diff options
Diffstat (limited to 'python/markit')
| -rw-r--r-- | python/markit/__main__.py | 2 | ||||
| -rw-r--r-- | python/markit/import_quotes.py | 11 |
2 files changed, 7 insertions, 6 deletions
diff --git a/python/markit/__main__.py b/python/markit/__main__.py index 9d7db23a..a92f1f17 100644 --- a/python/markit/__main__.py +++ b/python/markit/__main__.py @@ -23,7 +23,7 @@ from .rates import ( from .import_quotes import * from logging import StreamHandler from serenitas.utils import SerenitasFileHandler -from serenitas.utils.db import serenitas_pool +from serenitas.utils.pool import serenitas_pool from serenitas.analytics.yieldcurve import CurveType from serenitas.analytics.dates import prev_business_day from serenitas.analytics.bbg_helpers import bbg_retry diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index ed76941f..ce7049fa 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -11,7 +11,6 @@ from serenitas.utils.env import BASE_DIR from itertools import chain, product from pandas.tseries.offsets import BDay from pyisda.curve import SpreadCurve, DocClause, Seniority -from psycopg2.extras import execute_values from typing import Dict, List, Set, Tuple from serenitas.analytics.yieldcurve import get_curve @@ -394,12 +393,13 @@ def insert_index(conn, workdate=None): data.loc[data.series.isin([9, 10, 11]) & (data.index == "HY"), "version"] -= 3 # data = data.groupby(['index', 'series', 'tenor', 'date'], as_index=False).last() data["source"] = "MKIT" + place_holders = ",".join(["%s"] * len(ext_cols)) sql_str = ( f"INSERT INTO index_quotes_pre({','.join(ext_cols)}) " - "VALUES %s ON CONFLICT DO NOTHING" + f"VALUES ({place_holders}) ON CONFLICT DO NOTHING" ) with conn.cursor() as c: - execute_values(c, sql_str, list(data[ext_cols].itertuples(index=False))) + c.executemany(sql_str, list(data[ext_cols].itertuples(index=False))) conn.commit() @@ -457,10 +457,11 @@ def insert_tranche(conn, workdate=None): "index_price", ] ) + place_holders = ",".join(["%s"] * len(df.columns)) sql_str = ( f"INSERT INTO markit_tranche_quotes({','.join(df.columns)}) " - "VALUES %s ON CONFLICT DO NOTHING" + f"VALUES ({place_holders}) ON CONFLICT DO NOTHING" ) with conn.cursor() as c: - execute_values(c, sql_str, list(df.itertuples(index=False))) + c.executemany(sql_str, list(df.itertuples(index=False))) conn.commit() |