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import argparse
import logging
import numpy as np
import pandas as pd
import os
import time
from .cds import download_cds_data, download_composite_data
from .loans import download_facility, insert_facility, download_marks, update_facility
from .rates import downloadMarkitIRData
from .import_quotes import insert_cds, insert_index, insert_tranche
from pandas.tseries.offsets import BDay
from sqlalchemy import create_engine
from utils import SerenitasFileHandler
from utils.db import dbconn
# parse arguments
parser = argparse.ArgumentParser()
group = parser.add_mutually_exclusive_group(required=True)
group.add_argument(
"-l", "--loans", action="store_true", help="download markit loan data"
)
group.add_argument("-c", "--cds", action="store_true", help="download markit cds data")
group.add_argument("-r", "--rates", action="store_true", help="download markit IR data")
parser.add_argument(
"-i", "--insert-only", action="store_true", help="do not re-download data"
)
parser.add_argument(
"workdate", nargs="?", type=lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()
)
def default_date():
return (pd.datetime.today() - BDay(1)).date()
args = parser.parse_args()
historical = True
if args.workdate is None:
if not args.rates:
historical = False
workdate = default_date()
else:
workdate = pd.datetime.today().date()
else:
workdate = args.workdate
if args.loans:
fh = SerenitasFileHandler("markit_loans.log")
elif args.cds:
fh = SerenitasFileHandler("markit_cds.log")
elif args.rates:
fh = SerenitasFileHandler("markit_rates.log")
# set up logging
logger = logging.getLogger("markit")
logger.addHandler(fh)
logger.setLevel(logging.INFO)
if args.loans:
payload = {"LEGALENTITY": "lmcg", "USERNAME": "serecapuser", "PASSWORD": "Welcome1"}
download_facility(workdate, payload)
logger.info("facility downloaded")
insert_facility(workdate)
logger.info("facility inserted")
payload.update({"RELATIVEVERSION": np.busday_count(default_date(), workdate)})
download_marks(workdate, payload)
logger.info("marks downloaded")
payload.pop("RELATIVEVERSION")
update_facility(workdate, payload)
logger.info("facility updated")
elif args.cds:
payload = {
"user": "GuillaumeHorel",
"password": "password",
"version": "5",
"format": "csv",
"report": "FIXED_COUPON",
"date": workdate.strftime("%Y%m%d"),
"type": "CDS",
}
if not args.insert_only:
download_cds_data(payload)
payload.update({"type": "CredIndex", "version": 4})
download_composite_data(payload, historical)
serenitasdb = dbconn("serenitasdb")
insert_cds(serenitasdb, workdate)
serenitasdb.close()
if not args.insert_only:
engine = create_engine("postgresql://serenitas_user@debian/serenitasdb")
insert_index(engine, workdate)
insert_tranche(engine, workdate)
elif args.rates:
for curr in ["USD", "EUR", "JPY"]:
retry = 0
while retry < 10:
try:
downloadMarkitIRData(workdate, currency=curr)
except ValueError as e:
logger.error(e)
logger.error(f"Could not download {curr} rates for date {workdate}")
time.sleep(30)
retry += 1
else:
logger.info(f"Downloaded {curr} rates")
break
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