diff options
Diffstat (limited to 'python/markit/rates.py')
| -rw-r--r-- | python/markit/rates.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index a105648a..7f2f87e8 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -4,6 +4,7 @@ from serenitas.utils.env import DATA_DIR from io import BytesIO from psycopg import sql from psycopg.types.range import Range +from pyisda.curve import Fmt import requests import xml.etree.ElementTree as ET import zipfile @@ -78,10 +79,10 @@ def downloadMarkitIRData( ct = CurveType[f"{currency}_{ref_index[currency]}_ISDA"].value else: ct = CurveType[f"{currency}_ISDA"].value - with conn.cursor() as c: + with conn.cursor(binary=True) as c: c.execute( sql_str, - (MarkitData["effectiveasof"], ct, jp_yc.__getstate__()), + (MarkitData["effectiveasof"], ct, jp_yc.as_bytes(Fmt.Packed)), ) effectiveasof = MarkitData.pop("effectiveasof") instruments = list(chain.from_iterable(MarkitData.values())) |