ET",
user="et_user",
password="Serenitas1",
host="192.168.1.108")
cursor = conn.cursor()
def cusips_from_dealname(dealname, curr = cursor):
curr.execute("SELECT \"Deal Cusip List\" from latest_clo_universe "
" where dealname = %s", (dealname,))
return curr.fetchone()[0]
prog = re.compile("\((.*)\)")
def convert_float(string):
string = string.replace(",","")
if prog.match(string):
return - float(prog.match(string).group(1))
else:
return float(string)
fields = ["Price", "WAL", "Market Value", "Modified Duration"]
data = {}
n_scenarios = 100
for field in fields:
data[field] = []
for dealname in ["oceant2"]:
tranches = os.listdir(os.path.join(root, "Scenarios", "Prices", dealname))
for tranche in tranches:
with open(os.path.join(root, "Scenarios", "Prices", dealname, tranche)) as fh:
csvinput = csv.reader(fh, dialect = 'excel-tab')
for line in csvinput:
if line[1] in fields:
data[line[1]].append(map(convert_float, line[2:-1]))
for field in fields:
with open(os.path.join(root, "Scenarios", "Prices", "{0}-{1}.csv".format(dealname, field)), "wb") as fh:
csvoutput = csv.writer(fh)
csvoutput.writerow([tranche.split(",")[0] for tranche in tranches])
for i in range(n_scenarios):
csvoutput.writerow([data[field][j][i] for j in range(len(tranches))])
cursor.close()
conn.close()
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