diff options
Diffstat (limited to 'python/analytics/tranche_basket.py')
| -rw-r--r-- | python/analytics/tranche_basket.py | 43 |
1 files changed, 21 insertions, 22 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 0a4ae8ae..64fc03dd 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -6,7 +6,7 @@ from .tranche_functions import ( from .index_data import get_tranche_quotes from .utils import memoize, build_table from collections import namedtuple -from db import dbconn +from .db import dawn_engine, serenitas_engine from copy import deepcopy from lru import LRU from pyisda.date import cds_accrued @@ -80,13 +80,11 @@ class DualCorrTranche(): @classmethod def from_tradeid(cls, trade_id): - with dbconn('dawndb') as conn: - with conn.cursor() as c: - c.execute("SELECT * FROM cds LEFT JOIN index_desc " - "ON security_id = redindexcode AND " - "cds.maturity = index_desc.maturity " - "WHERE id=%s", (trade_id,)) - rec = c.fetchone() + r = dawn_engine.execute("SELECT * FROM cds LEFT JOIN index_desc " + "ON security_id = redindexcode AND " + "cds.maturity = index_desc.maturity " + "WHERE id=%s", (trade_id,)) + rec = r.fetchone() instance = cls(rec['index'], rec['series'], rec['tenor'], attach=rec['attach'], detach=rec['detach'], @@ -265,20 +263,21 @@ class DualCorrTranche(): "WHERE a.index=%s AND a.series=%s AND a.tenor=%s " "AND quotedate::date=%s " "AND (a.detach = %s OR a.attach = %s) ORDER BY a.attach") - with dbconn('serenitasdb') as conn: - with conn.cursor() as c: - c.execute(sql_string, (self.index_type, self.series, - self.tenor, self.value_date, - self.attach, self.attach)) - if self.attach == 0: - self._tranche_id, self.rho[1] = next(c) - elif self.detach == 100: - self._tranche_id, self.rho[0] = next(c) - else: - self.rho = [] - for tranche_id, corr in c: - self.rho.append(corr) - self._tranche_id = tranche_id + conn = serenitas_engine.raw_connection() + with conn.cursor() as c: + c.execute(sql_string, (self.index_type, self.series, + self.tenor, self.value_date, + self.attach, self.attach)) + if self.attach == 0: + self._tranche_id, self.rho[1] = next(c) + elif self.detach == 100: + self._tranche_id, self.rho[0] = next(c) + else: + self.rho = [] + for tranche_id, corr in c: + self.rho.append(corr) + self._tranche_id = tranche_id + conn.close() @property def tranche_factor(self): |