diff options
Diffstat (limited to 'python/parse_baml_swaption.py')
| -rw-r--r-- | python/parse_baml_swaption.py | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/python/parse_baml_swaption.py b/python/parse_baml_swaption.py index 51f2e8f6..e491af91 100644 --- a/python/parse_baml_swaption.py +++ b/python/parse_baml_swaption.py @@ -1,6 +1,10 @@ from serenitas.utils.exchange import ExchangeMessage import pandas as pd from serenitas.utils.db import dawn_engine +import sys + +sys.path.append("/home/flint/projects/ops/serenitas") +from ops.trade_dataclasses import SwaptionDeal columns = [ "option_recap", @@ -33,11 +37,10 @@ for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"]): if "Block" in trade or "Unwind Price" in trade: continue trades.append(trade) - + trade = SwaptionDeal.from_baml_email(trade) df = pd.DataFrame.from_dict(trades) df.columns = df.columns.str.lower().str.replace(" ", "_") additional_columns = ["collateral"] if "collateral" in df.columns else [] - print(additional_columns) df = df[columns + additional_columns] try: |