diff options
Diffstat (limited to 'python/bbg_index_quotes.py')
| -rw-r--r-- | python/bbg_index_quotes.py | 14 |
1 files changed, 10 insertions, 4 deletions
diff --git a/python/bbg_index_quotes.py b/python/bbg_index_quotes.py index e3123068..0e537b26 100644 --- a/python/bbg_index_quotes.py +++ b/python/bbg_index_quotes.py @@ -1,9 +1,9 @@ -from serenitas.analytics.bbg_helpers import init_bbg_session, retrieve_data +from serenitas.analytics.bbg_helpers import bbg_retry, retrieve_data import datetime from serenitas.utils.db import dbconn securities = {} -for series in range(11, 36): +for series in range(11, 38): for index_type in ["IG", "HY"]: for t in [3, 5, 7, 10]: securities[f"CDX {index_type} CDSI S{series} {t}Y Corp"] = ( @@ -11,7 +11,7 @@ for series in range(11, 36): index_type, f"{t}yr", ) -for series in range(12, 35): +for series in range(12, 37): for index_type in ["EUR", "XOVER"]: for t in [3, 5, 7, 10]: securities[f"ITRX {index_type} CDSI S{series} {t}Y Corp"] = ( @@ -34,7 +34,10 @@ sql_str_spread = ( start_date = datetime.date.today() - datetime.timedelta(days=7) # one weeek of overlap conn = dbconn("serenitasdb") -with init_bbg_session() as session: + + +@bbg_retry(2) +def bbg_call(session, securities, start_date, conn, sql_str_price, sql_str_spread): d = retrieve_data(session, securities.keys(), fields=["TICKER", "VERSION"]) ticker_mapping = { v["TICKER"]: securities[k] + (v["VERSION"],) for k, v in d.items() if v @@ -65,3 +68,6 @@ with init_bbg_session() as session: ], ) conn.commit() + + +bbg_call(securities, start_date, conn, sql_str_price, sql_str_spread) |