diff options
Diffstat (limited to 'python/quote_parsing/__main__.py')
| -rw-r--r-- | python/quote_parsing/__main__.py | 18 |
1 files changed, 9 insertions, 9 deletions
diff --git a/python/quote_parsing/__main__.py b/python/quote_parsing/__main__.py index 74b18bf0..a0e35510 100644 --- a/python/quote_parsing/__main__.py +++ b/python/quote_parsing/__main__.py @@ -61,9 +61,9 @@ for f in emails: swaption_stack[key] = pd.concat(option_stack, names=["expiry", "strike"]) fwd_index["msg_id"] = int(msg_id, 16) index_data = index_data.append(fwd_index) - already_uploaded[msg_id] = key[0] -if index_data.empty: - sys.exit() + # already_uploaded[msg_id] = key[0] +# if index_data.empty: +# sys.exit() for col in ["fwdbpv", "fwdprice", "fwdspread", "ref"]: if col in index_data: index_data[col] = pd.to_numeric(index_data[col]) @@ -72,18 +72,18 @@ index_data["index"] = index_data["index"].astype("category") index_names = ["quotedate", "index", "series", "quote_source"] swaption_stack = pd.concat(swaption_stack, names=index_names, sort=False) dup = swaption_stack.index.duplicated() -if dup.any(): - logger.warning("duplicated data") - swaption_stack = swaption_stack[~dup] +# if dup.any(): +# logger.warning("duplicated data") +# swaption_stack = swaption_stack[~dup] swaption_stack = swaption_stack.reset_index().set_index( - ["quotedate", "index", "series", "expiry", "quote_source"] + ["quotedate", "index", "series", "expiry", "quote_source", "version"] ) swaption_stack = swaption_stack.sort_index() index_data = index_data.reset_index() index_data = index_data.drop_duplicates( - ["quotedate", "index", "series", "expiry", "quote_source"] + ["quotedate", "index", "series", "expiry", "quote_source", "version"] ) - +index_data = index_data.sort_values(by=["expiry", "version"]) write_todb(swaption_stack, index_data, conn) serenitas_pool.putconn(conn) |