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-rw-r--r--python/parse_gs_exchange.py22
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)