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import os
import os.path
import datetime
from datetime import date
from csv import reader
import json
import codecs
import re
import psycopg2
if os.name =='nt':
root = "//WDsentinel/share/CorpCDOs/Scenarios"
elif os.name == 'posix':
root = '/home/share/CorpCDOs/Scenarios'
input = os.path.join(root, "prometheus.sss")
pattern1 = re.compile("(REINVEST\[)\w+(::.*$)")
# maturity
pattern2 = re.compile("(STANDARD_VAR\[)\w+(::#REINV_END,\d+\]=)(\d*$)")
# reinvprices float
pattern3 = re.compile("(STANDARD_VAR\[)\w+(::#PRICE100_TBA1,\d+\]=)(.*$)")
# reinvprices fixed
pattern4 = re.compile("(STANDARD_VAR\[)\w+(::#PRICE100_TBA2,\d+\]=)(.*$)")
# reinv float percentage
pattern5 = re.compile("(STANDARD_VAR\[)\w+(::#REINVPCT_TBA1,\d+\]=)(.*$)")
# reinv fixed percentage
pattern6 = re.compile("(STANDARD_VAR\[)\w+(::#REINVPCT_TBA2,\d+\]=)(.*$)")
pattern7 = re.compile("GOLDL5")
reinvfloatpercentage = 85
reinvfixedpercentage = 15
conn = psycopg2.connect(database="ET",
user="et_user",
password="Serenitas1",
host="192.168.1.108")
cursor = conn.cursor()
for dealname in ["abcl071", "ammcclo5", "atr5cdo", "blumt3", "callid6"]:
cursor.execute('SELECT \"Reinv End Date\" from latest_clo_universe where dealname=%s', (dealname,))
reinvenddate = cursor.fetchone()[0]
if reinvenddate:
reinvenddate = reinvenddate.strftime("%Y%m%d")
else:
print "missing reinvstment end date"
pdb.set_trace()
with open(os.path.join(root, "Intex curves", "csv", dealname + "-reinvprices.csv"), "r") as fhreinv:
floatreinvprices = fhreinv.readline().rstrip("\n").split(",")
fixedreinvprices = fhreinv.readline().rstrip("\n").split(",")
output = os.path.join(root, "Intex curves", "sss", dealname + ".sss")
cdrscenarios = os.path.join(root, "Intex curves", "csv", dealname + "-cdr.csv")
recoveryscenarios = os.path.join(root, "Intex curves", "csv", dealname + "-recovery.csv")
fh2 = open(output, "w")
fhcdr = open(cdrscenarios, "r")
fhrecovery = open(recoveryscenarios, "r")
csvcdr = reader(fhcdr)
csvrecovery = reader(fhrecovery)
cdrline = csvcdr.next()
cdrline = "\t".join(["{0:.3f}".format(float(cdr)) for cdr in cdrline]) +"\n"
recoveryline = csvrecovery.next()
recoveryline = "\t".join(["{0:.3f}".format(float(recovery)) for recovery in recoveryline]) + "\n"
i=1
with open(input) as fh:
for line in fh:
if "DEAL_NAME" in line:
newline = "DEAL_NAME=" + dealname.upper()
fh2.write(newline)
if pattern1.match(line):
line = re.sub(pattern1, r"\1{0}\2", line).format(dealname.upper())
fh2.write(line)
continue
if pattern2.match(line):
line = re.sub(pattern2, r"\1{0}\2{1}", line).format(dealname.upper(), reinvenddate)
fh2.write(line)
continue
if pattern3.match(line):
line = re.sub(pattern3, r"\1{0}\2{1}", line).format(dealname.upper(), " ".join(floatreinvprices))
fh2.write(line)
continue
if pattern4.match(line):
line = re.sub(pattern4, r"\1{0}\2{1}", line).format(dealname.upper(), " ".join(fixedreinvprices))
fh2.write(line)
continue
if pattern5.match(line):
line = re.sub(pattern5, r"\1{0}\2{1}", line).format(dealname.upper(), reinvfloatpercentage)
fh2.write(line)
continue
if pattern6.match(line):
line = re.sub(pattern6, r"\1{0}\2{1}", line).format(dealname.upper(), reinvfixedpercentage)
fh2.write(line)
continue
if pattern7.search(line):
line = re.sub(pattern7, dealname.upper(), line)
fh2.write(line)
continue
# if "STANDARD_VAR" in line:
# newline = "STANDARD_VAR[REINVEST_PRICE,1]=" + " ".join(reinvprices)
# fh2.write(newline)
# continue
if "LOSS_RATE[DEAL,{0}]".format(i) in line:
newcdrline = "LOSS_RATE[DEAL,{0}]=".format(i) + cdrline
fh2.write(newcdrline)
continue
if "LOSS_SEVERITY[DEAL,{0}]".format(i) in line:
newrecoveryline = "LOSS_SEVERITY[DEAL,{0}]=".format(i) + recoveryline
fh2.write(newrecoveryline)
i=i+1
if i<=100:
cdrline = csvcdr.next()
cdrline = "\t".join(["{0:.3f}".format(float(cdr)) for cdr in cdrline]) + "\n"
recoveryline = csvrecovery.next()
recoveryline = "\t".join(["{0:.3f}".format(float(recovery)) \
for recovery in recoveryline]) + "\n"
continue
fh2.write(line)
fh2.close()
fhrecovery.close()
fhcdr.close()
cursor.close()
conn.close()
# sed -i -e "s/\(LOSS_NONPERF_SEVERITY\\[DEAL,[0-9]*\\]\)=.*$/\1=mkt(70)/g" stonln1_100.sss
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