diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index f0c078b0..aa672356 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -551,6 +551,8 @@ def parse_bnp(fh, indextype, series, quotedate, expiration_dates): m = pat.match(line) if m: d.update(**m.groupdict()) + if indextype == "HY": + d["fwdprice"] = d.pop("fwdspread") expiry_month = datetime.datetime.strptime(d["expiry"], "%b%y").month d["expiry"] = next( d for d in expiration_dates if d.month == expiry_month @@ -558,7 +560,7 @@ def parse_bnp(fh, indextype, series, quotedate, expiration_dates): fwd_index.append(d.copy()) option_stack[d["expiry"]] = parse_bnp_block(fh, indextype, c == -1) else: - logger.error("Can't parse expiry line:", line, "filename:", fh.name) + logger.error("Can't parse expiry line: {line} for filename: {fh.name}") fwd_index = pd.DataFrame.from_records(fwd_index, index="quotedate") fwd_index["quote_source"] = "BNP" return option_stack, fwd_index |