diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/import_quotes.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/import_quotes.py b/python/import_quotes.py index 83e0b86c..8de71950 100644 --- a/python/import_quotes.py +++ b/python/import_quotes.py @@ -42,6 +42,8 @@ def get_markit_bbg_mapping(database, basketid_list, workdate): all_tickers.add((line['markit_ticker'], line['markit_tier'])) key = (line['markit_ticker'], line['markit_tier'], line['currency'], doc_clause_mapping[line['doc_clause']], float(line['spread'])/10000) + if key==('CESEOP', 'SNRFOR', 'USD', 'XR14', 0.05): + key=('CESEOP', 'SNRFOR', 'USD', 'XR', 0.05) markit_bbg_mapping[key] = line['cds_curve'] database.commit() return (all_tickers, markit_bbg_mapping) |