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Diffstat (limited to 'python/markit_tranche_quotes.py')
| -rw-r--r-- | python/markit_tranche_quotes.py | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/python/markit_tranche_quotes.py b/python/markit_tranche_quotes.py index b4fc8da6..b42b555b 100644 --- a/python/markit_tranche_quotes.py +++ b/python/markit_tranche_quotes.py @@ -36,7 +36,7 @@ sql_str = f"""INSERT INTO tranche_quotes(quotedate, index, series, version, teno def get_latest_quote_id(db): with db.cursor() as c: c.execute("SELECT max(markit_id) FROM tranche_quotes") - markit_id, = c.fetchone() + (markit_id,) = c.fetchone() return markit_id @@ -93,7 +93,10 @@ for d in csv.DictReader(f, fieldnames=headers): for k in ["Bid", "Mid", "Ask"]: # d[f'upfront{k}'] = d[f'spread{k}'] if d["series"] < 19: - running = runningdict2[d["attachment"]] + try: + running = runningdict2[d["attachment"]] + except KeyError: + continue elif d["series"] < 25: running = runningdict1[d["attachment"]] else: |