1 files changed, 10 insertions, 15 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py
index 47733ff8..09fbecf6 100644
--- a/python/quote_parsing/parse_emails.py
+++ b/python/quote_parsing/parse_emails.py
@@ -6,6 +6,7 @@ import pickle
 import traceback
 from . import logger
 from functools import partial, lru_cache
+from psycopg2.extras import execute_values
 from pathlib import Path
 from quantlib.time.imm import next_date
 from quantlib.time.api import Date, pydate_from_qldate
@@ -778,18 +779,15 @@ def parse_email(email: Path, date_received: datetime.date, conn):
 
 
 def write_todb(swaption_stack, index_data, conn):
-    def gen_sql_str(query, table_name, columns):
-        return query.format(
-            sql.Identifier(table_name),
-            sql.SQL(", ").join(sql.Identifier(c) for c in columns),
-            sql.SQL(", ").join(sql.Placeholder() * len(columns)),
-        )
+    sql_str = sql.SQL(
+        "INSERT INTO swaption_ref_quotes({}) VALUES({}) "
+        "ON CONFLICT DO NOTHING RETURNING ref_id"
+    ).format(sql.SQL(", ").join(sql.Identifier(c) for c in index_data.columns),
+             sql.SQL(", ").join(sql.Placeholder() * len(index_data.columns)))
 
-    query = sql.SQL(
-        "INSERT INTO {}({}) VALUES({}) ON CONFLICT DO NOTHING RETURNING ref_id"
-    )
-    sql_str = gen_sql_str(query, "swaption_ref_quotes", index_data.columns)
-    query = sql.SQL("INSERT INTO {}({}) VALUES({}) ON CONFLICT DO NOTHING")
+    sql_quotes = sql.SQL(
+        "INSERT INTO swaption_quotes({}) VALUES %s ON CONFLICT DO NOTHING"
+    ).format(sql.SQL(", ").join(sql.Identifier(c) for c in swaption_stack.columns))
     index_data["expiry"] = pd.to_datetime(index_data.expiry)
     with conn.cursor() as c:
         for t in index_data.itertuples(index=False):
@@ -819,10 +817,7 @@ def write_todb(swaption_stack, index_data, conn):
                 except IndexError:
                     breakpoint()
                 df["ref_id"] = ref_id
-                c.executemany(
-                    gen_sql_str(query, "swaption_quotes", df.columns),
-                    df.itertuples(index=False),
-                )
+                execute_values(c, sql_quotes, df.itertuples(index=False))
             conn.commit()