diff options
Diffstat (limited to 'python/api_quotes/quotes.py')
| -rw-r--r-- | python/api_quotes/quotes.py | 40 |
1 files changed, 18 insertions, 22 deletions
diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py index c1d36817..6b747093 100644 --- a/python/api_quotes/quotes.py +++ b/python/api_quotes/quotes.py @@ -15,37 +15,33 @@ def maturity_dt(d): return datetime.date( int(d["maturityyear"]), int(d["maturitymonth"]), int(d["maturityday"]) ) - except ValueError: # Sometimes maturity isn't included but we still have tenor + except ( + ValueError, + KeyError, + ): # Sometimes maturity isn't included but we still have tenor return @dataclass -class QuoteDetails(Deal, table_name="markit_quote_details", deal_type=None): - quotetime: datetime - quote_source: str - id: int - sender: str = None - - -@dataclass class Quote(Deal, table_name="markit_quotes", deal_type=None): quoteid: int assetclass: asset_class - redcode: str - ticker: str - maturity: datetime.date - tenor: int - runningcoupon: int - bidconventionalspread: float - bidupfront: float - bidsize: float - askconventionalspread: float - askupfront: float - asksize: float - firmness: firmness msg_id: str - quotedate: datetime.datetime quotesource: str + confidence: int + redcode: str = None + ticker: str = None + maturity: datetime.date = None + tenor: int = None + runningcoupon: int = None + bidconventionalspread: float = None + bidupfront: float = None + bidsize: float = None + askconventionalspread: float = None + askupfront: float = None + asksize: float = None + firmness: firmness = None + quotedate: datetime.datetime = None @classmethod def from_markit_line(cls, d): |
