diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 9 |
1 files changed, 4 insertions, 5 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 56758693..da0063bc 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -4,7 +4,7 @@ import datetime import pandas as pd from .credit_default_swap import CreditDefaultSwap -from .db import _engine, dbengine, DataError +from .db import serenitas_engine, dawn_engine, DataError from bbg_helpers import BBG_IP, retrieve_data, init_bbg_session from pandas.tseries.offsets import BDay from pyisda.curve import SpreadCurve @@ -58,7 +58,7 @@ class CreditIndex(CreditDefaultSwap): raise ValueError("Not enough information to load the index.") try: df = pd.read_sql_query(sql_str, - _engine, + serenitas_engine, parse_dates=['lastdate', 'issue_date'], params=params) maturity = df.maturity[0] @@ -96,8 +96,7 @@ class CreditIndex(CreditDefaultSwap): @classmethod def from_tradeid(cls, trade_id): - engine = dbengine('dawndb') - r = engine.execute(""" + r = dawn_engine.execute(""" SELECT * FROM cds LEFT JOIN index_desc ON security_id = redindexcode AND cds.maturity = index_desc.maturity @@ -143,7 +142,7 @@ class CreditIndex(CreditDefaultSwap): ref_data = retrieve_data(session, [security], field) self.ref = ref_data[security][field] else: - run = _engine.execute("""SELECT * FROM index_quotes + run = serenitas_engine.execute("""SELECT * FROM index_quotes WHERE index=%s AND series=%s AND tenor=%s AND date=%s""", (self.index_type, self.series, self.tenor, self.value_date)) rec = run.fetchone() |