diff options
Diffstat (limited to 'python/markit_tranche_quotes.py')
| -rw-r--r-- | python/markit_tranche_quotes.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/markit_tranche_quotes.py b/python/markit_tranche_quotes.py index 93df191b..234bbed6 100644 --- a/python/markit_tranche_quotes.py +++ b/python/markit_tranche_quotes.py @@ -8,7 +8,8 @@ from db import dbconn params = {"username": "serenitasreports", "password": "_m@rk1t_", "reportUri": "/MarkitQuotes/CLIENTS/AllTrancheQuotes", - "exportType": "csv"} + "exportType": "csv", + "START_TIME": "11/13/2017"} r = requests.get("https://quotes.markit.com/reports/runReport", params=params) @@ -25,7 +26,7 @@ sql_str = f"""INSERT INTO tranche_quotes(quotedate, index, series, version, teno trancheupfrontbid, trancheupfrontmid, trancheupfrontask, trancherunningbid, trancherunningmid, trancherunningask, indexrefprice, indexrefspread, tranchedelta, quotesource, markit_id) - VALUES({",".join(["%s"]*18)})""" + VALUES({",".join(["%s"]*18)}) ON CONFLICT DO NOTHING""" def get_latest_quote_id(db): with db.cursor() as c: @@ -45,8 +46,6 @@ markit_id = get_latest_quote_id(serenitasdb) headers = [h.lower() for h in next(f).split(",")] count = 0 for d in csv.DictReader(f, fieldnames=headers): - if int(d['quote_id']) <= markit_id: - continue d['quotedate'] = datetime.datetime.strptime(d['time'], "%m/%d/%Y %H:%M:%S") d['quotedate'] = d['quotedate'].replace(tzinfo=pytz.UTC) d['index'] = index_mapping[d['ticker']] |