aboutsummaryrefslogtreecommitdiffstats
path: root/python/analytics
diff options
context:
space:
mode:
Diffstat (limited to 'python/analytics')
-rw-r--r--python/analytics/__init__.py5
-rw-r--r--python/analytics/basket_index.py2
-rw-r--r--python/analytics/db.py1
-rw-r--r--python/analytics/index.py2
-rw-r--r--python/analytics/index_data.py2
-rw-r--r--python/analytics/ir_swaption.py2
-rw-r--r--python/analytics/option.py2
-rw-r--r--python/analytics/tranche_basket.py2
8 files changed, 10 insertions, 8 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py
index 4ca3b19f..ccb135f0 100644
--- a/python/analytics/__init__.py
+++ b/python/analytics/__init__.py
@@ -1,3 +1,7 @@
+import sys
+sys.path.append("..")
+from utils.db import serenitas_engine, dawn_engine, dbconn, DataError, serenitas_pool
+
from .index import CreditIndex, ForwardIndex
from .option import (BlackSwaption, Swaption, ATMstrike, ProbSurface,
QuoteSurface, VolSurface, BlackSwaptionVolSurface)
@@ -7,7 +11,6 @@ from .tranche_basket import DualCorrTranche, TrancheBasket
from .ir_swaption import IRSwaption
import datetime
-from db import serenitas_engine
def on_the_run(index, value_date=datetime.date.today()):
r = serenitas_engine.execute("SELECT max(series) FROM index_maturity WHERE index=%s "
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py
index 6e4ec262..7dd58c61 100644
--- a/python/analytics/basket_index.py
+++ b/python/analytics/basket_index.py
@@ -1,5 +1,5 @@
from .index_data import get_index_quotes, get_singlenames_curves
-from .db import serenitas_engine
+from . import serenitas_engine
from .utils import tenor_t
from functools import partial
from pyisda.cdsone import upfront_charge, spread_from_upfront
diff --git a/python/analytics/db.py b/python/analytics/db.py
deleted file mode 100644
index fd19833e..00000000
--- a/python/analytics/db.py
+++ /dev/null
@@ -1 +0,0 @@
-from db import serenitas_engine, dawn_engine, DataError, serenitas_pool
diff --git a/python/analytics/index.py b/python/analytics/index.py
index 73d7c9bb..33eb4327 100644
--- a/python/analytics/index.py
+++ b/python/analytics/index.py
@@ -4,7 +4,7 @@ import datetime
import pandas as pd
from .credit_default_swap import CreditDefaultSwap
-from .db import serenitas_engine, dawn_engine, DataError
+from . import serenitas_engine, dawn_engine, DataError
try:
from bbg_helpers import BBG_IP, retrieve_data, init_bbg_session
except ModuleNotFoundError:
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py
index 391103a0..beff0647 100644
--- a/python/analytics/index_data.py
+++ b/python/analytics/index_data.py
@@ -1,4 +1,4 @@
-from .db import serenitas_engine, serenitas_pool
+from . import serenitas_engine, serenitas_pool
from dates import bond_cal
import numpy as np
diff --git a/python/analytics/ir_swaption.py b/python/analytics/ir_swaption.py
index 3a3a7581..762625f4 100644
--- a/python/analytics/ir_swaption.py
+++ b/python/analytics/ir_swaption.py
@@ -1,4 +1,4 @@
-from db import dbconn
+from . import dbconn
from quantlib.indexes.api import UsdLiborSwapIsdaFixAm
from quantlib.quotes import SimpleQuote
from quantlib.time.api import Date, Period, Years, pydate_from_qldate
diff --git a/python/analytics/option.py b/python/analytics/option.py
index c334a47e..816eb79b 100644
--- a/python/analytics/option.py
+++ b/python/analytics/option.py
@@ -11,7 +11,7 @@ from .exceptions import MissingDataError
from .sabr import sabr
from .utils import GHquad, build_table, bus_day
from .index import g, ForwardIndex, CreditIndex
-from .db import serenitas_engine, dawn_engine
+from . import serenitas_engine, dawn_engine
from .utils import memoize
from pandas.tseries.offsets import BDay
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py
index 56d5b0f2..c7f3e874 100644
--- a/python/analytics/tranche_basket.py
+++ b/python/analytics/tranche_basket.py
@@ -7,7 +7,7 @@ from .exceptions import MissingDataError
from .index_data import get_tranche_quotes
from .utils import memoize, build_table, bus_day, next_twentieth
from collections import namedtuple
-from .db import dawn_engine, serenitas_engine, serenitas_pool
+from . import dawn_engine, serenitas_engine, serenitas_pool
from copy import deepcopy
from dateutil.relativedelta import relativedelta
from lru import LRU