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-rw-r--r--python/markit/__main__.py5
-rw-r--r--python/markit/cds.py35
-rw-r--r--python/markit/import_quotes.py259
-rw-r--r--python/markit/loans.py93
-rw-r--r--python/markit/utils.py6
5 files changed, 260 insertions, 138 deletions
diff --git a/python/markit/__main__.py b/python/markit/__main__.py
index 48db1c0c..05ea50a0 100644
--- a/python/markit/__main__.py
+++ b/python/markit/__main__.py
@@ -9,6 +9,7 @@ from .cds import download_cds_data, download_composite_data
from .loans import download_facility, insert_facility, download_marks, update_facility
from .rates import downloadMarkitIRData
from .import_quotes import insert_cds, insert_index, insert_tranche
+from pandas.tseries.offsets import BDay
from sqlalchemy import create_engine
from .utils import default_date
from utils import SerenitasFileHandler
@@ -33,9 +34,9 @@ args = parser.parse_args()
historical = True
if args.workdate is None and not arg.rates:
historical = False
- workdate = default_date()
+ workdate = pd.datetime.today() - BDay(1)
elif arg.rates:
- workdate = datetime.date.today()
+ workdate = pd.datetime.today()
else:
workdate = args.workdate
diff --git a/python/markit/cds.py b/python/markit/cds.py
index e080a015..a56fb5e3 100644
--- a/python/markit/cds.py
+++ b/python/markit/cds.py
@@ -7,6 +7,7 @@ import zipfile
import time
from pandas.tseries.offsets import BDay
import pandas as pd
+
logger = logging.getLogger(__name__)
@@ -15,10 +16,17 @@ def convertToNone(v):
def download_cds_data(payload):
- r = requests.post('https://www.markit.com/export.jsp', params=payload)
+ r = requests.post("https://www.markit.com/export.jsp", params=payload)
with zipfile.ZipFile(io.BytesIO(r.content)) as z:
- f2 = open(os.path.join(os.environ['BASE_DIR'], "Tranche_data", "CDS",
- "cds eod {0}.csv".format(payload['date'])), "wb")
+ f2 = open(
+ os.path.join(
+ os.environ["BASE_DIR"],
+ "Tranche_data",
+ "CDS",
+ "cds eod {0}.csv".format(payload["date"]),
+ ),
+ "wb",
+ )
for f in z.namelist():
if "csv" in f:
f1 = z.open(f)
@@ -32,19 +40,24 @@ def download_cds_data(payload):
def download_composite_data(payload, historical=False):
# if historical, we want to maintain the invariant mtime(f)== payload['date'] + BDay(1)
if historical:
- ts = (pd.Timestamp(payload['date']) + BDay(1)).timestamp()
- for report in ['COMPOSITES', 'TRANCHE_COMPOSITES']:
- for family in ['CDX', 'ITRAXX-EUROPE']:
- payload.update({'family': family, 'report': report})
+ ts = (pd.Timestamp(payload["date"]) + BDay(1)).timestamp()
+ for report in ["COMPOSITES", "TRANCHE_COMPOSITES"]:
+ for family in ["CDX", "ITRAXX-EUROPE"]:
+ payload.update({"family": family, "report": report})
while True:
- r = requests.post('https://www.markit.com/export.jsp', params=payload)
+ r = requests.post("https://www.markit.com/export.jsp", params=payload)
try:
with zipfile.ZipFile(io.BytesIO(r.content)) as z:
for f in z.namelist():
if "csv" in f:
- path = z.extract(f, path=os.path.join(os.environ['BASE_DIR'],
- "Tranche_data",
- "Composite_reports"))
+ path = z.extract(
+ f,
+ path=os.path.join(
+ os.environ["BASE_DIR"],
+ "Tranche_data",
+ "Composite_reports",
+ ),
+ )
if historical:
os.utime(path, (ts, ts))
except zipfile.BadZipfile:
diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py
index c0ab7bed..22339bfe 100644
--- a/python/markit/import_quotes.py
+++ b/python/markit/import_quotes.py
@@ -11,43 +11,60 @@ from pandas.tseries.offsets import BDay
logger = logging.getLogger(__name__)
+
def convert(x):
try:
return float(x[:-1])
except ValueError:
return None
+
def get_index_list(database, workdate):
with database.cursor() as c:
- c.execute("SELECT distinct index, series FROM index_maturity "
- "WHERE issue_date IS NOT NULL and issue_date <= %s + 10 "
- "AND maturity >= %s",
- (workdate, workdate))
+ c.execute(
+ "SELECT distinct index, series FROM index_maturity "
+ "WHERE issue_date IS NOT NULL and issue_date <= %s + 10 "
+ "AND maturity >= %s",
+ (workdate, workdate),
+ )
for index, series in c:
yield index + str(series)
database.commit()
-DOC_CLAUSE_MAPPING14 = {'Full Restructuring': 'MM14',
- 'No Restructuring': 'XR14',
- 'Modified Modified Restructurin': 'MM14'}
-DOC_CLAUSE_MAPPING = {'Full Restructuring': 'MM',
- 'No Restructuring': 'XR',
- 'Modified Modified Restructurin': 'MM'}
+DOC_CLAUSE_MAPPING14 = {
+ "Full Restructuring": "MM14",
+ "No Restructuring": "XR14",
+ "Modified Modified Restructurin": "MM14",
+}
+
+DOC_CLAUSE_MAPPING = {
+ "Full Restructuring": "MM",
+ "No Restructuring": "XR",
+ "Modified Modified Restructurin": "MM",
+}
+
def get_markit_bbg_mapping(database, basketid_list, workdate):
markit_bbg_mapping = defaultdict(set)
all_tickers = set([])
with database.cursor() as c:
- c.execute("SELECT markit_ticker, markit_tier, spread, currency, cds_curve, "
- " short_code FROM historical_cds_issuers(%s) "
- "JOIN basket_constituents USING (company_id, seniority) "
- "WHERE basketid=ANY(%s)",
- (workdate, list(basketid_list)))
+ c.execute(
+ "SELECT markit_ticker, markit_tier, spread, currency, cds_curve, "
+ " short_code FROM historical_cds_issuers(%s) "
+ "JOIN basket_constituents USING (company_id, seniority) "
+ "WHERE basketid=ANY(%s)",
+ (workdate, list(basketid_list)),
+ )
for line in c:
all_tickers.add((line.markit_ticker, line.markit_tier))
- key = (line.markit_ticker, line.markit_tier, line.currency,
- line.short_code, float(line.spread)/10000)
+ key = (
+ line.markit_ticker,
+ line.markit_tier,
+ line.currency,
+ line.short_code,
+ float(line.spread) / 10000,
+ )
## each markit ticker can be mapped to multiple bbg tickers
## these bbg tickers can have different curves (ok)
## or same curves (not ok since date, curve_ticker needs to be unique)
@@ -56,15 +73,19 @@ def get_markit_bbg_mapping(database, basketid_list, workdate):
database.commit()
return (all_tickers, markit_bbg_mapping)
+
def get_bbg_tickers(database, basketid_list, workdate):
with database.cursor() as c:
- c.execute("SELECT distinct cds_curve FROM historical_cds_issuers(%s) "
- "JOIN basket_constituents USING(company_id, seniority) "
- "WHERE basketid=ANY(%s)",
- (workdate, list(basketid_list)))
+ c.execute(
+ "SELECT distinct cds_curve FROM historical_cds_issuers(%s) "
+ "JOIN basket_constituents USING(company_id, seniority) "
+ "WHERE basketid=ANY(%s)",
+ (workdate, list(basketid_list)),
+ )
yield from chain.from_iterable(e[0] for e in c)
database.commit()
+
def get_basketids(database, index_list, workdate):
with database.cursor() as c:
for index in index_list:
@@ -72,11 +93,13 @@ def get_basketids(database, index_list, workdate):
yield c.fetchone()[0]
database.commit()
+
def get_current_tickers(database, workdate):
index_list = get_index_list(database, workdate)
basketid_list = get_basketids(database, index_list, workdate)
return get_markit_bbg_mapping(database, basketid_list, workdate)
+
def insert_cds(database, workdate):
"""insert Markit index quotes into the database
@@ -86,29 +109,52 @@ def insert_cds(database, workdate):
all_tickers, markit_bbg_mapping = get_current_tickers(database, workdate)
filename = "cds eod {0:%Y%m%d}.csv".format(workdate)
- colnames = ['Upfront'+tenor for tenor in ['6m', '1y', '2y', '3y', '4y', '5y', '7y', '10y']]
- sqlstr = "INSERT INTO cds_quotes(date, curve_ticker, upfrontbid, upfrontask," \
- "runningbid, runningask, source, recovery) VALUES(%s, %s, %s, %s, %s, %s, %s, %s) " \
- "ON CONFLICT DO NOTHING"
+ colnames = [
+ "Upfront" + tenor for tenor in ["6m", "1y", "2y", "3y", "4y", "5y", "7y", "10y"]
+ ]
+ sqlstr = (
+ "INSERT INTO cds_quotes(date, curve_ticker, upfrontbid, upfrontask,"
+ "runningbid, runningask, source, recovery) VALUES(%s, %s, %s, %s, %s, %s, %s, %s) "
+ "ON CONFLICT DO NOTHING"
+ )
tickers_found = set()
- with open(os.path.join(os.environ['BASE_DIR'], "Tranche_data", "CDS", filename)) as fh:
+ with open(
+ os.path.join(os.environ["BASE_DIR"], "Tranche_data", "CDS", filename)
+ ) as fh:
csvreader = csv.DictReader(fh)
with database.cursor() as c:
for line in csvreader:
- spread = float(line['RunningCoupon'])
- k = (line['Ticker'], line['Tier'], line['Ccy'],
- line['DocClause'], spread)
+ spread = float(line["RunningCoupon"])
+ k = (
+ line["Ticker"],
+ line["Tier"],
+ line["Ccy"],
+ line["DocClause"],
+ spread,
+ )
if k in markit_bbg_mapping:
for curves in markit_bbg_mapping[k]:
- c.executemany(sqlstr,
- [(workdate, t, convert(line[col]), convert(line[col]),
- spread * 10000, spread * 10000,
- 'MKIT', convert(line['RealRecovery'])/100)
- for col, t in zip(colnames, curves)])
- tickers_found.add((line['Ticker'], line['Tier']))
+ c.executemany(
+ sqlstr,
+ [
+ (
+ workdate,
+ t,
+ convert(line[col]),
+ convert(line[col]),
+ spread * 10000,
+ spread * 10000,
+ "MKIT",
+ convert(line["RealRecovery"]) / 100,
+ )
+ for col, t in zip(colnames, curves)
+ ],
+ )
+ tickers_found.add((line["Ticker"], line["Tier"]))
database.commit()
- logger.warning('missing_quotes for {0}'.format(all_tickers-tickers_found))
+ logger.warning("missing_quotes for {0}".format(all_tickers - tickers_found))
+
def get_date(f):
with open(f) as fh:
@@ -118,6 +164,7 @@ def get_date(f):
date = next(fh).split(",", 1)[0][1:-1]
return datetime.datetime.strptime(date, "%d-%b-%y").date()
+
def insert_index(engine, workdate=None):
"""insert Markit index quotes into the database
@@ -125,20 +172,30 @@ def insert_index(engine, workdate=None):
:param workdate: date. If None, we will try to reinsert all files
"""
- basedir = os.path.join(os.environ['BASE_DIR'], 'Tranche_data', 'Composite_reports')
- filenames = [os.path.join(basedir, f) for f in os.listdir(basedir) if 'Indices' in f]
+ basedir = os.path.join(os.environ["BASE_DIR"], "Tranche_data", "Composite_reports")
+ filenames = [
+ os.path.join(basedir, f) for f in os.listdir(basedir) if "Indices" in f
+ ]
- name_mapping = {"CDXNAHY": "HY",
- "CDXNAIG": "IG",
- 'iTraxx Eur': "EU",
- 'iTraxx Eur Xover': "XO"}
- cols = ['close_price', 'close_spread', 'model_price', 'model_spread']
- colmapping={'Date': 'date', 'Name': 'index', 'Series': 'series',
- 'Version': 'version', 'Term': 'tenor',
- 'Composite Price': 'close_price',
- 'Composite Spread': 'close_spread',
- 'Model Price': 'model_price', 'Model Spread': 'model_spread'}
- ext_cols = ['date', 'index', 'series', 'version', 'tenor'] + cols + ['source']
+ name_mapping = {
+ "CDXNAHY": "HY",
+ "CDXNAIG": "IG",
+ "iTraxx Eur": "EU",
+ "iTraxx Eur Xover": "XO",
+ }
+ cols = ["close_price", "close_spread", "model_price", "model_spread"]
+ colmapping = {
+ "Date": "date",
+ "Name": "index",
+ "Series": "series",
+ "Version": "version",
+ "Term": "tenor",
+ "Composite Price": "close_price",
+ "Composite Spread": "close_spread",
+ "Model Price": "model_price",
+ "Model Spread": "model_spread",
+ }
+ ext_cols = ["date", "index", "series", "version", "tenor"] + cols + ["source"]
dates_to_files = {}
for f in filenames:
@@ -154,21 +211,26 @@ def insert_index(engine, workdate=None):
filenames = dates_to_files[workdate]
for f in filenames:
- data = pd.read_csv(f, skiprows=2, parse_dates=[0, 7], engine='python')
+ data = pd.read_csv(f, skiprows=2, parse_dates=[0, 7], engine="python")
data = data.rename(columns=colmapping)
- data.dropna(subset=['close_price'], inplace=True)
+ data.dropna(subset=["close_price"], inplace=True)
for col in cols:
- data[col] = data[col].str.replace('%', '').astype('float')
- data['tenor'] = data['tenor'].apply(lambda x: x.lower()+'r')
- data['index'] = data['index'].apply(lambda x: name_mapping[x] if x in name_mapping else np.NaN)
- data = data.dropna(subset=['index'])
- data['close_spread'] *= 100
- data['model_spread'] *= 100
+ data[col] = data[col].str.replace("%", "").astype("float")
+ data["tenor"] = data["tenor"].apply(lambda x: x.lower() + "r")
+ data["index"] = data["index"].apply(
+ lambda x: name_mapping[x] if x in name_mapping else np.NaN
+ )
+ data = data.dropna(subset=["index"])
+ data["close_spread"] *= 100
+ data["model_spread"] *= 100
## we renumbered the version for HY9, 10 and 11
- data.loc[data.series.isin([9, 10, 11]) & (data.index=='HY'), 'version'] -= 3
- #data = data.groupby(['index', 'series', 'tenor', 'date'], as_index=False).last()
- data['source'] = 'MKIT'
- data[ext_cols].to_sql('index_quotes_pre', engine, if_exists='append', index=False)
+ data.loc[data.series.isin([9, 10, 11]) & (data.index == "HY"), "version"] -= 3
+ # data = data.groupby(['index', 'series', 'tenor', 'date'], as_index=False).last()
+ data["source"] = "MKIT"
+ data[ext_cols].to_sql(
+ "index_quotes_pre", engine, if_exists="append", index=False
+ )
+
def insert_tranche(engine, workdate=None):
"""insert Markit index quotes into the database
@@ -178,30 +240,53 @@ def insert_tranche(engine, workdate=None):
:type workdate: pd.Timestamp
"""
- basedir = os.path.join(os.environ['BASE_DIR'], 'Tranche_data', 'Composite_reports')
- filenames = [os.path.join(basedir, f) for f in os.listdir(basedir) if f.startswith('Tranche Composites')]
- index_version = pd.read_sql_table("index_version", engine, index_col='redindexcode')
+ basedir = os.path.join(os.environ["BASE_DIR"], "Tranche_data", "Composite_reports")
+ filenames = [
+ os.path.join(basedir, f)
+ for f in os.listdir(basedir)
+ if f.startswith("Tranche Composites")
+ ]
+ index_version = pd.read_sql_table("index_version", engine, index_col="redindexcode")
for f in filenames:
- if workdate is None or \
- datetime.datetime.fromtimestamp(os.path.getmtime(f)).date()==(workdate+BDay(1)).date():
- df = pd.read_csv(f, skiprows=2, parse_dates=['Date'])
- df.rename(columns={'Date':'quotedate',
- 'Index Term':'tenor',
- 'Attachment':'attach',
- 'Detachment':'detach',
- 'Tranche Upfront Bid': 'upfront_bid',
- 'Tranche Upfront Mid': 'upfront_mid',
- 'Tranche Upfront Ask': 'upfront_ask',
- 'Index Price Mid': 'index_price',
- 'Tranche Spread Mid': 'tranche_spread',
- 'Red Code':'redindexcode'}, inplace=True)
- df.attach = df.attach *100
- df.detach = df.detach * 100
- df.tranche_spread = df.tranche_spread*10000
- df.tenor = df.tenor.str.lower() + 'r'
- df.set_index('redindexcode', inplace=True)
- df = df.join(index_version)
- df = df.filter(['basketid', 'quotedate', 'tenor', 'attach', 'detach',
- 'upfront_bid', 'upfront_ask', 'upfront_mid',
- 'tranche_spread', 'index_price'])
- df.to_sql('markit_tranche_quotes', engine, if_exists='append', index=False)
+ if (
+ workdate is None
+ or datetime.datetime.fromtimestamp(os.path.getmtime(f)).date()
+ == (workdate + BDay(1)).date()
+ ):
+ df = pd.read_csv(f, skiprows=2, parse_dates=["Date"])
+ df.rename(
+ columns={
+ "Date": "quotedate",
+ "Index Term": "tenor",
+ "Attachment": "attach",
+ "Detachment": "detach",
+ "Tranche Upfront Bid": "upfront_bid",
+ "Tranche Upfront Mid": "upfront_mid",
+ "Tranche Upfront Ask": "upfront_ask",
+ "Index Price Mid": "index_price",
+ "Tranche Spread Mid": "tranche_spread",
+ "Red Code": "redindexcode",
+ },
+ inplace=True,
+ )
+ df.attach = df.attach * 100
+ df.detach = df.detach * 100
+ df.tranche_spread = df.tranche_spread * 10000
+ df.tenor = df.tenor.str.lower() + "r"
+ df.set_index("redindexcode", inplace=True)
+ df = df.join(index_version)
+ df = df.filter(
+ [
+ "basketid",
+ "quotedate",
+ "tenor",
+ "attach",
+ "detach",
+ "upfront_bid",
+ "upfront_ask",
+ "upfront_mid",
+ "tranche_spread",
+ "index_price",
+ ]
+ )
+ df.to_sql("markit_tranche_quotes", engine, if_exists="append", index=False)
diff --git a/python/markit/loans.py b/python/markit/loans.py
index 3e6766cd..5eae5334 100644
--- a/python/markit/loans.py
+++ b/python/markit/loans.py
@@ -8,21 +8,30 @@ from psycopg2 import IntegrityError
logger = logging.getLogger(__name__)
+
def download_facility(workdate, payload):
- r = requests.post('https://loans.markit.com/loanx/LoanXFacilityUpdates.csv',
- params=payload)
- facility_filename = os.path.join(os.environ['DATA_DIR'], "Facility files", "facility_{0}.csv".format(workdate))
+ r = requests.post(
+ "https://loans.markit.com/loanx/LoanXFacilityUpdates.csv", params=payload
+ )
+ facility_filename = os.path.join(
+ os.environ["DATA_DIR"], "Facility files", "facility_{0}.csv".format(workdate)
+ )
with open(facility_filename, "wb") as fh:
fh.write(r.content)
-@with_connection('etdb')
+
+@with_connection("etdb")
def insert_facility(conn, workdate):
- facility_filename = os.path.join(os.environ['DATA_DIR'], "Facility files", "facility_{0}.csv".format(workdate))
- sqlstring = "INSERT INTO markit_facility VALUES( {0} )".format( ",".join(["%s"] * 13))
- with open( facility_filename, "r") as fh:
+ facility_filename = os.path.join(
+ os.environ["DATA_DIR"], "Facility files", "facility_{0}.csv".format(workdate)
+ )
+ sqlstring = "INSERT INTO markit_facility VALUES( {0} )".format(
+ ",".join(["%s"] * 13)
+ )
+ with open(facility_filename, "r") as fh:
reader = csv.reader(fh)
header = next(reader)
- if 'Authentication failed' in header:
+ if "Authentication failed" in header:
logger.error("Couldn't authenticate")
raise SystemExit
with conn.cursor() as c:
@@ -36,42 +45,60 @@ def insert_facility(conn, workdate):
else:
conn.commit()
-@with_connection('etdb')
+
+@with_connection("etdb")
def download_marks(conn, workdate, payload):
- r = requests.post('https://loans.markit.com/loanx/LoanXMarks.csv',
- params=payload)
- marks_filename = os.path.join(os.environ['DATA_DIR'], "markit", "markit_data_{0}.csv".format(workdate))
+ r = requests.post("https://loans.markit.com/loanx/LoanXMarks.csv", params=payload)
+ marks_filename = os.path.join(
+ os.environ["DATA_DIR"], "markit", "markit_data_{0}.csv".format(workdate)
+ )
with open(marks_filename, "wb") as fh:
fh.write(r.content)
- sqlstring = "INSERT INTO markit_prices VALUES( {0} )".format(",".join([ "%s" ] * 5))
+ sqlstring = "INSERT INTO markit_prices VALUES( {0} )".format(",".join(["%s"] * 5))
with open(marks_filename, "r") as fh:
reader = csv.DictReader(fh)
- if 'Authentication failed' in reader.fieldnames[0]:
+ if "Authentication failed" in reader.fieldnames[0]:
logger.error("Couldn't authenticate")
raise SystemExit
with conn.cursor() as c:
for line in reader:
- if line['Depth'] == 'implied':
- line['Depth'] = 0
- c.execute(sqlstring, (line['LoanX ID'], line['Bid'], line['Offer'],
- line['Depth'], line['Mark Date']))
+ if line["Depth"] == "implied":
+ line["Depth"] = 0
+ c.execute(
+ sqlstring,
+ (
+ line["LoanX ID"],
+ line["Bid"],
+ line["Offer"],
+ line["Depth"],
+ line["Mark Date"],
+ ),
+ )
conn.commit()
-@with_connection('etdb')
+
+@with_connection("etdb")
def update_facility(conn, workdate, payload):
- #we update the missing facility loanxids
- sqlstring = "SELECT loanxid FROM markit_prices EXCEPT SELECT loanxid FROM markit_facility";
- facility_diff_filename = os.path.join(os.environ['DATA_DIR'], "Facility files",
- "facility_diff_{0}.csv".format(workdate))
- with open( facility_diff_filename, "wt") as fh:
+ # we update the missing facility loanxids
+ sqlstring = (
+ "SELECT loanxid FROM markit_prices EXCEPT SELECT loanxid FROM markit_facility"
+ )
+ facility_diff_filename = os.path.join(
+ os.environ["DATA_DIR"],
+ "Facility files",
+ "facility_diff_{0}.csv".format(workdate),
+ )
+ with open(facility_diff_filename, "wt") as fh:
flag = False
with conn.cursor() as c:
c.execute(sqlstring)
for loanxid in c:
- payload.update({'LOANXID': loanxid[0]})
- r = requests.post('https://loans.markit.com/loanx/LoanXOneFacility.csv',
- params=payload)
- header, *rest = r.content.decode().split('\n')
+ payload.update({"LOANXID": loanxid[0]})
+ r = requests.post(
+ "https://loans.markit.com/loanx/LoanXOneFacility.csv",
+ params=payload,
+ )
+ header, *rest = r.content.decode().split("\n")
if flag:
fh.write(rest[0] + "\n")
else:
@@ -79,9 +106,11 @@ def update_facility(conn, workdate, payload):
fh.write(rest[0] + "\n")
flag = True
- sqlstring = "INSERT INTO markit_facility(LoanXID, PMDID, IssuerName, dealname, facility_type," \
- "loanx_facility_type, initial_amount, initial_spread, maturity, industry, modified_time)" \
- "VALUES( {0} )".format( ",".join( ["%s"] * 11))
+ sqlstring = (
+ "INSERT INTO markit_facility(LoanXID, PMDID, IssuerName, dealname, facility_type,"
+ "loanx_facility_type, initial_amount, initial_spread, maturity, industry, modified_time)"
+ "VALUES( {0} )".format(",".join(["%s"] * 11))
+ )
try:
with open(facility_diff_filename, "r") as fh:
reader = csv.reader(fh)
@@ -89,7 +118,7 @@ def update_facility(conn, workdate, payload):
with conn.cursor() as c:
for line in reader:
newline = [v or None for v in line] + [workdate]
- newline.pop(9) # remove the spread to maturity value
+ newline.pop(9) # remove the spread to maturity value
c.execute(sqlstring, newline)
conn.commit()
except StopIteration:
diff --git a/python/markit/utils.py b/python/markit/utils.py
deleted file mode 100644
index 6f6c6770..00000000
--- a/python/markit/utils.py
+++ /dev/null
@@ -1,6 +0,0 @@
-import pandas as pd
-from pandas.tseries.offsets import BDay
-
-def default_date():
- d = pd.datetime.today() - BDay(1)
- return d.date()
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-22 07:53:52 +0000