diff options
Diffstat (limited to 'python/analytics/index_data.py')
| -rw-r--r-- | python/analytics/index_data.py | 10 |
1 files changed, 5 insertions, 5 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 0fd06ff0..8c769a03 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -1,4 +1,4 @@ -from .db import serenitas_engine +from .db import serenitas_engine, serenitas_pool from dates import bond_cal import numpy as np @@ -158,7 +158,6 @@ def build_curve(r, tenors, currency="USD"): spread_curve = 1e-4 * np.array(r['spread_curve'], dtype='float') upfront_curve = 1e-2 * np.array(r['upfront_curve'], dtype='float') recovery_curve = np.array(r['recovery_curve'], dtype='float') - yc = get_curve(r['date'], currency) try: sc = SpreadCurve(r['date'], yc, None, None, None, @@ -203,8 +202,9 @@ def get_singlenames_curves(index_type, series, trade_date, def get_tranche_quotes(index_type, series, tenor, date=datetime.date.today()): - conn = serenitas_engine.raw_connection() + conn = serenitas_pool.getconn() with conn.cursor() as c: c.callproc("get_tranche_quotes", (index_type, series, tenor, date)) - return pd.DataFrame.from_records(dict(d) for d in c) - conn.close() + df = pd.DataFrame.from_records(dict(d) for d in c) + serenitas_pool.putconn(conn) + return df |