diff options
| -rw-r--r-- | python/parse_emails.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/parse_emails.py b/python/parse_emails.py index 8c2f74ec..3b54b8a5 100644 --- a/python/parse_emails.py +++ b/python/parse_emails.py @@ -144,7 +144,7 @@ subject_BAML = re.compile("(?:Fwd:){0,2}(?:BAML )?(\w{2})([0-9]{1,2})\s") subject_MS = re.compile("\$\$ MS CDX OPTIONS: (IG|HY)(\d{2})[^\d]*([\d.]+)") def parse_email(email_path): - with email_path.open("rt") as fh: + with open(email_path.path, "rt") as fh: date_received = datetime.datetime.fromtimestamp(int(fh.readline())/1000) subject = next(fh) m = subject_BAML.match(subject) @@ -184,6 +184,7 @@ def write_todb(swaption_stack, index_data): def get_email_list(date): data_dir = "/home/share/CorpCDOs/data/swaptions" emails = [f for f in os.scandir(data_dir) if f.is_file()] + r = [] for f in emails: try: key, (option_stack, fwd_index) = parse_email(f) @@ -192,6 +193,8 @@ def get_email_list(date): else: if key[0].date() == date: print(f.name) + r.append(key + (f.name,)) + return r if __name__=="__main__": import pickle |