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-rw-r--r--python/markit/__main__.py7
1 files changed, 5 insertions, 2 deletions
diff --git a/python/markit/__main__.py b/python/markit/__main__.py
index 16fe589e..27802274 100644
--- a/python/markit/__main__.py
+++ b/python/markit/__main__.py
@@ -19,6 +19,7 @@ from .rates import (
get_bbg_quotes,
)
from .import_quotes import *
+from itertools import product
from serenitas.utils import SerenitasFileHandler
from serenitas.utils.db import serenitas_pool
from serenitas.analytics.yieldcurve import CurveType
@@ -129,11 +130,13 @@ elif args.cds:
elif args.rates:
conn = serenitas_pool.getconn()
- for curr in ["USD", "EUR", "JPY"]:
+ for curr, ois_flag in product(["USD", "EUR", "JPY"], (False, True)):
+ if curr == "JPY" and not ois_flag:
+ continue
retry = 0
while retry < 10:
try:
- downloadMarkitIRData(conn, workdate, curr)
+ downloadMarkitIRData(conn, workdate, curr, ois_flag)
except ValueError as e:
logger.error(e)
logger.error(f"Could not download {curr} rates for date {workdate}")