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Diffstat (limited to 'python/analytics/curve_trades.py')
| -rw-r--r-- | python/analytics/curve_trades.py | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/python/analytics/curve_trades.py b/python/analytics/curve_trades.py index 73be4ab5..9fe7da00 100644 --- a/python/analytics/curve_trades.py +++ b/python/analytics/curve_trades.py @@ -10,15 +10,17 @@ from itertools import chain from copy import deepcopy from matplotlib import cm +import datetime import pandas as pd import math import statsmodels.formula.api as smf import numpy as np import matplotlib.pyplot as plt -def on_the_run(index): - r = serenitas_engine.execute("SELECT max(series) FROM index_version WHERE index=%s", - (index,)) +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 |