diff options
| -rw-r--r-- | python/parse_baml_swaption.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/parse_baml_swaption.py b/python/parse_baml_swaption.py index e491af91..86aad8f4 100644 --- a/python/parse_baml_swaption.py +++ b/python/parse_baml_swaption.py @@ -28,7 +28,7 @@ columns = [ em = ExchangeMessage() -for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"]): +for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=2): dfs = pd.read_html(msg.body) trades = [] for df in dfs: @@ -38,6 +38,8 @@ for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"]): continue trades.append(trade) trade = SwaptionDeal.from_baml_email(trade) + trade.stage() + trade.commit() df = pd.DataFrame.from_dict(trades) df.columns = df.columns.str.lower().str.replace(" ", "_") additional_columns = ["collateral"] if "collateral" in df.columns else [] |