diff options
Diffstat (limited to 'python/markit_tranche_quotes.py')
| -rw-r--r-- | python/markit_tranche_quotes.py | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/python/markit_tranche_quotes.py b/python/markit_tranche_quotes.py index 9ad756c8..b4fc8da6 100644 --- a/python/markit_tranche_quotes.py +++ b/python/markit_tranche_quotes.py @@ -102,6 +102,12 @@ for d in csv.DictReader(f, fieldnames=headers): d["spread" + k] = running d["delta"] = convert_float(d["delta"]) + if d["version"] == "" and d["index"] == "HY" and d["series"] in (29, 31): + d["version"] = 5 + if d["version"] == "" and d["index"] == "HY" and d["series"] == 27: + d["version"] = 7 + if d["version"] == "" and d["index"] == "IG": + d["version"] = 1 with serenitasdb.cursor() as c: if d["contributor"] == "BROWNSTONE": d["contributor"] = "BIG" |