diff options
Diffstat (limited to 'python/markit/__main__.py')
| -rw-r--r-- | python/markit/__main__.py | 7 |
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}") |
