diff options
Diffstat (limited to 'python/collateral_calc.py')
| -rw-r--r-- | python/collateral_calc.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 7b3ab6d3..de9f0960 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -2,7 +2,7 @@ import os import logging import pandas as pd -from db import dbengine +from db import dawn_engine from exchange import ExchangeMessage from exchangelib import HTMLBody from pathlib import Path @@ -147,7 +147,6 @@ def download_citi_emails(count=20): p.write_bytes(attach.content) def baml_collateral(d): - dawn_engine = dbengine("dawndb") df = pd.read_csv(DAILY_DIR / "BAML_reports" / f"OTC_Open_Positions_-_Credit_-_LMCG_{d:%Y%m%d}.CSV", usecols=['MTM', 'ACCRUEDCPN', 'VARMARGIN', 'REDCODE', @@ -229,7 +228,7 @@ def sg_collateral(d): df = df.groupby(['index_type', 'series', 'tenor'])['Collateral'].sum() positions = pd.read_sql_query("SELECT security_desc, folder, notional, currency " "FROM list_cds_positions_by_strat(%s)", - dbengine("dawndb"), params=(d.date(),)) + dawn_engine, params=(d.date(),)) instruments = positions.security_desc.str.split(expand=True)[[1, 3, 4]] instruments.columns = ['index_type', 'series', 'tenor'] instruments.series = instruments.series.str.extract("S(\d+)") @@ -259,7 +258,7 @@ def sg_collateral(d): 'Currency': 'currency'}) df_margin['date'] = d try: - df_margin.to_sql("fcm_im", dbengine("dawndb"), if_exists='append', index=False) + df_margin.to_sql("fcm_im", dawn_engine, if_exists='append', index=False) except IntegrityError: pass return df |