diff options
Diffstat (limited to 'python/parse_gs_exchange.py')
| -rw-r--r-- | python/parse_gs_exchange.py | 15 |
1 files changed, 14 insertions, 1 deletions
diff --git a/python/parse_gs_exchange.py b/python/parse_gs_exchange.py index 9150f273..f0e49702 100644 --- a/python/parse_gs_exchange.py +++ b/python/parse_gs_exchange.py @@ -1,3 +1,4 @@ +from pathlib import Path from exchange import get_msgs from pytz import timezone from parse_emails import write_todb @@ -71,7 +72,8 @@ def parse_email(email, fwd_index): 'expiry': date, 'index': indextype, 'series': series, - 'ref': refspread if indextype == "IG" else ref} + 'ref': refspread if indextype == "IG" else ref, + 'msg_id': get_msg_id(email)} if indextype == "IG": d['fwdspread'] = float(fwspread) else: @@ -103,11 +105,22 @@ def clean_df(all_df): del all_df['Sprd'] return all_df +def get_msg_id(msg): + return msg.message_id[1:17].lower() + +def save_email(msg, path): + fname = path / ("{:%Y-%m-%d %H-%M-%S}_{}". + format(msg.datetime_sent, + get_msg_id(msg))) + with fname.open("w") as fh: + fh.write(msg.text_body) if __name__ == "__main__": fwd_index = [] swaption_quotes = {} + save_path = Path(os.environ["DATA_DIR"]) "swaptions" / "exchange" for email in get_msgs(count=20): + save_email(email, save_path) try: quotedate, indextype, series, df = parse_email(email, fwd_index) except ParseError as e: |