diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/import_quotes.py | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/python/import_quotes.py b/python/import_quotes.py index 5cf7c686..9420df59 100644 --- a/python/import_quotes.py +++ b/python/import_quotes.py @@ -98,14 +98,15 @@ def insert_index(database, workdate): if datetime.datetime.fromtimestamp(os.path.getctime(f)).date()==(workdate+BDay(1)).date(): data = pd.read_csv(f, skiprows=2, parse_dates=[0,7]) data.dropna(subset=['Composite Price'], inplace=True) - data[['Composite Price', 'Composite Spread']] = data[['Composite Price', 'Composite Spread']].applymap(lambda x: float(x[:-1]) if x.endswith('%') else x) + cols = ['Composite Price', 'Composite Spread', 'Model Price', 'Model Spread'] + data[cols] = data[cols].applymap(lambda x: float(x[:-1]) if x.endswith('%') else x) data['Term']=data['Term'].apply(lambda x: x.lower()+'r') data['Name'] = data['Name'].apply(lambda x: name_mapping[x] if x in name_mapping else np.NaN) data = data.dropna(subset=['Name']) data.set_index('Name', drop=False, inplace=True) data['Composite Spread'] = data['Composite Spread']*100 - toinsert = [tuple(r) for r in data[["Date", "Name", "Series", "Version", "Term", - "Composite Price", "Composite Spread"]].values] + data['Model Spread'] = data['Model Spread']*100 + toinsert = [tuple(r) for r in data[["Date", "Name", "Series", "Version", "Term"]+cols].values] with database.cursor() as c: c.executemany(sqlstr, toinsert) database.commit() |