diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/parse_emails.py | 10 |
1 files changed, 7 insertions, 3 deletions
diff --git a/python/parse_emails.py b/python/parse_emails.py index a0d41dfb..cf7dc88f 100644 --- a/python/parse_emails.py +++ b/python/parse_emails.py @@ -124,7 +124,9 @@ def parse_baml_block(fh, indextype): return makedf(r, indextype, "BAML"), line def parse_ms_block(fh, indextype): - next(fh) ## skip header + line = next(fh) ## skip header + if line.strip() == "": ## empty block + return None r = [] for line in fh: line = line.rstrip() @@ -240,7 +242,9 @@ def parse_ms(fh, indextype, *args): if "EXPIRY" in line: expiry = line.split(" ")[1] expiry = pd.to_datetime(expiry, format="%d-%b-%Y") - option_stack[expiry] = parse_ms_block(fh, indextype) + block = parse_ms_block(fh, indextype) + if block is not None: + option_stack[expiry] = block return option_stack def parse_nomura(fh, indextype, *args): @@ -399,7 +403,7 @@ if __name__=="__main__": continue swaption_stack[key] = pd.concat(option_stack, names=['expiry', 'strike']) index_data = index_data.append(fwd_index) - already_uploaded[f.name] = key[0] + already_uploaded[msg_id] = key[0] if index_data.empty: sys.exit() for col in ['fwdbpv', 'fwdprice', 'fwdspread', 'ref']: |