diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/parse_emails.py | 17 |
1 files changed, 15 insertions, 2 deletions
diff --git a/python/parse_emails.py b/python/parse_emails.py index 3ffe381f..8c2f74ec 100644 --- a/python/parse_emails.py +++ b/python/parse_emails.py @@ -1,6 +1,6 @@ import pandas as pd import re -from pathlib import Path +import os import pdb from download_emails import update_emails import datetime @@ -181,10 +181,23 @@ def write_todb(swaption_stack, index_data): ins = swaption_quotes.insert().values(swaption_stack.to_dict(orient='records')).execute() index_data.to_sql('swaption_ref_quotes', serenitasdb, if_exists='append', index=False) +def get_email_list(date): + data_dir = "/home/share/CorpCDOs/data/swaptions" + emails = [f for f in os.scandir(data_dir) if f.is_file()] + for f in emails: + try: + key, (option_stack, fwd_index) = parse_email(f) + except RuntimeError as e: + print(e) + else: + if key[0].date() == date: + print(f.name) + if __name__=="__main__": import pickle update_emails() - emails = [f for f in Path("../../data/swaptions").iterdir() if f.is_file()] + data_dir = "/home/share/CorpCDOs/data/swaptions" + emails = [f for f in os.scandir(data_dir) if f.is_file()] swaption_stack = {} index_data = pd.DataFrame() try: |