diff options
Diffstat (limited to 'python/parse_baml_swaption.py')
| -rw-r--r-- | python/parse_baml_swaption.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/parse_baml_swaption.py b/python/parse_baml_swaption.py index f4840e84..e7b8be9b 100644 --- a/python/parse_baml_swaption.py +++ b/python/parse_baml_swaption.py @@ -29,7 +29,7 @@ columns = [ em = ExchangeMessage() -for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=1): +for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=2): dfs = pd.read_html(msg.body) trades = [] for df in dfs: @@ -54,5 +54,6 @@ for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=1): ) except IntegrityError as e: logger.warning(e) + SwaptionDeal.clear() else: - next(SwaptionDeal.commit()) + list(SwaptionDeal.commit()) |