diff options
Diffstat (limited to 'python/markit/import_quotes.py')
| -rw-r--r-- | python/markit/import_quotes.py | 16 |
1 files changed, 8 insertions, 8 deletions
diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index e21acb8e..c441e092 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -56,20 +56,20 @@ def get_markit_bbg_mapping(database, basketid_list, workdate): "WHERE basketid=ANY(%s)", (workdate, list(basketid_list)), ) - for line in c: - all_tickers.add((line.markit_ticker, line.markit_tier)) + for rec in c: + all_tickers.add((rec.markit_ticker, rec.markit_tier)) key = ( - line.markit_ticker, - line.markit_tier, - line.currency, - line.short_code, - float(line.spread) / 10000, + rec.markit_ticker, + rec.markit_tier, + rec.currency, + rec.short_code, + float(rec.spread) / 10000, ) ## each markit ticker can be mapped to multiple bbg tickers ## these bbg tickers can have different curves (ok) ## or same curves (not ok since date, curve_ticker needs to be unique) ## therefore we keep them in a set structure - markit_bbg_mapping[key].add(tuple(line.cds_curve)) + markit_bbg_mapping[key].add((tuple(rec.cds_curve), (rec.company_id, rec.seniority))) database.commit() return (all_tickers, markit_bbg_mapping) |