diff options
Diffstat (limited to 'python/parse_gs_exchange.py')
| -rw-r--r-- | python/parse_gs_exchange.py | 22 |
1 files changed, 2 insertions, 20 deletions
diff --git a/python/parse_gs_exchange.py b/python/parse_gs_exchange.py index 9194a2a5..847132c7 100644 --- a/python/parse_gs_exchange.py +++ b/python/parse_gs_exchange.py @@ -1,6 +1,7 @@ from db import dbconn from exchangelib import Credentials, Mailbox, Configuration, Account, DELEGATE from pytz import timezone +from parse_emails import write_todb import datetime import json @@ -112,25 +113,6 @@ def clean_df(all_df): all_df['quote_source'] = 'GS' return all_df -def insert_data(swaption_quotes, index_df): - conn = dbconn('serenitasdb') - format_str = "INSERT INTO swaption_ref_quotes({}) VALUES({}) " \ - "ON CONFLICT DO NOTHING" - sqlstr = format_str.format(",".join(index_df.columns), - ",".join(["%s"] * len(index_df.columns))) - with conn.cursor() as c: - c.executemany(sqlstr, index_df.itertuples(index=False)) - conn.commit() - - format_str = "INSERT INTO swaption_quotes({}) VALUES({}) " \ - "ON CONFLICT DO NOTHING" - sqlstr = format_str.format(",".join(swaption_quotes.columns), - ",".join(["%s"] * len(swaption_quotes.columns))) - with conn.cursor() as c: - c.executemany(sqlstr, swaption_quotes.itertuples(index=False)) - conn.commit() - conn.close() - if __name__=="__main__": fwd_index = [] swaption_quotes = {} @@ -141,4 +123,4 @@ if __name__=="__main__": swaption_quotes = clean_df(swaption_quotes) index_df = pd.DataFrame(fwd_index) index_df = index_df.drop_duplicates(['quotedate', 'index', 'series', 'expiry']) - insert_data(swaption_quotes, index_df) + write_todb(swaption_quotes, index_df) |
