diff options
Diffstat (limited to 'python/quote_parsing/__main__.py')
| -rw-r--r-- | python/quote_parsing/__main__.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/quote_parsing/__main__.py b/python/quote_parsing/__main__.py index 1d84c44c..5fc6cd71 100644 --- a/python/quote_parsing/__main__.py +++ b/python/quote_parsing/__main__.py @@ -69,7 +69,7 @@ for col in ["fwdbpv", "fwdprice", "fwdspread", "ref"]: index_data[col] = pd.to_numeric(index_data[col]) index_data["index"] = index_data["index"].astype("category") -index_names = ["quotedate", "index", "series", "quote_source"] +index_names = ["quotedate", "index", "quote_source"] swaption_stack = pd.concat(swaption_stack, names=index_names, sort=False) dup = swaption_stack.index.duplicated() if dup.any(): @@ -84,7 +84,6 @@ index_data = index_data.reset_index() index_data = index_data.drop_duplicates( ["quotedate", "index", "series", "version", "expiry", "quote_source"] ) -index_data = index_data.sort_values(by=["expiry", "version"]) write_todb(swaption_stack, index_data, conn) serenitas_pool.putconn(conn) |