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-rw-r--r--python/api_quotes/__main__.py24
1 files changed, 24 insertions, 0 deletions
diff --git a/python/api_quotes/__main__.py b/python/api_quotes/__main__.py
new file mode 100644
index 00000000..abe65fda
--- /dev/null
+++ b/python/api_quotes/__main__.py
@@ -0,0 +1,24 @@
+from .api import MarkitAPI
+from .quotes import Quote
+import pandas as pd
+import logging
+
+logger = logging.getLogger(__name__)
+
+if __name__ == "__main__":
+ asset_class = "CD"
+ after = None
+ for i in range(1000):
+ if data := MarkitAPI.get_data(asset_class, after):
+ for row in data:
+ if row["confidence"] == 10:
+ try:
+ quote = Quote.from_markit_line(row)
+ except ValueError as e:
+ logger.error(f"Couldn't pase {row['quoteid']}: {e}")
+ else:
+ quote.stage()
+ quote.commit()
+ after = f"{row['receiveddatetime']},{asset_class}-9480-{row['quoteid']}"
+ else:
+ break