diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/index.py | 11 |
1 files changed, 8 insertions, 3 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index f5f17d57..2d727f58 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -5,6 +5,7 @@ import pandas as pd from .credit_default_swap import CreditDefaultSwap from . import serenitas_engine, dawn_engine, DataError +from .exceptions import MissingDataError try: from bbg_helpers import BBG_IP, retrieve_data, init_bbg_session @@ -230,7 +231,7 @@ class CreditIndex(CreditDefaultSwap): self.ref = ref_data[security][field] else: run = serenitas_engine.execute( - "SELECT * FROM index_quotes " + "SELECT closeprice FROM index_quotes " "WHERE " "index=%s AND series=%s AND tenor=%s AND date=%s AND version=%s", ( @@ -241,8 +242,12 @@ class CreditIndex(CreditDefaultSwap): self.version, ), ) - rec = run.fetchone() - self.spread = rec.closespread + try: + (self.price,) = run.fetchone() + except TypeError: + raise MissingDataError( + f"No quote for {self.index_type}{self.series} V{self.version} {self.tenor} on {self.value_date}" + ) value_date = property(CreditDefaultSwap.value_date.__get__) |