diff options
Diffstat (limited to 'python/quote_parsing')
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index a2eefa97..ddad9e27 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -47,7 +47,7 @@ def makedf(r, indextype, quote_source, region="US"): "price_vol", ] if quote_source == "BAML": - cols.append("gamma") # (ref_id,) = next(c) + cols.append("gamma") if quote_source == "GS" and region == "US": cols.append("tail") df = pd.DataFrame.from_records(r, columns=cols) @@ -539,7 +539,7 @@ def parse_gs(fh, index_desc): if line.startswith("Expiry"): if m := pat.match(line): expiry, fwdprice, fwdspread = m.groups() - expiry = datetime.datetime.strptime(expiry, "%d%b%y") + expiry = pd.to_datetime(expiry, format="%d%b%y") fwd_index.append( { **index_desc, |