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import psycopg2
import os, csv, datetime
import pdb
from common import root, sanitize_float
from db import conn
import sys
import uuid
from load_indicative import upload_cusip_data, upload_deal_data
import logging
fields = ['Asset Name', 'Issuer', 'Contributed Balance', 'Asset Maturity Date',
'Asset Subtype', 'Asset Type', 'Gross Coupon', 'Spread', \
'Frequency', 'Next Paydate', 'Second Lien', 'LoanX ID', 'CUSIP',
'Market Price', 'Market Price Source', 'Market Price Date', 'Fixed or Float', \
'Defaulted Flag', 'Security Sub-Category', 'Structured Finance Security', \
'Life Floor', 'Reinvest Collat', 'Native Currency', "Moody's Industry Name",
"Country"]
def convertToNone(s):
return None if s=='' else s
def windows1252_encoder(fh):
for line in fh:
yield line.decode('windows-1252').encode('utf-8')
def upload_data(conn, dealnames, workdate):
for dealname in dealnames:
#dealname, updatedate = line.rstrip().split()
# updatedate = datetime.datetime.strptime(updatedate, '%m/%d/%Y')
#dealname = dealname.upper() + ",AD.txt
basedir = os.path.join(root, "data", "Collaterals_" + workdate)
if sys.version_info[0]==2:
fh = open(os.path.join(basedir, dealname.upper() + "_AD.txt"))
fh = windows1252_encoder(fh)
else:
fh = open(os.path.join(basedir, dealname.upper() + "_AD.txt"), encoding="windows-1252")
dr = csv.DictReader(fh, dialect = 'excel-tab')
missingfields = set(fields).union({'Gross Margin'}) - set(dr.fieldnames)
if "LoanX ID" in missingfields:
msg = "{0}: LoanX ID column is missing. Probably an error in exporting from intex".format(dealname)
logging.warning(msg)
data = {}
for line in dr:
for f in missingfields:
line[f] = None
if line['LoanX ID']:
line['LoanX ID'] = line['LoanX ID'].upper()
if len(line['LoanX ID']) > 8:
logging.warning("dubious id found: {0}".format(line['LoanX ID']))
line['LoanX ID'] = line['LoanX ID'][:8]
if line['Fixed or Float']:
line['Fixed or Float'] = line['Fixed or Float'].upper()
if line['CUSIP']:
line['CUSIP'] = line['CUSIP'].upper()
if len(line['CUSIP']) > 9:
logging.warning("dubious CUSIP found: {0}".format(line['CUSIP']))
line['CUSIP'] = line['CUSIP'][:9]
if line['Asset Subtype']:
line['Asset Subtype'] = line['Asset Subtype'].replace("Reinvest ", "").replace("Reinv ","")
if len(line['Asset Subtype'])>10:
line['Asset Subtype'] = line['Asset Subtype'][:9]
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 not line['Spread']:
line['Spread'] = line['Gross Margin']
for field in ['Spread', 'Gross Coupon', 'Market Price', 'Contributed Balance']:
line[field] = sanitize_float(line[field])
if 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')
# we take care of reinvestment asset lines
if not line['Asset Name']:
line['Asset Name'] = 'Reinv'
r = [convertToNone(line[field]) for field in fields]
#sometimes the Asset Name is not unique (we add random tag in this case)
if r[0] in data:
r[0] = r[0] + str(uuid.uuid4())[:3]
data[r[0]] = r[1:]
fh.close()
sqlstr1 = "select distinct(updatedate) from et_collateral where dealname= %s"
sqlstr2 = "select max(\"Latest Update\") from clo_universe where dealname= %s and \"Latest Update\"<=%s"
with conn.cursor() as c:
c.execute(sqlstr1, (dealname,))
old_update_dates = [date[0] for date in c]
c.execute(sqlstr2, (dealname, workdate))
updatedate = c.fetchone()[0]
conn.commit()
# sanity check if we already have the data
reinsert = False
if updatedate in old_update_dates:
sqlstr = "SELECT count(*) FROM et_collateral where dealname = %s and updatedate= %s"
with conn.cursor() as c:
c.execute(sqlstr, (dealname, updatedate))
currlen = c.fetchone()[0]
conn.commit()
if currlen != len(data): #then we delete and just reupload
logging.warning("{0} has {1} rows in the database " \
"and current collateral file has {2}".format(dealname, currlen, len(data)))
with conn.cursor() as c:
sqlstr = "DELETE FROM et_collateral where dealname = %s and updatedate = %s"
c.execute(sqlstr, (dealname, updatedate))
conn.commit()
reinsert = True
if reinsert or not old_update_dates or updatedate not in old_update_dates:
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", "Currency", "Industry", "Country"]
sqlstr = "INSERT INTO ET_COLLATERAL({0}) VALUES({1})".format(",".join(sql_fields),
",".join(["%s"] * len(sql_fields)))
with conn.cursor() as c:
try:
c.executemany(sqlstr, [(dealname, updatedate, k) + tuple(v) for k, v in data.items()])
except (psycopg2.DataError, TypeError) as detail:
logging.error(detail)
pdb.set_trace()
conn.commit()
def intex_data(conn, workdate):
dealnames = [d.replace("_AD.txt", "").lower() for d in
os.listdir(os.path.join(root, "data", "Collaterals_" + workdate))]
basedir = os.path.join(root, "data", "Indicative_" + workdate)
files = [os.path.join(basedir, f) for f in os.listdir(basedir)]
cusip_files = [f for f in files if "TrInfo" in f]
deal_files = [f for f in files if "TrInfo" not in f]
#first load deal data
for deal_file in deal_files:
upload_deal_data(conn, deal_file)
#then load tranche data
for cusip_file in cusip_files:
upload_cusip_data(conn, cusip_file)
upload_data(conn, dealnames, workdate)
if __name__ == "__main__":
if len(sys.argv) > 1:
workdate = sys.argv[1]
else:
workdate = str(datetime.date.today())
intex_data(conn, workdate)
conn.close()
print("done")
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