diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/markit/__init__.py | 2 | ||||
| -rw-r--r-- | python/markit/import_quotes.py | 19 |
2 files changed, 6 insertions, 15 deletions
diff --git a/python/markit/__init__.py b/python/markit/__init__.py index 54f5c017..5bef36e3 100644 --- a/python/markit/__init__.py +++ b/python/markit/__init__.py @@ -1,2 +1,2 @@ from utils.db import dbconn, with_connection -from env import DATA_DIR +from env import DATA_DIR, BASE_DIR diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index 3140e38a..dabdd3b3 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -4,7 +4,6 @@ import logging import lz4.frame import numpy as np import pandas as pd -import os from collections import defaultdict from dataclasses import dataclass @@ -332,10 +331,7 @@ def insert_index(engine, workdate=None): :param workdate: date. If None, we will try to reinsert all files """ - basedir = os.path.join(os.environ["BASE_DIR"], "Tranche_data", "Composite_reports") - filenames = [ - os.path.join(basedir, f) for f in os.listdir(basedir) if "Indices" in f - ] + basedir = BASE_DIR / "Tranche_data" / "Composite_reports" name_mapping = { "CDXNAHY": "HY", @@ -359,7 +355,7 @@ def insert_index(engine, workdate=None): ext_cols = ["date", "index", "series", "version", "tenor"] + cols + ["source"] dates_to_files = {} - for f in filenames: + for f in basedir.glob("Indices Composites*"): d = get_date(f) if d in dates_to_files: dates_to_files[d].append(f) @@ -402,17 +398,12 @@ def insert_tranche(engine, workdate=None): :type workdate: pd.Timestamp """ - basedir = os.path.join(os.environ["BASE_DIR"], "Tranche_data", "Composite_reports") - filenames = [ - os.path.join(basedir, f) - for f in os.listdir(basedir) - if f.startswith("Tranche Composites") - ] + basedir = BASE_DIR / "Tranche_data" / "Composite_reports" index_version = pd.read_sql_table("index_version", engine, index_col="redindexcode") - for f in filenames: + for f in basedir.glob("Tranche Composites*"): if ( workdate is None - or datetime.datetime.fromtimestamp(os.path.getmtime(f)).date() + or datetime.datetime.fromtimestamp(f.stat().st_mtime).date() == (workdate + BDay(1)).date() ): df = pd.read_csv(f, skiprows=2, parse_dates=["Date"]) |