1 files changed, 31 insertions, 5 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py
index bab84901..808035f0 100644
--- a/python/calibrate_tranches_BC.py
+++ b/python/calibrate_tranches_BC.py
@@ -11,7 +11,7 @@ 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_new "
+    sql_str = ("SELECT max(date)::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))
@@ -36,20 +36,44 @@ if __name__ == "__main__":
     args = parser.parse_args()
     CODE_DIR = Path(os.environ['CODE_DIR'])
 
-    start_dates = {'ig19': datetime.date(2013, 5, 1),
+    start_dates = {# 'hy10': datetime.date(2014, 8, 11),
+                   # 'hy15': datetime.date(2014, 6, 10),
+                   # 'hy17': datetime.date(2013, 1, 1),
+                   # 'hy19': datetime.date(2013, 2, 1),
+                   # 'hy21': datetime.date(2013, 10, 4),
+                   # 'hy23': datetime.date(2014, 10, 16),
+                   # 'hy25': datetime.date(2015, 10, 1),
+                   # 'hy27': datetime.date(2016, 10, 4),
+                   # 'hy29': datetime.date(2017, 10, 3),
+                   # 'hy31': datetime.date(2018, 10, 2),
+                   'ig9': datetime.date(2013, 1, 1),
+                   'ig19': datetime.date(2013, 5, 1),
                    'ig21': datetime.date(2013, 9, 26),
                    'ig23': datetime.date(2014, 10, 14),
                    'ig25': datetime.date(2015, 9, 22),
                    'ig27': datetime.date(2016, 9, 27),
                    'ig29': datetime.date(2017, 9, 26),
-                   'ig31': datetime.date(2018, 9, 25)}
+                   'ig31': datetime.date(2018, 9, 25),
+                   'xo22': datetime.date(2014, 10, 20),
+                   'xo24': datetime.date(2015, 9, 28),
+                   'xo26': datetime.date(2016, 9, 27),
+                   'xo28': datetime.date(2017, 9, 28),
+                   'eu9':  datetime.date(2014, 9, 15),
+                   'eu19': datetime.date(2013, 4, 3),
+                   'eu21': datetime.date(2014, 3, 27),
+                   'eu22': datetime.date(2014, 10, 22),
+                   'eu24': datetime.date(2015, 9, 23),
+                   'eu26': datetime.date(2016, 9, 27),
+                   'eu28': datetime.date(2017, 9, 28),
+                   'eu30': datetime.date(2018, 9, 25),
+                   'xo30': datetime.date(2018, 9, 25)}
 
     serenitas_engine = dbengine('serenitasdb')
     serenitas_conn = serenitas_engine.raw_connection()
     if args.config is None:
         if args.index is None:
             raise ValueError("Please provide an index to run")
-        config = {'runs': [args.index, args.tenor]}
+        config = {'runs': [(args.index, args.tenor)]}
     else:
         with (CODE_DIR / "etc" / args.config).open("r") as fh:
             config = load(fh)
@@ -108,4 +132,6 @@ if __name__ == "__main__":
             df['corr01'] = tranche_index.tranche_corr01()
             del df['fwd_gamma']
             data[d] = df
-        pd.concat(data).to_sql("tranche_risk", serenitas_engine, if_exists='append', index=False)
+        if data:
+            (pd.concat(data).
+             to_sql("tranche_risk", serenitas_engine, if_exists='append', index=False))