diff options
Diffstat (limited to 'python/quote_parsing')
| -rw-r--r-- | python/quote_parsing/__main__.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/quote_parsing/__main__.py b/python/quote_parsing/__main__.py index b48830e6..97f0bcfe 100644 --- a/python/quote_parsing/__main__.py +++ b/python/quote_parsing/__main__.py @@ -32,7 +32,7 @@ if args.download: emails = [f for f in (DATA_DIR / "swaptions").glob("????-??/*") if f.is_file()] swaption_stack = {} -index_data = pd.DataFrame() +index_data = [] try: with open(".pickle", "rb") as fh: @@ -67,8 +67,9 @@ with serenitas_pool.connection() as conn: option_stack, names=["expiry", "series", "version"] ) fwd_index["msg_id"] = int(msg_id, 16) - index_data = pd.concat([index_data, fwd_index]) + index_data.append(fwd_index) already_uploaded[msg_id] = key[0] + index_data = pd.concat(index_data) if index_data.empty: sys.exit() for col in ["fwdbpv", "fwdprice", "fwdspread", "ref"]: |