diff --git a/DataProcessing/process.py b/DataProcessing/process.py
index 4b2fc4d..3b9e313 100644
--- a/DataProcessing/process.py
+++ b/DataProcessing/process.py
@@ -210,30 +210,31 @@ def try_create_figi_map(self):
self.figi_map = {}
db_connection = sqlalchemy.create_engine(self.db_connection_info)
- df = pd.read_sql(f'SELECT figi, sid, ticker FROM {self.db_security_table} ORDER BY id DESC', con=db_connection)
+ with db_connection.connect() as connection:
+ df = pd.DataFrame(connection.execute(sqlalchemy.text(f'SELECT figi, sid, ticker FROM {self.db_security_table} ORDER BY id DESC')))
- if df.empty:
- print('Database contains no FIGI/ticker entries')
- return False
+ if df.empty:
+ print('Database contains no FIGI/ticker entries')
+ return False
- df = df.drop_duplicates(subset='figi')
+ df = df.drop_duplicates(subset='figi')
- for _, secdef in df.iterrows():
- figi = secdef['figi']
- sid = secdef['sid']
+ for _, secdef in df.iterrows():
+ figi = secdef['figi']
+ sid = secdef['sid']
- if not figi or figi.isspace():
- continue
+ if not figi or figi.isspace():
+ continue
- if not sid or sid.isspace():
- continue
+ if not sid or sid.isspace():
+ continue
- try:
- self.figi_map[figi] = SecurityIdentifier.Parse(sid)
- except:
- print(f'Failed to parse SID: {sid} for Security: {figi}')
+ try:
+ self.figi_map[figi] = SecurityIdentifier.Parse(sid)
+ except:
+ print(f'Failed to parse SID: {sid} for Security: {figi}')
- return any(self.figi_map)
+ return any(self.figi_map)
def parse_raw(self, file, category, date, lookback_days=None):
columns = list(self.category_parsing_columns[category]) + ['COMPOSITE_FIGI']
diff --git a/QuantConnect.DataSource.csproj b/QuantConnect.DataSource.csproj
index 124b0b8..5eb25c9 100644
--- a/QuantConnect.DataSource.csproj
+++ b/QuantConnect.DataSource.csproj
@@ -10,7 +10,7 @@
-
+