diff options
| -rw-r--r-- | python/cusip_universe.py | 23 |
1 files changed, 13 insertions, 10 deletions
diff --git a/python/cusip_universe.py b/python/cusip_universe.py index 91d9aa4f..b8d2d100 100644 --- a/python/cusip_universe.py +++ b/python/cusip_universe.py @@ -12,14 +12,13 @@ def convertToNone(s): return None if s=="" else s def sanitize_float(intex_float): + if intex_float.count(".") > 1: + raise ValueError intex_float = intex_float.replace(",", "") if "(" in intex_float: intex_float = - float(intex_float[1:-1]) else: - try: - intex_float = float(intex_float) - except ValueError: - pdb.set_trace() + intex_float = float(intex_float) return intex_float def upload_data(workdate, conn, cursor): @@ -50,12 +49,16 @@ def upload_data(workdate, conn, cursor): if dealname not in deals_to_update: deals_to_update.append(dealname) line['updatedate'] = dealupdate[dealname] - for key in ['Curr Balance', 'Orig Balance', 'Orig Attachment Point', - 'Curr Attachment Point', 'Orig Detachment Point', - 'Curr Detachment Point', 'Factor', 'Coupon', 'Floater Spread']: - if line[key]: - line[key] = sanitize_float(line[key]) - line[key] = convertToNone(line[key]) + try: + for key in ['Curr Balance', 'Orig Balance', 'Orig Attachment Point', + 'Curr Attachment Point', 'Orig Detachment Point', + 'Curr Detachment Point', 'Factor', 'Coupon', 'Floater Spread']: + if line[key]: + line[key] = sanitize_float(line[key]) + line[key] = convertToNone(line[key]) + except ValueError: + continue + if "Curr Moody" not in line: line['Curr Moody'] = line['Orig Moody'] sqlstring = "INSERT INTO cusip_universe(Cusip, ISIN, dealname, tranche, " \ |