diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/Dawn/static/dawn.js | 4 | ||||
| -rw-r--r-- | python/bbg_index_quotes.py | 8 |
2 files changed, 6 insertions, 6 deletions
diff --git a/python/Dawn/static/dawn.js b/python/Dawn/static/dawn.js index 8e89c05b..646db989 100644 --- a/python/Dawn/static/dawn.js +++ b/python/Dawn/static/dawn.js @@ -1,7 +1,7 @@ var index_list = []; var bbg_map = {'CDX': ["IG", "HY"], 'ITRX': ["EUR", "XOVER"]} -var series_map = {'CDX': ["24", "25", "26", "27", "28", "29", "30"], - 'ITRX': ["24", "25", "26", "27", "28", "29"]}; +var series_map = {'CDX': ["24", "25", "26", "27", "28", "29", "30", "31"], + 'ITRX': ["24", "25", "26", "27", "28", "29", "30"]}; var index_tenor = ["3Y", "5Y", "7Y", "10Y"]; for(var begin_index in bbg_map){ for(var i=0; i<bbg_map[begin_index].length; i++){ diff --git a/python/bbg_index_quotes.py b/python/bbg_index_quotes.py index 349762f9..6dddc462 100644 --- a/python/bbg_index_quotes.py +++ b/python/bbg_index_quotes.py @@ -3,12 +3,12 @@ import datetime from db import dbconn securities = {} -for series in range(9, 31): +for series in range(9, 32): for index_type in ["IG", "HY"]: for t in [3, 5, 7, 10]: securities[f"CDX {index_type} CDSI S{series} {t}Y Corp"] = \ (series, index_type, f"{t}yr") -for series in range(10, 30): +for series in range(10, 31): for index_type in ["EUR", "XOVER"]: for t in [3, 5, 7, 10]: securities[f"ITRX {index_type} CDSI S{series} {t}Y Corp"] = \ @@ -27,9 +27,9 @@ conn = dbconn('serenitasdb') with init_bbg_session(BBG_IP) as session: d = retrieve_data(session, securities.keys(), fields=["TICKER", "VERSION"]) ticker_mapping = {v['TICKER']: securities[k] + (v['VERSION'],) - for k, v in d.items()} + for k, v in d.items() if v} for pcs in ["MSG1", "CMAN", "CBGN"]: - securities = [f"{e['TICKER']} {pcs} Curncy" for e in d.values()] + securities = [f"{e['TICKER']} {pcs} Curncy" for e in d.values() if e] d2 = retrieve_data(session, securities, fields=["PX_LAST"], start_date=start_date) with conn.cursor() as c: |