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Diffstat (limited to 'python/markit/rates.py')
| -rw-r--r-- | python/markit/rates.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 7d96bbb4..6fff3860 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -1,6 +1,7 @@ from db import dbconn import datetime from io import BytesIO +import lz4 import os import pandas as pd import requests @@ -37,7 +38,8 @@ def downloadMarkitIRData(download_date=datetime.date.today(), jp_yc = ql_to_jp(ql_yc) sql_str = "INSERT INTO {}_curves VALUES(%s, %s) ON CONFLICT DO NOTHING".format(currency) with conn.cursor() as c: - c.execute(sql_str, (MarkitData['effectiveasof'], jp_yc.__getstate__())) + c.execute(sql_str, (MarkitData['effectiveasof'], + lz4.block.compress(jp_yc.__getstate__()))) instruments = MarkitData['deposits'] + MarkitData['swaps'] names = ",".join(['"{}"'.format(r[0]) for r in instruments]) values = ",".join(["%s"] * (len(instruments) + 1)) # +1 for effective_date |