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Diffstat (limited to 'python/markit/import_quotes.py')
| -rw-r--r-- | python/markit/import_quotes.py | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index 62cf1531..abcf3831 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -148,6 +148,12 @@ def csv_file_gen(workdate): yield from product(csvreader, (100, 500)) +def remove_curves(conn, workdate: datetime.date): + with conn.cursor() as c: + c.execute("DELETE FROM cds_curves WHERE date=%s", (workdate,)) + conn.commit() + + def copy_curves_forward(conn, workdate: datetime.date): sql_str = ( "INSERT INTO cds_curves " |