diff options
Diffstat (limited to 'python/analytics/index_data.py')
| -rw-r--r-- | python/analytics/index_data.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index a31b65cd..17967f6e 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -252,19 +252,17 @@ def get_singlenames_curves( return fun(index_type, series, min(datetime.date.today(), trade_date), tenors) -def get_singlenames_curves_prebuilt(index_type, series, trade_date): +def get_singlenames_curves_prebuilt(conn, index_type, series, trade_date): """ load cds curves directly from cds_curves table """ if isinstance(trade_date, datetime.datetime): trade_date = trade_date.date() trade_date = adjust_prev_business_day(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) return r |