diff options
Diffstat (limited to 'python/cds_curve.py')
| -rw-r--r-- | python/cds_curve.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/cds_curve.py b/python/cds_curve.py index d7313e5c..a0d14089 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -38,7 +38,7 @@ def build_curve(r, today_date, yc, start_date, step_in_date, value_date, end_dat sc = fill_curve(sc, end_dates) except ValueError as e: print(e) - import pdb;pdb.set_trace() + return (r['cds_ticker'], None) return (r['cds_ticker'], sc) def grouper(iterable, n, fillvalue=None): @@ -58,7 +58,7 @@ def build_curves(quotes, args): return [build_curve(q, *args) for q in quotes if q is not None] def get_singlenames_curves(index_type, series, trade_date): - end_dates = roll_date(trade_date, [1, 2, 3, 4, 5, 7, 10]) + end_dates = roll_date(trade_date, [1, 2, 3, 4, 5, 7, 10], nd_array=True) sn_quotes = get_singlenames_quotes("{}{}".format(index_type.lower(), series), trade_date.date()) Settings().evaluation_date = Date.from_datetime(trade_date) |