diff options
Diffstat (limited to 'python/quote_parsing')
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 7 |
1 files changed, 0 insertions, 7 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index 43992567..1778a122 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -621,19 +621,12 @@ def parse_bnp(fh, index_desc): def parse_jpm(fh, index_desc): option_stack = {} fwd_index = [] - # subject_jpm = re.compile(r"JPM CDX Options: CDX.([\w]+) S(\d+) \d\w \S+-\S+ \[ref (?P<ref>[\d.]*).*") pat = re.compile(r"JPM CDX Options: (IG|HY) [(]([\w\d]*)[)] (?P<expiry>[\d]+-[\w]+-[\d]+) [*]{2} Fwd @(?P<fwdspread>[\d.]+), Delta @([\d]+)") line = next(fh).strip() - # if m := subject_jpm.match(line): - # d = m.groupdict() - # ref = d['ref'] while True: if "**" in line: - print(line) - breakpoint() if m := pat.match(line): d = m.groupdict() - # d['ref'] = ref expiry_month = datetime.datetime.strptime(d["expiry"], "%d-%b-%y").month d["expiry"] = pd.to_datetime(d["expiry"], format="%d-%b-%y") fwd_index.append({**index_desc, **d}) |