diff options
Diffstat (limited to 'python/quote_parsing/parse_emails.py')
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 22 |
1 files changed, 6 insertions, 16 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index d6704750..ec36973a 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -671,11 +671,9 @@ def parse_jpm_useu(fh, index_desc): fwd_index.append({**index_desc, **d}) try: - option_stack[index_desc["version"]] = {} - ( - option_stack[index_desc["version"]][d["expiry"]], - line, - ) = parse_jpm_block(fh, index_desc["index"]) + option_stack[(d["expiry"], d["version"])], line = parse_jpm_block( + fh, index_desc["index"] + ) except IndexError as e: logger.debug(traceback.format_exc()) logger.error(f"Something is wrong with file {Path(fh.name).stem}") @@ -689,7 +687,7 @@ def parse_jpm_useu(fh, index_desc): line = next(fh).strip() except StopIteration: break - return option_stack, fwd_index, versions + return option_stack, fwd_index # subject_baml = re.compile(r"(?:Fwd:){0,2}(?:BAML )?(\D{2})(\d{1,2})\s") @@ -766,7 +764,6 @@ def parse_email(email: Path, date_received: datetime.date, conn): if version is None: version = get_version(indextype, series, quotedate) parse_fun = globals()[f"parse_{source.lower()}_{region.lower()}"] - # key = (quotedate, indextype, series, source) index_desc = { "quotedate": quotedate, "index": indextype, @@ -777,15 +774,8 @@ def parse_email(email: Path, date_received: datetime.date, conn): index_desc["ref"] = ref if source in ["BNP", "SG"]: index_desc["expiration_dates"] = list_imm_dates(quotedate) - # Returning different versions and creating a list of keys - if source == "JPM": - key = [] - option_stack, fwd_index, versions = parse_fun(fh, index_desc) - for version in versions: - key.append((quotedate, indextype, series, source, version)) - else: - option_stack, fwd_index = parse_fun(fh, index_desc) - key = (quotedate, indextype, series, source) + option_stack, fwd_index = parse_fun(fh, index_desc) + key = (quotedate, indextype, series, source) if fwd_index: fwd_index = pd.DataFrame.from_records(fwd_index, index="quotedate") fwd_index["quote_source"] = source |