diff options
Diffstat (limited to 'python/parse_baml_swaption.py')
| -rw-r--r-- | python/parse_baml_swaption.py | 8 |
1 files changed, 1 insertions, 7 deletions
diff --git a/python/parse_baml_swaption.py b/python/parse_baml_swaption.py index d08ed2af..ce36d76d 100644 --- a/python/parse_baml_swaption.py +++ b/python/parse_baml_swaption.py @@ -2,7 +2,6 @@ from serenitas.utils.exchange import ExchangeMessage import pandas as pd from serenitas.utils.db import dawn_engine from sqlalchemy.exc import IntegrityError -import datetime import logging from serenitas.ops.trade_dataclasses import SwaptionDeal @@ -30,12 +29,7 @@ columns = [ em = ExchangeMessage() -today = datetime.datetime.combine(datetime.date.today(), datetime.time.min).replace( - tzinfo=em._account.default_timezone -) -for msg in em.get_msgs( - path=["AutoBook", "BAML Swaption"], datetime_received__gte=today -): +for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=2): dfs = pd.read_html(msg.body) trades = [] for df in dfs: |