diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 15 |
1 files changed, 11 insertions, 4 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 51451f9d..5b573832 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -361,13 +361,17 @@ def process_list( def terminate_list( - p: redis.client.Pipeline, key: str, upload: bool, base_dir: pathlib.Path = DAILY_DIR -) -> None: + p: redis.client.Pipeline, + key: str, + upload: bool, + conn: psycopg2.extensions.connection, + base_dir: pathlib.Path = DAILY_DIR, +): trade_type = key.split("_")[0] for term in p.lrange(key, 0, -1): termination = loads(term) try: - buf, trade_type = build_termination(base_dir, **termination) + buf, trade_type = build_termination(base_dir, conn, **termination) except TypeError as e: logging.error(e) return @@ -911,6 +915,7 @@ def print_trade(trade): def build_termination( base_dir: pathlib.Path, + conn, *, dealid, termination_fee: float, @@ -1052,6 +1057,8 @@ if __name__ == "__main__": r.transaction(p_list, key) for trade_type in ("cds", "swaption", "capfloor"): key = f"{trade_type}_termination" - t_list = partial(terminate_list, key=key, upload=not args.no_upload) + t_list = partial( + terminate_list, key=key, upload=not args.no_upload, conn=dawndb + ) r.transaction(t_list, key) dawndb.close() |