diff options
| -rw-r--r-- | python/calibrate_tranches_BC.py | 19 |
1 files changed, 12 insertions, 7 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index fdeb033e..32f6aec8 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -7,9 +7,9 @@ import os import pandas as pd from pathlib import Path from yaml import load -from pickle import load as pload import argparse + def get_lastdate(conn, index, series, tenor): sql_str = ("SELECT (max(date) AT TIME ZONE 'America/New_York')::date + 1 " "AS date FROM risk_numbers " @@ -20,6 +20,7 @@ def get_lastdate(conn, index, series, tenor): conn.commit() return date + def build_sql_str(df): cols = ','.join(df.columns) cols_ex_tranche_id = ','.join([c for c in df.columns if c != 'tranche_id']) @@ -30,11 +31,8 @@ def build_sql_str(df): f"UPDATE SET ({cols_ex_tranche_id}) = ({cols_excluded})") return sql_str + if __name__ == "__main__": - logging.basicConfig(level=logging.INFO, - filename=os.path.join(os.environ["LOG_DIR"], - f"calib_tranches_{datetime.date.today()}.log"), - format='%(asctime)s - %(name)s - %(levelname)s - %(message)s') logger = logging.getLogger('tranche_calib') parser = argparse.ArgumentParser() parser.add_argument("-u", "--update", action="store_true", default=False, @@ -46,11 +44,18 @@ if __name__ == "__main__": parser.add_argument("--until", default=pd.Timestamp.now()-BDay(), type=lambda s: pd.Timestamp(s)) parser.add_argument("--start_from", default=None, - type=lambda s: pd.Timestamp(s)) + type=lambda s: pd.Timestamp(s)) parser.add_argument("-d", "--debug", action="store_true", help="more verbose logging") args = parser.parse_args() logger.setLevel(logging.DEBUG if args.debug else logging.INFO) - CODE_DIR = Path(os.environ['CODE_DIR']) + CODE_DIR = Path(os.environ["CODE_DIR"]) + LOG_DIR = Path(os.environ["LOG_DIR"]) + if not args.debug: + fh = logging.FileHandler(filename=LOG_DIR / + f"calib_tranches_{datetime.date.today()}.log") + formatter=logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s') + fh.setFormatter(formatter) + logger.addHandler(fh) start_dates = {# 'hy10': datetime.date(2014, 8, 11), # 'hy15': datetime.date(2014, 6, 10), |