diff options
Diffstat (limited to 'python/parse_baml_swaption.py')
| -rw-r--r-- | python/parse_baml_swaption.py | 11 |
1 files changed, 6 insertions, 5 deletions
diff --git a/python/parse_baml_swaption.py b/python/parse_baml_swaption.py index 50f716b0..f4840e84 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=5): +for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=1): dfs = pd.read_html(msg.body) trades = [] for df in dfs: @@ -44,9 +44,10 @@ for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=5): df = pd.DataFrame.from_dict(trades) df.columns = df.columns.str.lower().str.replace(" ", "_") if "collateral" in df.columns: - columns.append("collateral") - df = df[columns] - + additional_columns = ["collateral"] + else: + additional_columns = [] + df = df[columns + additional_columns] try: df.to_sql( "baml_swaption_ticket", index=False, con=dawn_engine, if_exists="append" @@ -54,4 +55,4 @@ for msg in em.get_msgs(path=["AutoBook", "BAML Swaption"], count=5): except IntegrityError as e: logger.warning(e) else: - trade.commit() + next(SwaptionDeal.commit()) |