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Diffstat (limited to 'python')
| -rw-r--r-- | python/markit_tranche_quotes.py | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/python/markit_tranche_quotes.py b/python/markit_tranche_quotes.py index 65131751..4c36e9d0 100644 --- a/python/markit_tranche_quotes.py +++ b/python/markit_tranche_quotes.py @@ -1,6 +1,7 @@ import csv import datetime import io +import logging import requests from serenitas.utils.db2 import dbconn from functools import partial, lru_cache @@ -107,6 +108,10 @@ for d in csv.DictReader(f, fieldnames=headers): d["spread" + k] = running d["delta"] = convert_float(d["delta"]) + if d["delta"] is not None and d["delta"] >= 100: + logging.error(d) + d["delta"] = None + if d["version"] == "" and d["index"] == "HY" and d["series"] in (29, 31): d["version"] = 5 if d["version"] == "" and d["index"] == "HY" and d["series"] == 27: |