diff options
Diffstat (limited to 'python/quote_parsing/__main__.py')
| -rw-r--r-- | python/quote_parsing/__main__.py | 16 |
1 files changed, 13 insertions, 3 deletions
diff --git a/python/quote_parsing/__main__.py b/python/quote_parsing/__main__.py index 97f0bcfe..b151c019 100644 --- a/python/quote_parsing/__main__.py +++ b/python/quote_parsing/__main__.py @@ -63,9 +63,19 @@ with serenitas_pool.connection() as conn: if key[0] is None or len(option_stack) == 0: logger.error(f"Something wrong with email: {f.name}") continue - swaption_stack[key] = pd.concat( - option_stack, names=["expiry", "series", "version"] - ) + if key in swaption_stack: + swaption_stack[key] = pd.concat( + [ + swaption_stack[key], + pd.concat( + option_stack, names=["expiry", "series", "version"] + ), + ] + ) + else: + swaption_stack[key] = pd.concat( + option_stack, names=["expiry", "series", "version"] + ) fwd_index["msg_id"] = int(msg_id, 16) index_data.append(fwd_index) already_uploaded[msg_id] = key[0] |