diff options
Diffstat (limited to 'python/parse_baml_swaption.py')
| -rw-r--r-- | python/parse_baml_swaption.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/parse_baml_swaption.py b/python/parse_baml_swaption.py index 35196a85..f72d407b 100644 --- a/python/parse_baml_swaption.py +++ b/python/parse_baml_swaption.py @@ -6,7 +6,7 @@ import datetime import logging import argparse import re -from serenitas.ops.trade_dataclasses import SwaptionDeal, desc_str +from serenitas.ops.trade_dataclasses import CreditSwaptionDeal, desc_str parser = argparse.ArgumentParser() parser.add_argument( @@ -68,7 +68,7 @@ def from_baml_email(d: dict, conn): c.execute(sql_str, (index, series, trade_date)) row = c.fetchone() - return SwaptionDeal( + return CreditSwaptionDeal( buysell=buysell, fund=_baml_funds[d["Index Buyer"]] if buysell @@ -130,6 +130,6 @@ for msg in em.get_msgs( ) except IntegrityError as e: logger.warning(e) - SwaptionDeal._insert_queue.clear() + CreditSwaptionDeal._insert_queue.clear() else: - SwaptionDeal.commit() + CreditSwaptionDeal.commit() |