diff options
Diffstat (limited to 'python/parse_emails.py')
| -rw-r--r-- | python/parse_emails.py | 27 |
1 files changed, 14 insertions, 13 deletions
diff --git a/python/parse_emails.py b/python/parse_emails.py index 5e71380c..edf95a56 100644 --- a/python/parse_emails.py +++ b/python/parse_emails.py @@ -66,7 +66,7 @@ def parse_quotedate(fh, date_received): except ValueError: continue else: - if quotedate.year == 1900: # p='%m/%d %H:%M:%S' + if quotedate.year == 1900: # p='%m/%d %H:%M:%S' quotedate = quotedate.replace(year=date_received.year) break else: @@ -115,7 +115,7 @@ def parse_baml(fh, indextype, series, quotedate, *args): def parse_baml_block(fh, indextype): - next(fh) ## skip header + next(fh) # skip header r = [] line = "" for line in fh: @@ -124,7 +124,7 @@ def parse_baml_block(fh, indextype): break line = re.sub("[/|]", " ", line) vals = re.sub(" +", " ", line).rstrip().split(" ") - if len(vals) < 3: ## something went wrong + if len(vals) < 3: # something went wrong line = "" break r.append(vals) @@ -132,8 +132,8 @@ def parse_baml_block(fh, indextype): def parse_ms_block(fh, indextype): - line = next(fh) ## skip header - if line.strip() == "": ## empty block + line = next(fh) # skip header + if line.strip() == "": # empty block return None r = [] for line in fh: @@ -155,9 +155,10 @@ def parse_ms_block(fh, indextype): vol = vol.strip() if indextype == "HY": try: - price_vol, vol = vol.replace("[","").replace("]","").split() + price_vol, vol = vol.replace("[", "").replace("]", "").split() except ValueError: - price_vol, vol, vol_change, be = vol.replace("[","").replace("]","").split() + price_vol, vol, vol_change, be = (vol.replace("[", ""). + replace("]", "").split()) vals += [vol, price_vol] else: if " " in vol: @@ -170,7 +171,7 @@ def parse_ms_block(fh, indextype): def parse_nomura_block(fh, indextype): - next(fh) ## skip header + next(fh) # skip header r = [] for line in fh: line = line.rstrip() @@ -185,7 +186,7 @@ def parse_nomura_block(fh, indextype): vol = vol.strip() vals = [strike, rec_bid, rec_offer, rec_delta, pay_bid, pay_offer, pay_delta, vol] - if indextype == "HY": # we don't have price vol + if indextype == "HY": # we don't have price vol vals.append(None) r.append(vals) else: @@ -230,7 +231,7 @@ def parse_gs_block(fh, indextype): if line == "": break vals = line.split() - if indextype=='HY': + if indextype == 'HY': vals.pop(2) vals.pop(9) else: @@ -238,7 +239,7 @@ def parse_gs_block(fh, indextype): vals.pop(8) strike = vals.pop(0) if indextype == "HY": - vals.pop(0) #pop the spread + vals.pop(0) # pop the spread pay, pay_delta = vals[:2] pay_bid, pay_offer = pay.split("/") rec_bid, rec_offer = vals[2].split("/") @@ -369,10 +370,10 @@ def write_todb(swaption_stack, index_data): sql.SQL(", ").join(sql.Identifier(c) for c in columns), sql.SQL(", ").join(sql.Placeholder() * len(columns))) conn = dbconn('serenitasdb') - query = sql.SQL("INSERT INTO {}({}) VALUES({}) " \ + query = sql.SQL("INSERT INTO {}({}) VALUES({}) " "ON CONFLICT DO NOTHING RETURNING ref_id") sql_str = gen_sql_str(query, "swaption_ref_quotes", index_data.columns) - query = sql.SQL("INSERT INTO {}({}) VALUES({}) " \ + query = sql.SQL("INSERT INTO {}({}) VALUES({}) " "ON CONFLICT DO NOTHING") with conn.cursor() as c: for t in index_data.itertuples(index=False): |