diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/portfolio.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index c54b5b70..42551476 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -1,9 +1,11 @@ from .index import CreditIndex from .option import BlackSwaption from .tranche_basket import DualCorrTranche -from warnings import warn import pandas as pd import numpy as np +import logging + +logger = logging.getLogger(__name__) def portf_repr(method): def f(*args): @@ -42,7 +44,7 @@ class Portfolio: value_dates = set(t.value_date for t in self.trades) self._value_date = value_dates.pop() if len(value_dates) >= 1: - warn(f"not all instruments have the same trade date, picking {self._value_date}") + logger.warn(f"not all instruments have the same trade date, picking {self._value_date}") def add_trade(self, trades, trade_ids): self.trades.append(trades) |