diff options
Diffstat (limited to 'python/cds_curve.py')
| -rw-r--r-- | python/cds_curve.py | 11 |
1 files changed, 10 insertions, 1 deletions
diff --git a/python/cds_curve.py b/python/cds_curve.py index 1c1c2418..69157513 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -49,7 +49,8 @@ def calibrate_portfolio(index_type, series, tenors=['3yr', '5yr', '7yr', '10yr'] if __name__ == "__main__": enable_logging() import argparse - import sys + import logging + import os parser = argparse.ArgumentParser() parser.add_argument('index', help="index type (IG, HY, EU or XO)") parser.add_argument('series', help="series", type=int) @@ -68,7 +69,15 @@ if __name__ == "__main__": start_date, = c.fetchone() else: start_date = None + fh = logging.FileHandler(filename=os.path.join(os.getenv("LOG_DIR"), "index_curves.log")) + formatter = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s") + fh.setFormatter(formatter) + loggers = [logging.getLogger("analytics"), logging.getLogger("index_curves")] + for logger in loggers: + logger.setLevel(logging.INFO) + logger.addHandler(fh) + loggers[1].info(f"filling {index} {series}") g = calibrate_portfolio(index, series, ['3yr', '5yr', '7yr', '10yr'], start_date) with conn.cursor() as c: |