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import io
import logging
import os
import requests
import shutil
import zipfile
from common import root
from pandas.tseries.offsets import BDay
logger = logging.getLogger(__name__)
def convertToNone(v):
return v if v else None
def download_cds_data(payload):
r = requests.get('https://www.markit.com/export.jsp', params=payload)
f2 = open(os.path.join(root, "Tranche_data", "CDS", "cds eod {0}.csv".format(payload['date'])), "wb")
with zipfile.ZipFile(io.BytesIO(r.content)) as z:
for f in z.namelist():
if "csv" in f:
f1 = z.open(f)
next(f1)
next(f1)
shutil.copyfileobj(f1, f2)
f1.close()
f2.close()
def download_composite_data(payload, historical=False):
## if historical, we want to maintain the invariant mtime(f)== payload['date'] + BDay(1)
if historical:
ts = datetime.datetime.strptime(payload['date'], "%Y%m%d") + BDay(1)
ts = ts.timestamp()
for report in ['COMPOSITES', 'TRANCHE_COMPOSITES']:
for family in ['CDX', 'ITRAXX-EUROPE']:
payload.update({'family': family, 'report': report})
r = requests.get('https://www.markit.com/export.jsp', params=payload)
try:
with zipfile.ZipFile(io.BytesIO(r.content)) as z:
for f in z.namelist():
if "csv" in f:
path = z.extract(f, path=os.path.join(root, "Tranche_data", "Composite_reports"))
if historical:
os.utime(path, (ts, ts))
except zipfile.BadZipfile:
logger.error(r.content)
continue
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