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Diffstat (limited to 'python/exploration/VaR.py')
| -rw-r--r-- | python/exploration/VaR.py | 5 |
1 files changed, 1 insertions, 4 deletions
diff --git a/python/exploration/VaR.py b/python/exploration/VaR.py index f79b81af..6d32cd3b 100644 --- a/python/exploration/VaR.py +++ b/python/exploration/VaR.py @@ -1,14 +1,11 @@ from analytics.curve_trades import on_the_run from analytics.index_data import get_index_quotes, index_returns -from db import dbengine +from utils.db import serenitas_engine, dawn_engine import pandas as pd import math import datetime -dawndb = dbengine("dawndb") -serenitasdb = dbengine("serenitasdb") - def hist_var(portf, index_type="IG", quantile=0.05, years=5): df = index_returns( |