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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index e099ef5d..64f6efc5 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -1,6 +1,6 @@ from index_data import (get_index_quotes, get_singlenames_curves, - get_tranche_quotes, _serenitas_engine) -from .tranche_functions import credit_schedule + get_tranche_quotes) +from .db import _engine from dateutil.relativedelta import relativedelta from pyisda.credit_index import CreditIndex from typing import List @@ -31,7 +31,7 @@ class BasketIndex(CreditIndex): "issue_date "\ "FROM index_maturity " \ "WHERE index=%s AND series=%s", - _serenitas_engine, + _engine, index_col='tenor', params=(index_type, series), parse_dates=['maturity', 'issue_date']) @@ -39,7 +39,7 @@ class BasketIndex(CreditIndex): "FROM index_version " \ "WHERE index=%s AND series = %s" \ "ORDER BY lastdate", - _serenitas_engine, + _engine, index_col='lastdate', params=(index_type, series), parse_dates=['lastdate']) |