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import requests
from common import root
from db import conn
import os
import datetime
import csv
payload={'LEGALENTITY': 'serecap',
'USERNAME': 'serecapuser',
'PASSWORD': 'Welcome1'}
workdate = str(datetime.date.today())
def convertToNone(v):
return v if v else None
r = requests.get('https://loans.markit.com/loanx/LoanXFacilityUpdates.csv', params=payload)
facility_filename = os.path.join(root, "data", "Facility files", "facility_{0}.csv".format(workdate))
with open( facility_filename, "wb") as fh:
fh.write(r.content)
payload.update({'EOD':'Y'})
r = requests.get('https://loans.markit.com/loanx/LoanXMarks.csv', params=payload)
marks_filename = os.path.join(root, "data", "markit", "markit_data_{0}.csv".format(workdate))
with open(marks_filename, "wb") as fh:
fh.write(r.content)
sqlstring = "INSERT INTO markit_prices2 VALUES( {0} )".format( ",".join([ "%s" ] * 5))
with open(marks_filename, "r") as fh:
reader = csv.DictReader(fh)
with conn.cursor() as c:
for line in reader:
if line['Depth']=='implied':
line['Depth']=0
c.execute(sqlstring, (line['LoanX ID'], line['Bid'], line['Offer'], line['Depth'], line['Mark Date']))
conn.commit()
sqlstring = "INSERT INTO markit_facility VALUES( {0} )".format( ",".join(["%s"] * 13))
with open( facility_filename, "r") as fh:
reader = csv.reader(fh)
next(reader)
with conn.cursor() as c:
for line in reader:
newline = tuple([convertToNone(v) for v in line])
c.execute(sqlstring, newline)
conn.commit()
#we update the missing facility loanxids
sqlstring = "SELECT loanxid FROM markit_prices2 EXCEPT SELECT loanxid FROM markit_facility";
facility_diff_filename = os.path.join(root, "data", "Facility files",
"facility_diff_{0}.csv".format(workdate))
payload.pop('EOD')
with open( facility_diff_filename, "wb") as fh:
flag = False
with conn.cursor() as c:
c.execute(sqlstring)
for loanxid in c:
payload.update({'LOANXID':loanxid[0]})
r = requests.get('https://loans.markit.com/loanx/LoanXOneFacility.csv', params=payload)
if flag:
fh.write(r.content.split('\n')[1] + "\n")
else:
fh.write(r.content.split('\n')[0] + "\n")
fh.write(r.content.split('\n')[1] + "\n")
flag = True
sqlstring = "INSERT INTO markit_facility(LoanXID, PMDID, IssuerName, dealname, facility_type," \
"loanx_facility_type, initial_amount, initial_spread, maturity, industry, modified_time)" \
"VALUES( {0} )".format( ",".join( ["%s"] * 11))
c = conn.cursor()
try:
with open(facility_diff_filename, "r") as fh:
reader = csv.reader(fh)
next(reader)
with conn.cursor() as c:
for line in reader:
newline = [convertToNone(v) for v in line] + [workdate]
newline.pop(9) # remove the spread to maturity value
c.execute(sqlstring, newline)
conn.commit()
except FileNotFoundError:
pass
conn.close()
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