diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index d8487a92..014963d6 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -33,6 +33,9 @@ def get_redis_queue(): return redis.Redis(host = 'debian') def aux(v): + ## we try to collapse the trades. + if v.shape[0] == 1: + return v.iloc[-1] if v.action.iat[-1] == 'CANCEL': return None if v.action.iat[0] == 'NEW': @@ -152,7 +155,7 @@ def bond_trade_process(conn, session, trade): conn.rollback() def cds_trade_process(serenitasdb, dawndb, session, trade): - sqlstr = 'SELECT indexfactor FROM index_version WHERE redindexcode=%s' + sqlstr = 'SELECT indexfactor/100 FROM index_version WHERE redindexcode=%s' try: with serenitasdb: with serenitasdb.cursor() as c: |