diff options
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 10 |
1 files changed, 6 insertions, 4 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index c6998912..1a600d19 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -1,6 +1,6 @@ import pandas as pd import re -import psycopg2.sql as sql +import psycopg.sql as sql import datetime import pickle import traceback @@ -910,8 +910,10 @@ def write_todb(swaption_stack, index_data, conn): ) cols = [sql.Identifier(e) for e in (*swaption_stack.columns, "ref_id")] sql_quotes = sql.SQL( - "INSERT INTO swaption_quotes({}) VALUES %s ON CONFLICT DO NOTHING" - ).format(sql.SQL(", ").join(cols)) + "INSERT INTO swaption_quotes({}) VALUES {} ON CONFLICT DO NOTHING" + ).format( + sql.SQL(", ").join(map(sql.Identifier, cols)), [sql.PlaceHolder()] * len(cols) + ) index_data["expiry"] = pd.to_datetime(index_data.expiry) with conn.cursor() as c: for t in index_data.itertuples(index=False): @@ -941,7 +943,7 @@ def write_todb(swaption_stack, index_data, conn): except IndexError: breakpoint() df["ref_id"] = ref_id - execute_values(c, sql_quotes, df.itertuples(index=False)) + c.execute_many(sql_quotes, df.itertuples(index=False)) conn.commit() |