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Diffstat (limited to 'python/analytics/index_data.py')
| -rw-r--r-- | python/analytics/index_data.py | 10 |
1 files changed, 10 insertions, 0 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index fc660df6..ae4ec982 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -251,6 +251,16 @@ def get_singlenames_curves( return fun(index_type, series, min(datetime.date.today(), trade_date), tenors) +def get_singlenames_curves2(index_type, series, trade_date): + conn = serenitas_pool.getconn() + with conn.cursor() as c: + c.execute( + "SELECT * FROM index_curves(%s, %s)", (f"{index_type}{series}", trade_date) + ) + r = [(w, SpreadCurve.from_bytes(b, True)) for w, b in c] + serenitas_pool.putconn(conn) + + def get_tranche_quotes( index_type, series, tenor, date=datetime.date.today(), source="Serenitas" ): |