diff options
Diffstat (limited to 'python/globeop_monitor.py')
| -rw-r--r-- | python/globeop_monitor.py | 21 |
1 files changed, 1 insertions, 20 deletions
diff --git a/python/globeop_monitor.py b/python/globeop_monitor.py index 05b0d5c9..57864ff5 100644 --- a/python/globeop_monitor.py +++ b/python/globeop_monitor.py @@ -2,7 +2,7 @@ import datetime import logging from serenitas.analytics.dates import prev_business_day from serenitas.utils.db import dbconn -from report_ops.utils import GFSMonitor, CDXQuoteMonitor +from report_ops.utils import GFSMonitor, CDXQuoteMonitor, check_cleared_cds def check_gfs(date, fund, conn): @@ -20,25 +20,6 @@ def check_gfs(date, fund, conn): GFSMonitor._staging_queue.clear() -def check_cleared_cds(date, fund, conn): - with conn.cursor() as c: - c.execute( - "SELECT *, abs(serenitas_quote-globeop_quote) AS difference FROM list_cds_marks(%s, NULL, %s)", - (date, fund), - ) - for row in c: - d = row._asdict() - match d["index"]: - case "IG": - if d["difference"] > 0.10: - CDXQuoteMonitor.stage(d) - case "HY": - if d["difference"] > 0.20: - CDXQuoteMonitor.stage(d) - CDXQuoteMonitor.email(fund) - CDXQuoteMonitor._staging_queue.clear() - - if __name__ == "__main__": import argparse |