1 files changed, 8 insertions, 1 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py
index 8875a11d..86c80816 100644
--- a/python/analytics/__init__.py
+++ b/python/analytics/__init__.py
@@ -1,4 +1,3 @@
-from .curve_trades import on_the_run
 from .index import CreditIndex, ForwardIndex
 from .option import (BlackSwaption, Swaption, ATMstrike, ProbSurface,
                      QuoteSurface, VolSurface, BlackSwaptionVolSurface)
@@ -8,6 +7,14 @@ 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 "
+                                 "and issue_date <= %s",
+                                 (index, value_date))
+    series, = r.fetchone()
+    return series
 
 def init_ontr(value_date=datetime.date.today()):
     global _ontr, _beta