def import_portfolio(container):
guardian_alias = Attributes.objects.get(type='alias_type', short_name='GUARDIAN')
portfolios = get_portfolios('guardian')
for portfolio in portfolios:
if container.name==portfolio['values'][0]['des_rap']:
if container.aliases.filter(alias_type=guardian_alias).exists():
alias = container.aliases.get(alias_type=guardian_alias)
else:
alias = Alias()
alias.alias_type = guardian_alias
alias.save()
container.aliases.add(alias)
container.save()
alias.alias_value = portfolio['values'][0]['cod_rap']
alias.save()
def populate_security_from_bloomberg_protobuf(data):
bloomberg_alias = Attributes.objects.get(identifier='ALIAS_BLOOMBERG')
daily = Attributes.objects.get(identifier='FREQ_DAILY', active=True)
bloomberg_provider = get_bloomberg_provider()
securities = {}
with_errors = []
for row in data.rows:
if row.errorCode==0:
if row.field=='SECURITY_TYP':
try:
LOGGER.debug('Entity identified by [' + row.ticker + ',' + row.valueString + '] will be created')
sec_type_name = Attributes.objects.get(type='bloomberg_security_type', name=row.valueString).short_name
cont_type_name = Attributes.objects.get(type='bloomberg_container_type', name=row.valueString).short_name
container_type = Attributes.objects.get(identifier=cont_type_name)
security_type = Attributes.objects.get(type='security_type', identifier=sec_type_name)
if not securities.has_key(row.ticker):
LOGGER.info('Creating new security for ticker ' + str(row.ticker))
securities[row.ticker] = SecurityContainer.create()
securities[row.ticker].type = container_type
securities[row.ticker].security_type = security_type
except:
traceback.print_exc()
LOGGER.warn('Entity identified by [' + row.ticker + ',' + row.valueString + ',' + sec_type_name + '] will be treated as a simple security')
securities[row.ticker] = SecurityContainer.create()
else:
with_errors.append(row.ticker)
for row in data.rows:
if row.errorCode==0:
field_info = BloombergDataContainerMapping.objects.filter(Q(short_name__code=row.field), Q(container__short_name=container_type.short_name) | Q(container__short_name='Security') , Q(active=True))
if field_info.exists():
field_info = BloombergDataContainerMapping.objects.get(short_name__code=row.field, active=True)
set_security_information(securities[row.ticker], field_info.name , row.valueString, 'bloomberg')
securities[row.ticker].save()
if field_info.model_link!=None and field_info.model_link!='':
info = Attributes()
info.name = row.field
info.short_name = field_info.model_link
securities[row.ticker].set_attribute('bloomberg', info, row.valueString)
else:
LOGGER.debug("Cannot find matching field for " + row.field)
for security in securities.values():
security.finalize()
#[security.finalize() for security in securities.values()]
[security.associated_companies.add(bloomberg_provider) for security in securities.values() if len(security.associated_companies.all())==0]
[setattr(security,'frequency',daily) for security in securities.values()]
[security.save() for security in securities.values()]
final_tickers = []
for ticker in securities:
securities[ticker].status = Attributes.objects.get(identifier='STATUS_ACTIVE')
ticker_value = securities[ticker].aliases.filter(alias_type__name='BLOOMBERG')
if ticker_value.exists() and securities[ticker].market_sector!=None:
LOGGER.info("Using Bloomberg information for ticker and exchange")
ticker_value = ticker_value[0]
if not ticker_value.alias_value.endswith(securities[ticker].market_sector):
new_full_ticker = ticker_value.alias_value + ' ' + securities[ticker].market_sector
ticker_value.alias_value = new_full_ticker
final_tickers.append(new_full_ticker)
ticker_value.save()
else:
LOGGER.info("Using user information for ticker and exchange")
ticker_value = Alias()
ticker_value.alias_type = bloomberg_alias
ticker_value.alias_value = ticker
ticker_value.save()
final_tickers.append(ticker)
securities[ticker].aliases.add(ticker_value)
[security.save() for security in securities.values()]
for security in securities.values():
if security.type!=None:
if security.type.identifier=='CONT_BOND':
data = get_security_provider_information(security, 'bloomberg')
if data.has_key('coupon_rate') and data.has_key('maturity_date'):
security.name = data['short_name'] + ' ' + data['coupon_rate'] + '% ' + data['maturity_date']
security.save()
else:
LOGGER.error(u"The following security has incomplete data [" + unicode(security.name) + u"," + unicode(security.id) + u"]")
else:
LOGGER.error(u"The following security is wrongly categorized [" + unicode(security.name) + u"," + unicode(security.id) + u"]")
return securities, final_tickers, with_errors