1 files changed, 0 insertions, 30 deletions
diff --git a/python/test_bbg_cds_quotes.py b/python/test_bbg_cds_quotes.py
deleted file mode 100644
index 74cd1aeb..00000000
--- a/python/test_bbg_cds_quotes.py
+++ /dev/null
@@ -1,30 +0,0 @@
-from bbg_helpers import BBG_IP, init_bbg_session, retrieve_data
-from markit.import_quotes import get_index_list, get_basketids, get_bbg_tickers
-from db import dbconn
-import datetime
-
-workdate = datetime.date.today()
-serenitasdb = dbconn('serenitasdb')
-index_list = get_index_list(serenitasdb, workdate)
-basket_ids = get_basketids(serenitasdb, index_list, workdate)
-bbg_tickers = set(get_bbg_tickers(serenitasdb, basket_ids, workdate))
-
-securities = [f'{ticker} Curncy' for ticker in bbg_tickers]
-fields = ['UPFRONT_RUNNING_SPREAD', 'UPFRONT_BID', 'UPFRONT_ASK', 'CDS_RECOVERY_RT']
-
-r = {}
-with init_bbg_session(BBG_IP) as session:
-    for pcs in ['CBGN', 'CMAN']: #, 'CMAN', 'MSG1']:
-        r[pcs] = retrieve_data(session, securities, fields, overrides={'PRICING_SOURCE': pcs})
-
-sql_str = f"INSERT INTO cds_quotes VALUES({','.join(['%s'] * 8)})"
-
-def build_tuple(k, v, workdate, source):
-    return (workdate, k.split()[0], v.get('UPFRONT_BID'),
-            v.get('UPFRONT_ASK'), v.get('UPFRONT_RUNNING_SPREAD'),
-            v.get('UPFRONT_RUNNING_SPREAD'), source, v.get('CDS_RECOVERY_RT'))
-
-for pcs in ['CBGN', 'CMAN']:
-    with serenitasdb.cursor() as c:
-        c.executemany(sql_str, [build_tuple(k, v, workdate, pcs) for k, v in r[pcs].items()])
-    serenitasdb.commit()