diff options
Diffstat (limited to 'python/import_quotes.py')
| -rw-r--r-- | python/import_quotes.py | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/python/import_quotes.py b/python/import_quotes.py index 5d2e5fd1..589f3924 100644 --- a/python/import_quotes.py +++ b/python/import_quotes.py @@ -123,6 +123,8 @@ def insert_index(engine, workdate): data.loc[data.series.isin([9, 10, 11]) & (data.index=='HY'),'version'] -= 3 data['adjcloseprice'] = data['closeprice'] data['adjmodelprice'] = data['modelprice'] + data = data.groupby(['index', 'series', 'tenor', 'date']).last() + data.reset_index(inplace=True) data[ext_cols].to_sql('index_quotes', engine, if_exists='append', index=False) if __name__=="__main__": @@ -132,9 +134,9 @@ if __name__=="__main__": workdate = datetime.datetime.today()-BDay(1) workdate = workdate.date() engine = create_engine('postgresql://serenitas_user@debian/serenitasdb') - insert_cds(serenitasdb, workdate) - # insert_index(engine, workdate) - serenitasdb.close() + #insert_cds(serenitasdb, workdate) + insert_index(engine, workdate) + #serenitasdb.close() # for f in os.listdir(os.path.join(root, "Tranche_data", "CDS")): # if f.endswith("csv"): |