diff options
Diffstat (limited to 'python/quote_parsing')
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 9 |
1 files changed, 4 insertions, 5 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index 6060c1ac..66845887 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -10,7 +10,6 @@ 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 quantlib.time.date import nth_weekday, Friday from unicodedata import normalize @@ -742,9 +741,9 @@ def parse_gs_eu(fh, index_desc): if m := pat.match(line): expiry = m.group(1) expiry = pd.to_datetime(expiry, format="%b%y") - expiry = nth_weekday(3, Friday, expiry.month, expiry.year) - expiry = pydate_from_qldate(expiry) - expiry = pydate_from_qldate(next_date(Date.from_datetime(expiry))) + expiry = pd.Timestamp( + pydate_from_qldate(next_date(Date.from_datetime(expiry), False)) + ) try: ( option_stack[ @@ -822,7 +821,7 @@ def parse_email(email: Path, date_received: datetime.date, conn): subject = fh.readline().lstrip() for regex, (source, parse_fun) in regex_dict.items(): - if (m := regex.match(subject)) : + if m := regex.match(subject): version = None if source in ["CITI", "BNP"]: indextype, series = m.groups() |