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Diffstat (limited to 'python/calibrate_swaption.py')
| -rw-r--r-- | python/calibrate_swaption.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/calibrate_swaption.py b/python/calibrate_swaption.py index 7ab64176..6ae82745 100644 --- a/python/calibrate_swaption.py +++ b/python/calibrate_swaption.py @@ -1,13 +1,15 @@ import pandas as pd import argparse from analytics import Index, Swaption +import datetime from db import dbconn from joblib import Parallel, delayed from pickle import loads, dumps +from psycopg2.extensions import register_adapter serenitasdb = dbconn('serenitasdb') -def get_data(index, series, date = "'-infinity'::date"): +def get_data(index, series, date = datetime.date.min): df = pd.read_sql("SELECT * from swaption_ref_quotes JOIN swaption_quotes " \ "USING (quotedate, index, series, expiry) WHERE index=%s and series=%s " \ "and quotedate >=%s ORDER BY quotedate", |