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import psycopg2
import os.path
import datetime
from datetime import date
import pdb
import csv
if os.name =='nt':
root = "//WDsentinel/share/CorpCDOs/data/bloomberg"
elif os.name == 'posix':
root = '/home/share/CorpCDOS/data/bloomberg'
def convertToNone(s):
return None if (s=='' or s=='NA') else s
conn = psycopg2.connect(database="ET",
user="et_user",
password="Serenitas1",
host="192.168.1.108")
cursor = conn.cursor()
fields_corp = ["Cusip", "Price", "PricingDate", "Issuer", "Maturity", "Coupon",
"CouponType", "Frequency", "Spread", "Libor_floor", "loan_margin",
"covlite", "secondlien", "defaulted", "Source"]
fields_mtge = ["Cusip", "Issuer", "Maturity", "Coupon", "CouponType", "Frequency",
"Spread", "Moody", "InitialMoody"]
for filename in os.listdir(root):
cursor.execute("select cusip, pricingdate from historical_bloomberg_corp(%s)", (date.today(),))
corpcusips = dict(cursor)
with open( os.path.join(root, filename), "r") as fh:
dr = csv.DictReader(fh)
if "datacorp" in filename:
for line in dr:
if line["LAST_UPDATE_DT"] != 'NA':
line["LAST_UPDATE_DT"] = \
datetime.datetime.strptime(line["LAST_UPDATE_DT"], '%Y-%m-%d').date()
else:
line["LAST_UPDATE_DT"] = \
datetime.datetime.strptime(filename.split("_")[2].split(".")[0], '%Y-%m-%d').date()
line["PX_LAST"] = None
if line["MATURITY"] != 'NA':
line["MATURITY"] = datetime.datetime.strptime(line["MATURITY"], '%Y-%m-%d')
row = [convertToNone(line[field]) for field in dr.fieldnames]
# cursor.execute("SELECT max(PricingDate) from bloomberg_corp where Cusip = %s", (line['CUSIP'],))
# currentpricingdate = cursor.fetchone()[0]
if line['CUSIP'] not in corpcusips or corpcusips[line['CUSIP']]<line['LAST_UPDATE_DT']:
sqlstring = "INSERT INTO bloomberg_corp({0}) " \
"VALUES({1})".format(",".join(fields_corp), ",".join(["%s"] * len(fields_corp)))
try:
cursor.execute(sqlstring, tuple(row))
except IndexError:
pdb.set_trace()
conn.commit()
elif "datamtge" in filename:
cursor.execute("select * from bloomberg_mtge")
mtgecusips = {record[0]: None for record in cursor}
for line in dr:
if line["MATURITY"] != 'NA':
line["MATURITY"] = datetime.datetime.strptime(line["MATURITY"], '%Y-%m-%d').date()
row = [convertToNone(line[field]) for field in dr.fieldnames]
# sqlstr = "SELECT * from bloomberg_mtge where Cusip=%s"
# cursor.execute(sqlstr, (line['CUSIP'],))
# found = cursor.fetchone()
if line['CUSIP'] not in mtgecusips:
sqlstring = "INSERT INTO bloomberg_mtge({0}) " \
"VALUES({1})".format(",".join(fields_mtge),
",".join(["%s"] * len(fields_mtge)))
cursor.execute(sqlstring, tuple(row))
conn.commit()
cursor.close()
conn.close()
print "done"
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