diff options
Diffstat (limited to 'python/quote_parsing/__main__.py')
| -rw-r--r-- | python/quote_parsing/__main__.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/quote_parsing/__main__.py b/python/quote_parsing/__main__.py index ef4762d4..1d84c44c 100644 --- a/python/quote_parsing/__main__.py +++ b/python/quote_parsing/__main__.py @@ -77,12 +77,12 @@ if dup.any(): swaption_stack = swaption_stack[~dup] swaption_stack = swaption_stack.reset_index().set_index( - ["quotedate", "index", "series", "expiry", "quote_source", "version"] + ["quotedate", "index", "series", "version", "expiry", "quote_source"] ) swaption_stack = swaption_stack.sort_index() index_data = index_data.reset_index() index_data = index_data.drop_duplicates( - ["quotedate", "index", "series", "expiry", "quote_source", "version"] + ["quotedate", "index", "series", "version", "expiry", "quote_source"] ) index_data = index_data.sort_values(by=["expiry", "version"]) |