diff options
| -rw-r--r-- | python/analytics/__init__.py | 5 | ||||
| -rw-r--r-- | python/analytics/basket_index.py | 2 | ||||
| -rw-r--r-- | python/analytics/db.py | 1 | ||||
| -rw-r--r-- | python/analytics/index.py | 2 | ||||
| -rw-r--r-- | python/analytics/index_data.py | 2 | ||||
| -rw-r--r-- | python/analytics/ir_swaption.py | 2 | ||||
| -rw-r--r-- | python/analytics/option.py | 2 | ||||
| -rw-r--r-- | python/analytics/tranche_basket.py | 2 | ||||
| -rw-r--r-- | python/risk/__main__.py | 1 | ||||
| -rw-r--r-- | python/risk/swaptions.py | 3 | ||||
| -rw-r--r-- | python/yieldcurve.py | 2 |
11 files changed, 13 insertions, 11 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py index 4ca3b19f..ccb135f0 100644 --- a/python/analytics/__init__.py +++ b/python/analytics/__init__.py @@ -1,3 +1,7 @@ +import sys +sys.path.append("..") +from utils.db import serenitas_engine, dawn_engine, dbconn, DataError, serenitas_pool + from .index import CreditIndex, ForwardIndex from .option import (BlackSwaption, Swaption, ATMstrike, ProbSurface, QuoteSurface, VolSurface, BlackSwaptionVolSurface) @@ -7,7 +11,6 @@ from .tranche_basket import DualCorrTranche, TrancheBasket from .ir_swaption import IRSwaption import datetime -from db import serenitas_engine def on_the_run(index, value_date=datetime.date.today()): r = serenitas_engine.execute("SELECT max(series) FROM index_maturity WHERE index=%s " diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 6e4ec262..7dd58c61 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -1,5 +1,5 @@ from .index_data import get_index_quotes, get_singlenames_curves -from .db import serenitas_engine +from . import serenitas_engine from .utils import tenor_t from functools import partial from pyisda.cdsone import upfront_charge, spread_from_upfront diff --git a/python/analytics/db.py b/python/analytics/db.py deleted file mode 100644 index fd19833e..00000000 --- a/python/analytics/db.py +++ /dev/null @@ -1 +0,0 @@ -from db import serenitas_engine, dawn_engine, DataError, serenitas_pool diff --git a/python/analytics/index.py b/python/analytics/index.py index 73d7c9bb..33eb4327 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -4,7 +4,7 @@ import datetime import pandas as pd from .credit_default_swap import CreditDefaultSwap -from .db import serenitas_engine, dawn_engine, DataError +from . import serenitas_engine, dawn_engine, DataError try: from bbg_helpers import BBG_IP, retrieve_data, init_bbg_session except ModuleNotFoundError: diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 391103a0..beff0647 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -1,4 +1,4 @@ -from .db import serenitas_engine, serenitas_pool +from . import serenitas_engine, serenitas_pool from dates import bond_cal import numpy as np diff --git a/python/analytics/ir_swaption.py b/python/analytics/ir_swaption.py index 3a3a7581..762625f4 100644 --- a/python/analytics/ir_swaption.py +++ b/python/analytics/ir_swaption.py @@ -1,4 +1,4 @@ -from db import dbconn +from . import dbconn from quantlib.indexes.api import UsdLiborSwapIsdaFixAm from quantlib.quotes import SimpleQuote from quantlib.time.api import Date, Period, Years, pydate_from_qldate diff --git a/python/analytics/option.py b/python/analytics/option.py index c334a47e..816eb79b 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -11,7 +11,7 @@ from .exceptions import MissingDataError from .sabr import sabr from .utils import GHquad, build_table, bus_day from .index import g, ForwardIndex, CreditIndex -from .db import serenitas_engine, dawn_engine +from . import serenitas_engine, dawn_engine from .utils import memoize from pandas.tseries.offsets import BDay diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 56d5b0f2..c7f3e874 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -7,7 +7,7 @@ from .exceptions import MissingDataError from .index_data import get_tranche_quotes from .utils import memoize, build_table, bus_day, next_twentieth from collections import namedtuple -from .db import dawn_engine, serenitas_engine, serenitas_pool +from . import dawn_engine, serenitas_engine, serenitas_pool from copy import deepcopy from dateutil.relativedelta import relativedelta from lru import LRU diff --git a/python/risk/__main__.py b/python/risk/__main__.py index bc105963..daf4ab27 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -7,6 +7,7 @@ from pandas.tseries.offsets import BDay from .subprime import get_rmbs_portfolio, subprime_risk from .swaptions import get_swaption_portfolio, insert_swaption_portfolio from .tranches import get_tranche_portfolio, insert_tranche_portfolio +from . import SerenitasFileHandler parser = argparse.ArgumentParser() parser.add_argument('workdate', nargs='?', diff --git a/python/risk/swaptions.py b/python/risk/swaptions.py index df27a3c5..a90dad20 100644 --- a/python/risk/swaptions.py +++ b/python/risk/swaptions.py @@ -1,7 +1,6 @@ import logging -from analytics import Portfolio, BlackSwaption -from db import DataError +from analytics import Portfolio, BlackSwaption, DataError from psycopg2 import sql logger = logging.getLogger(__name__) diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 4491fa5f..aebb2c64 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -19,7 +19,7 @@ from quantlib.time.date import pydate_from_qldate import numpy as np from quantlib.quotes import SimpleQuote -from db import dbconn, serenitas_engine +from utils.db import dbconn, serenitas_engine from pyisda.curve import YieldCurve from pyisda.date import BadDay import warnings |