diff options
Diffstat (limited to 'python/analytics/__init__.py')
| -rw-r--r-- | python/analytics/__init__.py | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py index 301b6f2a..7df8df50 100644 --- a/python/analytics/__init__.py +++ b/python/analytics/__init__.py @@ -42,8 +42,12 @@ def on_the_run(index: str, value_date: datetime.date = datetime.date.today()) -> def init_ontr(value_date: datetime.date = datetime.date.today()) -> None: global _ontr, _beta - _ontr = CreditIndex("HY", on_the_run("HY", value_date), "5yr", value_date) - _ontr.mark() + _ontr = { + k: CreditIndex(k, on_the_run(k, value_date), "5yr", value_date) + for k in ("HY", "IG", "EU", "XO") + } + for k, index in _ontr.items(): + index.mark() r = dawn_engine.execute( "SELECT DISTINCT ON (asset_class) " "asset_class, beta FROM beta " |