engine.execute("CREATE INDEX ON comp.io_qbuysell (gvkey, datadate)")
updated = wrds_update("wrds_segmerged", "comp", engine, wrds_id)
if updated:
engine.execute("CREATE INDEX ON comp.wrds_segmerged (gvkey, datadate);")
updated = wrds_update("names", "comp", engine, wrds_id)
if updated:
engine.execute("CREATE INDEX ON comp.names (gvkey)")
secm_updated = wrds_update("secm", "comp", engine, wrds_id)
if secm_updated:
engine.execute("CREATE INDEX ON comp.secm (gvkey, datadate)")
if secm_updated or company_updated:
run_file_sql("comp/create_ciks.sql", engine)
updated = wrds_update("secd", "comp", engine, wrds_id)
if updated:
engine.execute("CREATE INDEX ON comp.secd (gvkey, datadate)")
updated = wrds_update("spind_mth", "comp", engine, wrds_id)
if updated:
engine.execute("CREATE INDEX ON comp.spind_mth (gvkey, datadate)")
updated = wrds_update("funda",
"comp",
engine,
wrds_id,
fix_missing=True,
rename="do=do_")
sql_ermport = """
CREATE TABLE crsp.ermport
(
date date,
capn bigint,
decret double precision
);
"""
res = engine.execute("DROP TABLE IF EXISTS crsp.ermport CASCADE")
res = engine.execute(sql_ermport)
p = get_process(sas_code, wrds_id)
res = wrds_process_to_pg("ermport", "crsp", engine, p)
run_file_sql("crsp/crsp_make_ermport1.sql", engine)
if msi:
engine.execute("CREATE INDEX ON crsp.msi (date)")
if mport or msf or msi or msedelist:
run_file_sql("crsp/crsp_make_mrets.sql", engine)
# Update daily data
dsf = wrds_update("dsf", "crsp", engine, wrds_id, fix_missing=True)
if dsf:
engine.execute("ALTER TABLE crsp.dsf ALTER permno TYPE integer")
engine.execute("SET maintenance_work_mem='1999MB'")
engine.execute("CREATE INDEX ON crsp.dsf (permno, date)")
dsi = wrds_update("dsi", "crsp", engine, wrds_id)