diff options
Diffstat (limited to 'python/markit')
| -rw-r--r-- | python/markit/import_quotes.py | 9 |
1 files changed, 9 insertions, 0 deletions
diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index 2b7ef57c..560d683c 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -6,6 +6,7 @@ import pandas as pd import os from collections import defaultdict +from itertools import chain from pandas.tseries.offsets import BDay logger = logging.getLogger(__name__) @@ -58,6 +59,14 @@ def get_markit_bbg_mapping(database, basketid_list, workdate): database.commit() return (all_tickers, markit_bbg_mapping) +def get_bbg_tickers(database, basketid_list, workdate): + with database.cursor() as c: + c.execute("SELECT cds_curve FROM historical_cds_issuers(%s) " \ + "WHERE index_list && %s", + (workdate, list(basketid_list))) + yield from chain.from_iterable(e[0] for e in c) + database.commit() + def get_basketids(database, index_list, workdate): with database.cursor() as c: for index in index_list: |