diff options
Diffstat (limited to 'python/book_bbg.py')
| -rw-r--r-- | python/book_bbg.py | 54 |
1 files changed, 6 insertions, 48 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index d9d139a7..7da29b01 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -12,39 +12,6 @@ import pandas as pd from sqlalchemy.exc import SQLAlchemyError import time -_funds = {"SERENITAS_CGMF": "SERCGMAST", "BOWDOINST": "BOWDST"} -_fcms = {"Bank of America, N.A.": "BAML", "Goldman Sachs": "GS"} -_cdx_cp = { - "MSDU": "MSCSNY", - "GSMX": "GOLDNY", - "JPGP": "JPCBNY", - "JFF": "JEFF", - "BMLE": "BAMSNY", - "BARX": "BARCNY", - "CSDA": "CSFBBO", - "EBNP": "BNPBNY", - "WFCD": "WELFEI", - "BSEF": "BSEONY", - "JPOS": "JPCBNY", - "CGCI": "CITINY", -} -_bond_cp = { - "CG": "CITINY", - "WFBS": "WELFEI", - "MZZ": "MIZUNY", - "BABS": "BAML", - "PTRU": "PERFCH", - "BARC": "BARCNY", - "MS": "MORGNY", - "BA": "BAML", - "FB": "CSUINY", - "INTC": "STONEX", - "SOCG": "SGSANY", - "NOM": "NOMINY", - "JP": "JPCBNY", - "BTIG": "BTIG", -} - def get_indic_data(conn, redcode, tenor): sql_str = ( @@ -84,21 +51,13 @@ def cdx_booking_process(path, conn): def bond_booking_process(path, fname): - reader = csv.DictReader(path) - for line in reader: - line["bbg_ticket_id"] = fname - trade = BondDeal + for row in csv.DictReader(path): + line = {"bbg_ticket_id": fname} + line.update(row) + breakpoint() + trade = BondDeal.from_bbg_line(line) trade.stage() - try: - BondDeal.insert_bbg_line(line) - except Exception as e: - pass - BondDeal._insert_queue.clear() - print("error") - else: - _cache[fname] = None - finally: - BondDeal.commit() + BondDeal.commit() def get_bbg_id(name): @@ -109,7 +68,6 @@ if __name__ == "__main__": from serenitas.utils.db import serenitas_pool, dawn_engine conn = serenitas_pool.getconn() - _cache = LRU(128) while True: d = datetime.date.today() sftp = SftpClient.from_creds("bbg") |