diff options
| -rw-r--r-- | python/parse_emails.py | 15 |
1 files changed, 8 insertions, 7 deletions
diff --git a/python/parse_emails.py b/python/parse_emails.py index 8ab0f376..3ffe381f 100644 --- a/python/parse_emails.py +++ b/python/parse_emails.py @@ -116,19 +116,20 @@ def parse_ms_block(fh, indextype): strike = strike.strip() if indextype == "HY": strike = strike.split()[0] - pay_bid, pay_offer, delta_pay = payer.strip().split() - rec_bid, rec_offer, rec_pay = receiver.strip().split() + pay_bid, pay_offer, pay_delta = payer.strip().split() + rec_bid, rec_offer, rec_delta = receiver.strip().split() + + vals = [strike, rec_bid, rec_offer, rec_delta, + pay_bid, pay_offer, pay_delta] vol = vol.strip() if indextype == "HY": vol, price_vol = vol.replace("[","").replace("]","").split() - r.append([strike, pay_bid, pay_offer, delta_pay, - rec_bid, rec_offer, rec_pay, vol, price_vol]) + vals += [vol, price_vol] else: - r.append([strike, pay_bid, pay_offer, delta_pay, - rec_bid, rec_offer, rec_pay, vol]) + vals += [vol] + r.append(vals) return makedf(r, indextype, "MS") - def parse_ms(fh, indextype): option_stack = {} for line in fh: |