diff options
Diffstat (limited to 'python/calibrate_tranches_BC.py')
| -rw-r--r-- | python/calibrate_tranches_BC.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index dd87bfb8..fdeb033e 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -32,6 +32,8 @@ def build_sql_str(df): if __name__ == "__main__": logging.basicConfig(level=logging.INFO, + filename=os.path.join(os.environ["LOG_DIR"], + f"calib_tranches_{datetime.date.today()}.log"), format='%(asctime)s - %(name)s - %(levelname)s - %(message)s') logger = logging.getLogger('tranche_calib') parser = argparse.ArgumentParser() @@ -113,7 +115,7 @@ if __name__ == "__main__": data = {} for d in dr: - logger.debug(d.date()) + logger.debug(f"calibrating for {d.date()}") try: if tranche_index is None: tranche_index = TrancheBasket(index, series, tenor, value_date=d.date()) |
