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Diffstat (limited to 'python/calibrate_tranches_BC.py')
| -rw-r--r-- | python/calibrate_tranches_BC.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index b552dde4..16d9ba28 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -11,7 +11,8 @@ from pickle import load as pload import argparse def get_lastdate(conn, index, series, tenor): - sql_str = ("SELECT max(date)::date + 1 AS date FROM risk_numbers " + sql_str = ("SELECT (max(date) AT TIME ZONE 'America/New_York')::date + 1 " + "AS date FROM risk_numbers " "WHERE index=%s and series = %s and tenor = %s") with conn.cursor() as c: c.execute(sql_str, (index, series, tenor)) |