diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/markit/__main__.py | 15 | ||||
| -rw-r--r-- | python/markit/rates.py | 2 |
2 files changed, 14 insertions, 3 deletions
diff --git a/python/markit/__main__.py b/python/markit/__main__.py index 211b507b..cfe6e510 100644 --- a/python/markit/__main__.py +++ b/python/markit/__main__.py @@ -3,6 +3,7 @@ import logging import numpy as np import pandas as pd import os +import time from .cds import download_cds_data, download_composite_data from .loans import download_facility, insert_facility, download_marks, update_facility @@ -87,5 +88,15 @@ elif args.cds: elif args.rates: for curr in ["USD", "EUR", "JPY"]: - downloadMarkitIRData(workdate, currency=curr) - logger.info("Downloaded {} rates".format(curr)) + retry = 0 + while retry < 10: + try: + downloadMarkitIRData(workdate, currency=curr) + except ValueError as e: + logger.error(e) + logger.error(f"Could not download {curr} rates for date {workdate}") + time.sleep(30) + retry += 1 + else: + logger.info(f"Downloaded {curr} rates") + break diff --git a/python/markit/rates.py b/python/markit/rates.py index 9f46d9d1..386cea7e 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -24,7 +24,7 @@ def downloadMarkitIRData(download_date=datetime.date.today(), with zipfile.ZipFile(BytesIO(r.content)) as z: z.extractall(path=os.path.join(os.environ['DATA_DIR'], "Yield Curves")) else: - return downloadMarkitIRData(download_date - datetime.timedelta(days=1)) + raise ValueError(r.content.decode().rstrip()) tree = ET.parse(os.path.join(os.environ['DATA_DIR'], "Yield Curves", filename + '.xml')) deposits = zip([e.text for e in tree.findall('./deposits/*/tenor')], |