diff options
Diffstat (limited to 'python/insert_tranche_quotes.py')
| -rw-r--r-- | python/insert_tranche_quotes.py | 7 |
1 files changed, 2 insertions, 5 deletions
diff --git a/python/insert_tranche_quotes.py b/python/insert_tranche_quotes.py index d6cd7350..352d9825 100644 --- a/python/insert_tranche_quotes.py +++ b/python/insert_tranche_quotes.py @@ -147,11 +147,8 @@ def insert_quotes(year=2015, quote_dir=None): if attach<35:
## the quote is sometimes in Price Bid, sometimes in Bid/Ask
## so we try both
- trancheupfrontbid = convert(csvdict['Price Bid'])
- trancheupfrontask = convert(csvdict['Price Ask'])
- if trancheupfrontbid is None:
- trancheupfrontbid = convert(csvdict['Bid'])
- trancheupfrontask = convert(csvdict['Ask'])
+ trancheupfrontbid = convert(csvdict['Upfront Bid'])
+ trancheupfrontask = convert(csvdict['Upfront Ask'])
try:
trancheupfrontmid = (trancheupfrontbid + trancheupfrontask)/2
except TypeError:
|