diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 23 |
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 |
