diff options
Diffstat (limited to 'python/calibrate_tranches_BC.py')
| -rw-r--r-- | python/calibrate_tranches_BC.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index b1a06de5..361f1bfb 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -1,11 +1,9 @@ -from serenitas.utils.db import dbconn from serenitas.analytics.tranche_basket import TrancheBasket, MarkitTrancheBasket from serenitas.analytics.utils import prev_business_day import datetime import logging import numpy as np import pandas as pd -from pathlib import Path from yaml import full_load import argparse @@ -38,6 +36,8 @@ def build_sql_str(df, use_markit=False): if __name__ == "__main__": from serenitas.utils import SerenitasFileHandler + from serenitas.utils.db import dbconn + from serenitas.utils.env import CONFIG_DIR logger = logging.getLogger("tranche_calib") parser = argparse.ArgumentParser() @@ -76,7 +76,6 @@ if __name__ == "__main__": if args.markit: TrancheBasket = MarkitTrancheBasket - CODE_DIR = Path(__file__).absolute().parent.parent if not args.debug: handler = SerenitasFileHandler(f"calib_tranches_{datetime.date.today()}.log") else: @@ -131,7 +130,7 @@ if __name__ == "__main__": raise ValueError("Please provide an index to run") config = {"runs": [(args.index, args.tenor, args.skewtype)]} else: - with (CODE_DIR / "etc" / args.config).open("r") as fh: + with (CONFIG_DIR / args.config).open("r") as fh: config = full_load(fh) for index, tenor, skewtype in config["runs"]: |