diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/bbg_prices.py | 9 |
1 files changed, 5 insertions, 4 deletions
diff --git a/python/bbg_prices.py b/python/bbg_prices.py index 16ed2ca4..b9b92f6e 100644 --- a/python/bbg_prices.py +++ b/python/bbg_prices.py @@ -18,13 +18,14 @@ securities = ["{0} Corp".format(cusip) for cusip in cusips.index] with init_bbg_session(BBG_IP) as session: data = retrieve_data(session, securities, fields_update) - df = process_msgs(data) -df.security = df.security.str.slice(0,9) +df = pd.DataFrame.from_dict(data, orient='index') +df['security'] = df.index.str.slice(0,9) df.set_index(['security'], inplace=True) -df['ID_BB_UNIQUE'] = cusips['id_bb_unique'].values +df['ID_BB_UNIQUE'] = cusips['id_bb_unique'] df.reset_index(inplace=True) - +to_insert = df[['DEFAULTED', 'DEFAULT_DATE', 'CALLED', 'CALLED_DT', 'LN_ISSUE_STATUS', 'ID_BB_UNIQUE']] +to_insert = to_insert.where(to_insert.notnull(), None) conn = engine.raw_connection() with conn.cursor() as c: c.executemany("UPDATE bloomberg_corp_ref SET defaulted = %(DEFAULTED)s, " \ |