diff options
Diffstat (limited to 'python/bbg_prices.py')
| -rw-r--r-- | python/bbg_prices.py | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/python/bbg_prices.py b/python/bbg_prices.py index f44ee0e6..2c272c91 100644 --- a/python/bbg_prices.py +++ b/python/bbg_prices.py @@ -4,7 +4,6 @@ import numpy as np import pandas as pd engine = create_engine('postgresql://et_user@debian/ET') -session = init_bbg_session('192.168.0.14', 8194) fields_update = ["LN_ISSUE_STATUS", "AMT_OUTSTANDING", "PX_LAST","LAST_UPDATE_DT", "LN_CURRENT_MARGIN", "DEFAULTED", "DEFAULT_DATE", @@ -17,8 +16,10 @@ cusips = pd.read_sql_query("select id_bb_unique, substring(id_bb_unique from 3) securities = ["{0} Corp".format(cusip) for cusip in cusips.index] -data = retreive_data(session, securities, fields_update) -df = process_msgs(data, fields_update) +with init_bbg_session('192.168.0.4', 8194) as session: + data = retreive_data(session, securities, fields_update) + df = process_msgs(data) + df.security = df.security.str.slice(0,9) df.set_index(['security'], inplace=True) df['ID_BB_UNIQUE'] = cusips['id_bb_unique'].values |