diff options
Diffstat (limited to 'python/parse_baml_swaption.py')
| -rw-r--r-- | python/parse_baml_swaption.py | 8 |
1 files changed, 7 insertions, 1 deletions
diff --git a/python/parse_baml_swaption.py b/python/parse_baml_swaption.py index ce36d76d..d08ed2af 100644 --- a/python/parse_baml_swaption.py +++ b/python/parse_baml_swaption.py @@ -2,6 +2,7 @@ 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 @@ -29,7 +30,12 @@ columns = [ em = ExchangeMessage() -for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=2): +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 +): dfs = pd.read_html(msg.body) trades = [] for df in dfs: |