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-rw-r--r--python/markit_cds.py8
1 files changed, 6 insertions, 2 deletions
diff --git a/python/markit_cds.py b/python/markit_cds.py
index 45bc1faa..1a753f95 100644
--- a/python/markit_cds.py
+++ b/python/markit_cds.py
@@ -7,6 +7,8 @@ import zipfile, io
import shutil
import pandas as pd
from pandas.tseries.offsets import BDay
+from db import connmlpdb
+from import_cds_quotes import insert_cds
def convertToNone(v):
return v if v else None
@@ -43,14 +45,16 @@ if __name__=="__main__":
workdate = pd.datetime.strptime(sys.argv[1], "%Y-%m-%d").date()
else:
workdate = pd.datetime.today()-BDay(1)
- workdate = pd.datetime.strftime(workdate, "%Y%m%d")
+ strworkdate = pd.datetime.strftime(workdate, "%Y%m%d")
payload = {'user': 'GuillaumeHorel',
'password': 'password',
'version': '5',
'format': 'csv',
'report': 'FIXED_COUPON',
- 'date': workdate,
+ 'date': strworkdate,
'type': 'CDS'}
download_cds_data(payload)
payload.update({'type':'CredIndex','version':4})
download_composite_data(payload)
+ insert_cds(connmlpdb, workdate.date())
+ connmlpdb.close()