diff options
Diffstat (limited to 'python/bbg_cds_quotes.py')
| -rw-r--r-- | python/bbg_cds_quotes.py | 11 |
1 files changed, 8 insertions, 3 deletions
diff --git a/python/bbg_cds_quotes.py b/python/bbg_cds_quotes.py index 64fa944d..b921b838 100644 --- a/python/bbg_cds_quotes.py +++ b/python/bbg_cds_quotes.py @@ -1,7 +1,7 @@ import datetime import logging -from serenitas.analytics.bbg_helpers import init_bbg_session, retrieve_data +from serenitas.analytics.bbg_helpers import bbg_retry, retrieve_data from markit.import_quotes import get_basketids, get_bbg_tickers from serenitas.utils import SerenitasFileHandler from serenitas.utils.db import dbconn @@ -19,14 +19,19 @@ logger.info("got bbg tickers") securities = [f"{ticker} Curncy" for ticker in bbg_tickers] fields = ["UPFRONT_RUNNING_SPREAD", "UPFRONT_BID", "UPFRONT_ASK", "CDS_RECOVERY_RT"] -r = {} -with init_bbg_session() as session: + +@bbg_retry(2) +def bbg_call(session, securities, fields, r): for pcs in ["CBGN", "CMAN"]: # , 'CMAN', 'MSG1']: logger.info(f"Retrieving quotes for {pcs}") r[pcs] = retrieve_data( session, securities, fields, overrides={"PRICING_SOURCE": pcs} ) + +r = {} +bbg_call(securities, fields, r) + sql_str = f"INSERT INTO cds_quotes VALUES({','.join(['%s'] * 8)})" |