diff options
Diffstat (limited to 'python/analytics/index_data.py')
| -rw-r--r-- | python/analytics/index_data.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 439f80fc..48aa9331 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -120,7 +120,8 @@ def index_returns(df=None, index=None, series=None, tenor=None, from_date=None, pct_change(periods=per)) df.columns = ['spread_return', 'price_return'] df = df.groupby(level=['date', 'index', 'series', 'tenor']).nth(0) - coupon_data = pd.read_sql_query("SELECT index, series, tenor, coupon * 1e-4 AS coupon, maturity FROM " + coupon_data = pd.read_sql_query("SELECT index, series, tenor, coupon * 1e-4 AS coupon, " + "maturity FROM " "index_maturity WHERE coupon is NOT NULL", _engine, index_col=['index', 'series', 'tenor']) |