1 files changed, 15 insertions, 11 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py
index 189df871..22862bdf 100644
--- a/python/analytics/index_data.py
+++ b/python/analytics/index_data.py
@@ -4,6 +4,7 @@ import numpy as np
 
 from analytics.utils import roll_date, previous_twentieth
 from pandas.tseries.offsets import BDay
+from functools import lru_cache
 from pyisda.curve import SpreadCurve, fill_curve
 from multiprocessing import Pool
 from yieldcurve import get_curve
@@ -156,18 +157,21 @@ def build_curves_dist(quotes, args, workers=4):
         r = pool.starmap(build_curve, [(q, *args) for q in quotes], 30)
     return r
 
-def get_singlenames_curves(index_type, series, trade_date):
-    end_dates = roll_date(trade_date, [0.5, 1, 2, 3, 4, 5, 7, 10], nd_array=True)
-    sn_quotes = get_singlenames_quotes("{}{}".format(index_type.lower(), series),
-                                       trade_date.date())
+@lru_cache(maxsize=16)
+def _get_singlenames_curves(index_type, series, trade_date):
+    tenors = np.array([0.5, 1, 2, 3, 4, 5, 7, 10])
+    sn_quotes = get_singlenames_quotes(f"{index_type.lower()}{series}",
+                                       trade_date)
     currency = "EUR" if index_type in ["XO", "EU"] else "USD"
-    jp_yc = get_curve(trade_date, currency)
-    start_date = previous_twentieth(trade_date)
-    step_in_date = trade_date + datetime.timedelta(days=1)
-    value_date = pd.Timestamp(trade_date) + 3 * BDay()
-    args = (trade_date, jp_yc, start_date, step_in_date, value_date, end_dates)
-    curves = build_curves_dist(sn_quotes, args)
-    return curves, args
+    args = (tenors, currency)
+    return build_curves(sn_quotes, args)
+
+def get_singlenames_curves(index_type, series, trade_date):
+    tenors = np.array([0.5, 1, 2, 3, 4, 5, 7, 10])
+    if isinstance(trade_date, pd.Timestamp):
+        trade_date = trade_date.date()
+    return _get_singlenames_curves(index_type, series,
+                                   min(datetime.date.today(), trade_date))
 
 def get_tranche_quotes(index_type, series, tenor, date=datetime.date.today()):
     conn = dbconn('serenitasdb')