diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/markit_download.py | 27 |
1 files changed, 13 insertions, 14 deletions
diff --git a/python/markit_download.py b/python/markit_download.py index 47520c5a..c8755b6a 100644 --- a/python/markit_download.py +++ b/python/markit_download.py @@ -14,14 +14,15 @@ def download_facility(conn, workdate, payload): facility_filename = os.path.join(root, "data", "Facility files", "facility_{0}.csv".format(workdate))
with open( facility_filename, "wb") as fh:
fh.write(r.content)
- sqlstring = "INSERT INTO markit_prices2 VALUES( {0} )".format( ",".join([ "%s" ] * 5))
- with open(marks_filename, "r") as fh:
- reader = csv.DictReader(fh)
+
+ sqlstring = "INSERT INTO markit_facility VALUES( {0} )".format( ",".join(["%s"] * 13))
+ with open( facility_filename, "r") as fh:
+ reader = csv.reader(fh)
+ next(reader)
with conn.cursor() as c:
for line in reader:
- if line['Depth']=='implied':
- line['Depth']=0
- c.execute(sqlstring, (line['LoanX ID'], line['Bid'], line['Offer'], line['Depth'], line['Mark Date']))
+ newline = tuple([convertToNone(v) for v in line])
+ c.execute(sqlstring, newline)
conn.commit()
@with_connection
@@ -30,16 +31,14 @@ def download_marks(conn, workdate, payload): marks_filename = os.path.join(root, "data", "markit", "markit_data_{0}.csv".format(workdate))
with open(marks_filename, "wb") as fh:
fh.write(r.content)
-
-
- sqlstring = "INSERT INTO markit_facility VALUES( {0} )".format( ",".join(["%s"] * 13))
- with open( facility_filename, "r") as fh:
- reader = csv.reader(fh)
- next(reader)
+ sqlstring = "INSERT INTO markit_prices2 VALUES( {0} )".format( ",".join([ "%s" ] * 5))
+ with open(marks_filename, "r") as fh:
+ reader = csv.DictReader(fh)
with conn.cursor() as c:
for line in reader:
- newline = tuple([convertToNone(v) for v in line])
- c.execute(sqlstring, newline)
+ if line['Depth']=='implied':
+ line['Depth']=0
+ c.execute(sqlstring, (line['LoanX ID'], line['Bid'], line['Offer'], line['Depth'], line['Mark Date']))
conn.commit()
@with_connection
|