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from flask import Flask, render_template, jsonify, request, g
import os, csv, yaml
import datetime
import psycopg2
app = Flask(__name__)
basedir = "/home/share/CorpCDOs"
def get_attach_from_name(index_type, series):
if index_type.lower() == "ig":
if series == 9:
attach = [0, 3, 7, 10, 15, 30, 100]
else:
attach = [0, 3, 7, 15, 100]
elif index_type.lower() == "hy":
attach = [0, 15, 25, 35, 100]
return attach
def get_db():
db = getattr(g, '_database', None)
if db is None:
db = g._database = psycopg2.connect(database="serenitasdb",
user="serenitas_user",
password="Serenitas1",
host="debian")
return db
@app.teardown_appcontext
def close_connection(exception):
db = getattr(g, '_database', None)
if db is not None:
db.close()
@app.route("/_data")
def get_corr():
index = request.args.get("i")
series = request.args.get("s", 0, int)
tenor = request.args.get("t")
data = []
db = get_db()
attach = get_attach_from_name(index, series)
with db.cursor() as c:
c.execute("SELECT date, skew from risk_numbers WHERE index=%s and series=%s" \
"and tenor=%s ORDER BY date", (index.upper(), series, tenor))
data = [["%s/%s/%s" % (date.year, date.month, date.day)] + skew[:-1] for date, skew in c]
return jsonify(labels=["Date"] + ["{0} Corr".format(a) for a in attach[1:-1]], data=data)
@app.route("/")
def main():
with open(os.path.join(basedir, "code", "etc", "runs.yml")) as fh:
runs = yaml.load(fh)
index_list = [[name[:2], name[2:], tenor] for name, tenor in zip(runs['name'], runs['tenor'])]
return render_template("index.html", index_list=index_list)
if __name__ == "__main__":
app.run(debug=True)
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