diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/markit/rates.py | 3 | ||||
| m--------- | python/pyisda | 0 | ||||
| -rw-r--r-- | python/yieldcurve.py | 10 |
3 files changed, 3 insertions, 10 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 3720c4ad..8b596217 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -51,8 +51,7 @@ def downloadMarkitIRData(download_date=datetime.date.today(), currency="USD"): sql_str = f"INSERT INTO {currency}_curves VALUES(%s, %s) ON CONFLICT DO NOTHING" with conn.cursor() as c: c.execute( - sql_str, - (MarkitData["effectiveasof"], lz4.block.compress(jp_yc.__getstate__())), + sql_str, (MarkitData["effectiveasof"], jp_yc.__getstate__()), ) instruments = MarkitData["deposits"] + MarkitData["swaps"] names = sql.SQL(", ").join([sql.Identifier(r[0]) for r in instruments]) diff --git a/python/pyisda b/python/pyisda -Subproject 750beafc64f1e22095bdc0b043002c20ca62a0a +Subproject 65437122646d2e8ea250d784f96b6c4203e3932 diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 14faaa74..9fcae54f 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -3,7 +3,6 @@ from collections import namedtuple from contextlib import closing from itertools import islice import datetime -import lz4.block import os import pandas as pd from quantlib.settings import Settings @@ -55,15 +54,10 @@ def load_curves(currency="USD", date=None): c.execute(sql_str, (date,)) if c: _, curve = c.fetchone() - return YieldCurve.from_bytes(lz4.block.decompress(curve)) + return YieldCurve.from_bytes(curve) else: c.execute(sql_str) - return sorteddict( - [ - (d, YieldCurve.from_bytes(lz4.block.decompress(curve))) - for d, curve in c - ] - ) + return sorteddict([(d, YieldCurve.from_bytes(curve)) for d, curve in c]) def get_curve(effective_date, currency="USD"): |