diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/import_quotes.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/import_quotes.py b/python/import_quotes.py index 9420df59..c6586923 100644 --- a/python/import_quotes.py +++ b/python/import_quotes.py @@ -92,10 +92,10 @@ def insert_index(database, workdate): filenames = [os.path.join(basedir, f) for f in os.listdir(basedir) if 'Indices' in f] name_mapping = {"CDXNAHY":"HY", "CDXNAIG":"IG",'ITraxx Eur': "EU"} - sqlstr = "INSERT INTO index_quotes VALUES(%s, %s, %s, %s, %s, %s, %s)" + sqlstr = "INSERT INTO index_quotes VALUES(%s, %s, %s, %s, %s, %s, %s, %s, %s)" for f in filenames: - if datetime.datetime.fromtimestamp(os.path.getctime(f)).date()==(workdate+BDay(1)).date(): + if datetime.datetime.fromtimestamp(os.path.getmtime(f)).date()==(workdate+BDay(1)).date(): data = pd.read_csv(f, skiprows=2, parse_dates=[0,7]) data.dropna(subset=['Composite Price'], inplace=True) cols = ['Composite Price', 'Composite Spread', 'Model Price', 'Model Spread'] |