diff options
Diffstat (limited to 'python/bbg_index_quotes.py')
| -rw-r--r-- | python/bbg_index_quotes.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/bbg_index_quotes.py b/python/bbg_index_quotes.py index 349762f9..6dddc462 100644 --- a/python/bbg_index_quotes.py +++ b/python/bbg_index_quotes.py @@ -3,12 +3,12 @@ import datetime from db import dbconn securities = {} -for series in range(9, 31): +for series in range(9, 32): for index_type in ["IG", "HY"]: for t in [3, 5, 7, 10]: securities[f"CDX {index_type} CDSI S{series} {t}Y Corp"] = \ (series, index_type, f"{t}yr") -for series in range(10, 30): +for series in range(10, 31): for index_type in ["EUR", "XOVER"]: for t in [3, 5, 7, 10]: securities[f"ITRX {index_type} CDSI S{series} {t}Y Corp"] = \ @@ -27,9 +27,9 @@ conn = dbconn('serenitasdb') with init_bbg_session(BBG_IP) as session: d = retrieve_data(session, securities.keys(), fields=["TICKER", "VERSION"]) ticker_mapping = {v['TICKER']: securities[k] + (v['VERSION'],) - for k, v in d.items()} + for k, v in d.items() if v} for pcs in ["MSG1", "CMAN", "CBGN"]: - securities = [f"{e['TICKER']} {pcs} Curncy" for e in d.values()] + securities = [f"{e['TICKER']} {pcs} Curncy" for e in d.values() if e] d2 = retrieve_data(session, securities, fields=["PX_LAST"], start_date=start_date) with conn.cursor() as c: |