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-rw-r--r--python/process_queue.py23
1 files changed, 11 insertions, 12 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index 18361469..22c50d50 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -494,21 +494,20 @@ def swaption_trade_process(conn, session, trade):
try:
with conn.cursor() as c:
c.execute(sqlstr, trade)
- try:
- (factor,) = c.fetchone()
- except TypeError:
- if trade["portfolio"] in ("IR",):
- pass
- else:
- return trade
- except ValueError:
+ (factor,) = c.fetchone()
+ except ValueError as e:
+ logging.error(e)
return trade
+ except TypeError:
+ # factor missing, probably IR swaption
+ pass
else:
trade["factor"] = factor
- if trade["option_type"] == "RECEIVER":
- trade["OptionType"] = "Call"
- elif trade["option_type"] == "PAYER":
- trade["OptionType"] = "Put"
+ finally:
+ if trade["option_type"] == "RECEIVER":
+ trade["OptionType"] = "Call"
+ elif trade["option_type"] == "PAYER":
+ trade["OptionType"] = "Put"
return trade