diff options
| -rw-r--r-- | python/calibrate_swaption.py | 2 | ||||
| -rw-r--r-- | python/calibrate_tranches_BC.py | 10 | ||||
| -rw-r--r-- | python/position.py | 2 |
3 files changed, 6 insertions, 8 deletions
diff --git a/python/calibrate_swaption.py b/python/calibrate_swaption.py index 19f6150e..ea3dbc5d 100644 --- a/python/calibrate_swaption.py +++ b/python/calibrate_swaption.py @@ -2,7 +2,7 @@ import logging import pandas as pd from analytics import CreditIndex, Swaption import datetime -from db import dbengine +from utils.db import dbengine from contextlib import contextmanager from itertools import starmap from functools import partial diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index cf04ea24..b6d7a37f 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -1,4 +1,4 @@ -from db import dbconn +from utils.db import dbconn from analytics import TrancheBasket from pandas.tseries.offsets import BDay import datetime @@ -33,6 +33,7 @@ def build_sql_str(df): if __name__ == "__main__": + from utils import SerenitasFileHandler logger = logging.getLogger('tranche_calib') parser = argparse.ArgumentParser() parser.add_argument("-u", "--update", action="store_true", default=False, @@ -49,14 +50,11 @@ if __name__ == "__main__": args = parser.parse_args() logger.setLevel(logging.DEBUG if args.debug else logging.INFO) CODE_DIR = Path(os.environ["CODE_DIR"]) - LOG_DIR = Path(os.environ["LOG_DIR"]) - formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s') if not args.debug: - handler = logging.FileHandler(filename=LOG_DIR / - f"calib_tranches_{datetime.date.today()}.log") + handler = SerenitasFileHandler(f"calib_tranches_{datetime.date.today()}.log") else: handler = logging.StreamHandler() - handler.setFormatter(formatter) + handler.setFormatter(SerenitasFileHandler._formatter) logger.addHandler(handler) start_dates = {# 'hy10': datetime.date(2014, 8, 11), diff --git a/python/position.py b/python/position.py index 90a399be..589b22c6 100644 --- a/python/position.py +++ b/python/position.py @@ -291,7 +291,7 @@ def populate_cashflow_history(engine, session, workdate=None, fund="SERCGMAST"): conn.close() if __name__ == "__main__": - from db import serenitas_pool, dawn_engine + from utils.db import serenitas_pool, dawn_engine dawn_conn = dawn_engine.raw_connection() serenitas_conn = serenitas_pool.getconn() if len(sys.argv) > 1: |