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Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index e366c51b..5e764b68 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -10,7 +10,7 @@ from db import dbengine from .black import black, Nx from .sabr import sabr from .utils import GHquad, build_table -from .index import g, ForwardIndex, Index, engine +from .index import g, ForwardIndex, Index, _engine from yieldcurve import roll_yc from pandas.tseries.offsets import BDay @@ -464,7 +464,7 @@ class VolatilitySurface(ForwardIndex): "WHERE quotedate::date = %s AND index= %s AND series = %s " \ "AND quote_source != 'SG' " \ "ORDER BY quotedate DESC", - engine, + _engine, parse_dates = ['quotedate', 'expiry'], params=(trade_date, index_type.upper(), series)) self._quotes.loc[(self._quotes.quote_source == "GS") & (self._quotes['index'] =="HY"), |