diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index a5ce2468..719c003a 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -80,13 +80,16 @@ def bbg_process(cursor, session, trade): if len(fields) > 2: #we don't have the data in the securities table sqlstr = "INSERT INTO securities VALUES({0})".format(",".join(["%s"] * 15)) isfloater = bbg_data['FLOATER'] == 'Y' + pay_delay = bbg_data.get('MTG_PAY_DELAY', 0) + if isinstance(pay_delay, str): + pay_delay = int(pay_delay.split(' ')[0]) cursor.execute(sqlstr, (trade['identifier'], trade['cusip'], trade['isin'], bbg_data['NAME'], bbg_data.get('MTG_FACE_AMT'), bbg_data.get('MATURITY'), isfloater, bbg_data.get('FLT_SPREAD') if isfloater else None, bbg_data.get('CPN') if not isfloater else None, bbg_data.get('CPN_FREQ'), bbg_data.get('FIRST_CPN_DT'), - int(bbg_data.get('MTG_PAY_DELAY', 0)), + pay_delay, bbg_data.get('CRNCY'), bbg_type, trade['asset_class'])) #mark it at buy price if trade.buysell: |