diff options
Diffstat (limited to 'python/yieldcurve.py')
| -rw-r--r-- | python/yieldcurve.py | 11 |
1 files changed, 6 insertions, 5 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 9dfbd79b..79935991 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -59,8 +59,8 @@ def get_curve(effective_date, currency="USD"): curves[effective_date] = jp_yc return jp_yc -def getMarkitIRData(effective_date = datetime.date.today(), - currency = "USD"): +def getMarkitIRData(effective_date=datetime.date.today(), + currency="USD"): conn = dbconn("serenitasdb") sql_str = "SELECT * FROM {}_rates WHERE effective_date <= %s " \ "ORDER BY effective_date DESC LIMIT 1".format(currency) @@ -69,9 +69,10 @@ def getMarkitIRData(effective_date = datetime.date.today(), col_names = [col[0] for col in c.description] r = c.fetchone() MarkitData = {'effectiveasof': r[0], - 'deposits': [(t, r[i]) for i, t in \ - enumerate(col_names[1:7], 1) if r[i] is not None], - 'swaps': [(t, r[i]) for i, t in enumerate(col_names[7:], 7)]} + 'deposits': [(t, rate) for t, rate in zip(col_names[1:7], r[1:7]) + if rate is not None], + 'swaps': [(t, rate) for t, rate in zip(col_names[7:], r[7:]) + if rate is not None]} return MarkitData def get_futures_data(date = datetime.date.today()): |