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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 2505513b..4a5ce710 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 _engine +from .db import serenitas_engine from .utils import tenor_t from functools import partial from pyisda.credit_index import CreditIndex @@ -42,14 +42,14 @@ class BasketIndex(CreditIndex): "issue_date "\ "FROM index_maturity " \ "WHERE index=%s AND series=%s", - _engine, + serenitas_engine, index_col='tenor', params=(index_type, series), parse_dates=['maturity', 'issue_date']) if self.index_desc.empty: raise ValueError(f"Index {index_type} {series} doesn't exist") self._index_version = tuple(tuple(r.values()) for r in - _engine.execute( + serenitas_engine.execute( "SELECT lastdate," " indexfactor/100 AS factor," " cumulativeloss/100 AS cum_loss," |