diff options
Diffstat (limited to 'python/parse_baml_swaption.py')
| -rw-r--r-- | python/parse_baml_swaption.py | 14 |
1 files changed, 12 insertions, 2 deletions
diff --git a/python/parse_baml_swaption.py b/python/parse_baml_swaption.py index d08ed2af..81f97c55 100644 --- a/python/parse_baml_swaption.py +++ b/python/parse_baml_swaption.py @@ -4,8 +4,18 @@ from serenitas.utils.db import dawn_engine from sqlalchemy.exc import IntegrityError import datetime import logging +import argparse from serenitas.ops.trade_dataclasses import SwaptionDeal +parser = argparse.ArgumentParser() +parser.add_argument( + "workdate", + nargs="?", + default=str(datetime.date.today()), + type=datetime.date.fromisoformat, +) +args = parser.parse_args() + logger = logging.getLogger(__name__) columns = [ @@ -30,11 +40,11 @@ columns = [ em = ExchangeMessage() -today = datetime.datetime.combine(datetime.date.today(), datetime.time.min).replace( +start = datetime.datetime.combine(args.workdate, datetime.time.min).replace( tzinfo=em._account.default_timezone ) for msg in em.get_msgs( - path=["AutoBook", "BAML Swaption"], datetime_received__gte=today + path=["AutoBook", "BAML Swaption"], datetime_received__gte=start ): dfs = pd.read_html(msg.body) trades = [] |
