diff options
Diffstat (limited to 'python/insert_tranche_quotes_old.py')
| -rw-r--r-- | python/insert_tranche_quotes_old.py | 9 |
1 files changed, 6 insertions, 3 deletions
diff --git a/python/insert_tranche_quotes_old.py b/python/insert_tranche_quotes_old.py index bf99ec2a..176cfdb1 100644 --- a/python/insert_tranche_quotes_old.py +++ b/python/insert_tranche_quotes_old.py @@ -2,6 +2,7 @@ from sqlalchemy import Table, create_engine, MetaData import os
import csv
import datetime
+import pdb
engine = create_engine('postgresql://mlpdb_user:Serenitas1@debian/mlpdb')
metadata = MetaData(bind = engine)
@@ -17,17 +18,19 @@ for quotefile in quotefiles: quotedate = datetime.datetime.strptime(os.path.splitext(quotefile)[0].split("_")[-1], "%Y-%m-%d").date()
series=19 if "19" in quotefile else 21
index = os.path.splitext(quotefile)[0].split("_")
- if quotedate != datetime.date(2013, 8, 2):
+ if quotedate != datetime.date(2014, 6, 6) or series!=19:
continue
+
if quotedate <= datetime.date(2014, 5, 21):
version=1
else:
version=2
- print("pomme")
reader = csv.DictReader(fh)
data = []
+
for i, csvdict in enumerate(reader):
- d = {'quotedate' : quotedate,
+ timestamp = datetime.datetime.strptime(csvdict['bidTime'], "%m/%d/%Y %H:%M:%S %p")
+ d = {'quotedate' : timestamp,
'indexrefprice': csvdict['bidRefPrice'],
'indexrefspread': 500,
'tranchedelta': csvdict['bidDelta'],
|