diff options
Diffstat (limited to 'python/parse_gs_exchange.py')
| -rw-r--r-- | python/parse_gs_exchange.py | 12 |
1 files changed, 11 insertions, 1 deletions
diff --git a/python/parse_gs_exchange.py b/python/parse_gs_exchange.py index 847132c7..9f22ac0f 100644 --- a/python/parse_gs_exchange.py +++ b/python/parse_gs_exchange.py @@ -5,10 +5,14 @@ from parse_emails import write_todb import datetime import json +import logging import os import pandas as pd import re +class ParseError(Exception): + pass + def get_msgs(email_address='ghorel@lmcg.com', count=None): with open(os.path.join('.credentials', email_address + '.json')) as fh: creds = json.load(fh) @@ -35,6 +39,8 @@ def parse_email(email, fwd_index): re.match("([\S]+)\s+\(([^)]+)\)", ref).groups()) else: refspread = float(ref) + else: + raise ParseError(f"can't parse subject line: {email.subject}") quotedate = datetime.datetime.fromtimestamp(email.datetime_sent.timestamp(), timezone('America/New_York')) @@ -117,7 +123,11 @@ if __name__=="__main__": fwd_index = [] swaption_quotes = {} for email in get_msgs(count=20): - quotedate, indextype, series, df = parse_email(email, fwd_index) + try: + quotedate, indextype, series, df = parse_email(email, fwd_index) + except ParseError as e: + logging.exception(e) + swaption_quotes[(quotedate, indextype, series)] = df swaption_quotes = clean_df(swaption_quotes) |