1 files changed, 29 insertions, 0 deletions
diff --git a/python/quote_diff_bowdst.py b/python/quote_diff_bowdst.py
new file mode 100644
index 00000000..dcd861fd
--- /dev/null
+++ b/python/quote_diff_bowdst.py
@@ -0,0 +1,29 @@
+from serenitas.utils.db import dbconn
+import numpy as np
+import datetime
+import pandas as pd
+
+conn = dbconn("dawndb")
+
+with conn.cursor() as c:
+    days = pd.bdate_range(end=datetime.date.today(), periods=60)
+    for date in days:
+        df = pd.read_sql(
+            sql="SELECT * FROM list_bowd_quotes(%s)",
+            con=conn,
+            params=(date.date(),),
+        )
+        try:
+            print(df[~np.isclose(df["bowd_price"], df["closeprice"], atol=0.15)])
+        except TypeError:
+            pass
+        # c.execute("select security_desc, tenor, price, closeprice  from list_cds_marks(%s, null, 'BOWDST') a left join index_quotes using (index, series, version, tenor) where date = %s",
+        #         (date.date(), date.date(),))
+
+        # for row in c:
+        #     print(date)
+        #     print(row.price, row.closeprice)
+        #     if row.price != row.closeprice:
+        #         breakpoint()
+        #     if not np.isclose(row.price, row.closeprice, atol=.01):
+        #         print(row.security_desc, row.tenor, row.price, row.closeprice)