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import psycopg2
import os.path
import re
import csv
import datetime
import pdb
import common
import sys
fields = ['Asset Name', 'Issuer', 'Contributed Balance', 'Maturity Date', \
'Asset Subtype', 'Asset Type', 'Gross Coupon', 'Spread', 'Frequency', \
'Next Paydate', 'Second Lien', 'LoanX ID', 'CUSIP', 'Market Price', \
'Market Price Source', 'Price Date', 'Fixed or Float', \
'Defaulted Flag', 'Security Sub-Category', \
'Structured Finance Security', 'Life Floor', 'Reinvest Collat']
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 get_latest_dealupdate(workdate):
with open(os.path.join(common.root, "data", "clo_universe_intex_" + workdate + ".txt")) as fh:
dr = csv.DictReader(fh, dialect='excel-tab')
deal_table = {line['Deal,Tr/CUSIP/ISIN']:
datetime.datetime.strptime(line['Latest Update'], '%b %d, %Y').date() \
for line in dr if 'Paid' not in line['Latest Update'] and line['Latest Update']}
return deal_table
def upload_data(dealnames, workdate, conn, cursor):
for dealname in dealnames:
#dealname, updatedate = line.rstrip().split()
# updatedate = datetime.datetime.strptime(updatedate, '%m/%d/%Y')
#dealname = dealname.upper() + ",AD.txt
with open( os.path.join(common.root, "data", "Collaterals_" + workdate, dealname.upper() + "_AD.txt"), "r") as fh:
dr = csv.DictReader(fh, dialect = 'excel-tab')
missingfields = set(fields) - set(dr.fieldnames)
if "LoanX ID" in missingfields:
print("LoanX ID column is missing. Probably an error in exporting from intex")
pdb.set_trace()
data = []
if 'Reinvest Collat' in missingfields:
print('no reinvestment asset')
pdb.set_trace()
for line in dr:
for f in missingfields:
line[f] = None
if 'Gross Margin' not in line:
line['Gross Margin'] = None
if line['Fixed or Float']:
line['Fixed or Float'] = line['Fixed or Float'].upper()
if line['LoanX ID']:
line['LoanX ID'] = line['LoanX ID'].upper()
if len(line['LoanX ID']) > 8:
print("dubious id found: {0}".format(line['LoanX ID']))
line['LoanX ID'] = line['LoanX ID'][:8]
# make sure the string is utf8 safe
line['Issuer'] = line['Issuer'].decode('windows-1252')
if 'Reinvest Collat' not in missingfields and \
line['Reinvest Collat'].upper() == 'Y' or line['Issuer'] == '':
# assume it's a reinvestment asset
line['Reinvest Collat'] = True
line['Issuer'] = line['ID Number']
if 'Spread' in missingfields or not line['Spread']:
line['Spread'] = line['Gross Margin']
for field in ['Spread', 'Gross Coupon', 'Market Price', 'Contributed Balance']:
if line[field]:
line[field] = sanitize_float(line[field])
if line['Market Price'] is not None and line['Market Price'] == 0:
line['Market Price'] = None
#we store the Libor FLoor in the database, so Life Floor is really Libor Floor
if line['Life Floor'] == "No limit":
line['Life Floor'] = 0
elif line['Life Floor']:
try:
line['Life Floor'] = float(line['Life Floor']) - float(line['Spread'])
except ValueError:
line['Life Floor'] = float('Nan')
if line['CUSIP']== 'XAQ3930AAB43':
line['CUSIP']='BL078321'
if line['CUSIP']:
line['CUSIP'] = line['CUSIP'].upper()
r = [convertToNone(line[field]) for field in fields]
if r[fields.index('CUSIP')] and len(r[fields.index('CUSIP')])>9:
pdb.set_trace()
data.append(r)
cursor.execute( "select distinct(updatedate) from et_collateral where dealname='{0}'".format(dealname))
old_update_dates = [date[0] for date in cursor.fetchall()]
deal_table = get_latest_dealupdate(workdate)
try:
updatedate = deal_table[dealname]
except KeyError as detail:
print(detail)
pdb.set_trace()
reinsert = False
if updatedate in old_update_dates:
sqlstr = "SELECT count(*) FROM et_collateral where dealname = %s and updatedate= %s"
cursor.execute(sqlstr, (dealname, updatedate))
currlen = cursor.fetchone()[0]
if currlen <> len(data):
print("{0} has {1} rows in the database and current collateral file has {2}".format(dealname, currlen, len(data)))
sqlstr = "DELETE FROM et_collateral where dealname = %s and updatedate = %s"
cursor.execute(sqlstr, (dealname, updatedate))
conn.commit()
reinsert = True
if reinsert or not old_update_dates or updatedate not in old_update_dates:
tag = 0
for row in data:
# these next three ifs are to take care of reinvestment asset lines
if not row[0]:
row[0] = 'Reinv'
if row[4] and 'Reinvest' in row[4]:
row[4] = row[4].replace("Reinvest ", "")
if row[4] and len(row[4])>10:
row[4] = row[4][:9]
sql_fields = ["dealname", "updatedate", "name", "IssuerName", "CurrentBalance",
"Maturity", "AssetSubtype", "AssetType", "GrossCoupon",
"Spread", "Frequency", "NextPaydate", "SecondLien", "LoanXID",
"Cusip", "IntexPrice", "IntexPriceSource", "IntexPriceDate",
"FixedOrFloat", "DefaultedFlag", "CovLite", "isCDO",
"Liborfloor", "ReinvFlag"]
sqlstr = "INSERT INTO ET_COLLATERAL({0}) VALUES({1})".format(",".join(sql_fields),
",".join(["%s"] * len(sql_fields)))
try:
cursor.execute(sqlstr, (dealname, updatedate) + tuple(row))
except psycopg2.DataError as detail:
print(detail)
pdb.set_trace()
except psycopg2.IntegrityError as detail:
print(detail)
# crazy hack intex unique id is not really unique
conn.rollback()
# make sure the loan name is unique by tagging it
row[0] = row[0] + "_tag_" + str(tag)
tag = tag + 1
cursor.execute(sqlstr, (dealname, updatedate) + tuple(row))
except TypeError:
pdb.set_trace()
conn.commit()
if __name__ == "__main__":
if len(sys.argv) > 1:
workdate = sys.argv[1]
else:
workdate = str(datetime.date.today())
if len(sys.argv) > 2:
dealnames = sys.argv[2:]
else:
dealnames = [re.sub("_AD.txt", "", d).lower() for d in os.listdir(os.path.join(common.root, "data", "Collaterals_" + workdate))]
upload_data(dealnames, workdate, common.conn, common.cursor)
common.cursor.close()
common.conn.close()
print("done")
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