diff options
Diffstat (limited to 'python/mark_swaptions.py')
| -rw-r--r-- | python/mark_swaptions.py | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/python/mark_swaptions.py b/python/mark_swaptions.py index dda1e856..4e6780cc 100644 --- a/python/mark_swaptions.py +++ b/python/mark_swaptions.py @@ -10,7 +10,7 @@ from db import dbengine from sqlalchemy import exc logging.basicConfig(filename=os.path.join(os.getenv("LOG_DIR"), 'swaption_marks.log'), - level=logging.WARNING, + level=logging.INFO, format='%(asctime)s %(message)s') def get_trades(date, engine): @@ -80,11 +80,14 @@ def mark_trades(date, engine): swaption.vega)) except exc.DataError as e: logging.error(e) + finally: + logging.info("succesfully marked trade id: %s", trade.Index) return result if __name__ == "__main__": parser = argparse.ArgumentParser() - parser.add_argument('workdate', nargs='?', type = lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()) + parser.add_argument('workdate', nargs='?', + type = lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()), dawn_engine = dbengine('dawndb') serenitas_engine = dbengine('serenitasdb') args = parser.parse_args() @@ -92,4 +95,5 @@ if __name__ == "__main__": workdate = (pd.Timestamp.today()-BDay()).date() else: workdate = args.workdate + r = mark_trades(workdate, dawn_engine) |