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Diffstat (limited to 'python/api_quotes/quotes.py')
| -rw-r--r-- | python/api_quotes/quotes.py | 6 |
1 files changed, 2 insertions, 4 deletions
diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py index 6b747093..5e74f347 100644 --- a/python/api_quotes/quotes.py +++ b/python/api_quotes/quotes.py @@ -1,10 +1,8 @@ from serenitas.ops.trade_dataclasses import Deal -from dataclasses import dataclass, field +from dataclasses import dataclass import datetime from typing import Literal from serenitas.utils.db2 import dbconn -import datetime -import pytz firmness = Literal["FIRM", "INDICATIVE"] asset_class = Literal["CD"] @@ -50,7 +48,7 @@ class Quote(Deal, table_name="markit_quotes", deal_type=None): "msg_id": d["message"]["id"], "quotedate": datetime.datetime.fromtimestamp( d["receiveddatetime"] / 1000 - ).replace(tzinfo=pytz.UTC), + ).replace(tzinfo=datetime.timezone.utc), "quotesource": d["sourceshortname"], "tenor": f"{d['tenor']}Y", } |