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-rw-r--r--python/quote_parsing/parse_emails.py10
1 files changed, 8 insertions, 2 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py
index ff883cb7..12cc65a5 100644
--- a/python/quote_parsing/parse_emails.py
+++ b/python/quote_parsing/parse_emails.py
@@ -6,10 +6,10 @@ 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
+from serenitas.utils.db2 import NaNtoNone
from unicodedata import normalize
@@ -943,7 +943,13 @@ def write_todb(swaption_stack, index_data, conn):
except IndexError:
breakpoint()
df["ref_id"] = ref_id
- c.executemany(sql_quotes, df.itertuples(index=False))
+ c.executemany(
+ sql_quotes,
+ map(
+ lambda row: [NaNtoNone(e) for e in row],
+ df.itertuples(index=False),
+ ),
+ )
conn.commit()