diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/position.py b/python/position.py index 6f7c5e83..cb467947 100644 --- a/python/position.py +++ b/python/position.py @@ -61,7 +61,7 @@ def get_list_range(engine, begin, end, asset_class=None): def backpopulate_marks(begin_str="2015-01-15", end_str="2015-07-15"): - pattern = re.compile("\d{4}-\d{2}-\d{2}") + pattern = re.compile(r"\d{4}-\d{2}-\d{2}") list_of_daily_folder = ( fullpath for (fullpath, _, _) in os.walk("/home/serenitas/Daily") @@ -107,7 +107,7 @@ def update_securities(engine, session, workdate): with conn.cursor() as c: for r in m.to_dict("records"): accrued_field = field[r["bbg_type"]] - if r[accrued_field] < workdate: + if r[accrued_field].date() < workdate: c.execute( f"UPDATE securities SET start_accrued_date=%({accrued_field})s " ",coupon=%(CUR_CPN)s WHERE identifier=%(identifier)s", @@ -186,7 +186,7 @@ def init_swaption_vol( def split_tenor_expiry(ticker, vol_type="N"): - m = re.match(f"USS{vol_type}(.{{2}})([^\s]*) ([^\s]*) Curncy", ticker) + m = re.match("USS" + vol_type + r"(.{{2}})([^\s]*) ([^\s]*) Curncy", ticker) expiry, tenor, _ = m.groups() if expiry[0] == "0": expiry = expiry[1:] |