diff options
Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 9 |
1 files changed, 3 insertions, 6 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index f75e0a93..c423f15c 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -5,13 +5,11 @@ import numpy as np import pandas as pd import analytics -from db import dbengine - from .black import black, Nx from .sabr import sabr from .utils import GHquad, build_table from .index import g, ForwardIndex, CreditIndex -from .db import _engine +from .db import serenitas_engine, dawn_engine from .utils import memoize from pandas.tseries.offsets import BDay @@ -79,8 +77,7 @@ class BlackSwaption(ForwardIndex): @classmethod def from_tradeid(cls, trade_id, index=None): - engine = dbengine('dawndb') - r = engine.execute("SELECT * from swaptions WHERE id=%s", (trade_id,)) + r = dawn_engine.execute("SELECT * from swaptions WHERE id=%s", (trade_id,)) rec = r.fetchone() if rec is None: return ValueError("trade_id doesn't exist") @@ -493,7 +490,7 @@ class QuoteSurface(): "WHERE quotedate::date = %s AND index= %s AND series = %s " "AND quote_source != 'SG' " "ORDER BY quotedate, strike", - _engine, + serenitas_engine, parse_dates=['quotedate', 'expiry'], params=(value_date, index_type.upper(), series)) self._quote_is_price = index_type == "HY" |