diff options
Diffstat (limited to 'python/index_data.py')
| -rw-r--r-- | python/index_data.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/index_data.py b/python/index_data.py index 2a9ae485..f0330267 100644 --- a/python/index_data.py +++ b/python/index_data.py @@ -38,10 +38,10 @@ def insert_quotes(): "VALUES(%s, %s, %s, %s, %s, %s)", (tup.Index, 'HY', tup.series, tup.version+1, tup.tenor, version2_price)) -def get_index_quotes(index=None, series=None, tenor=None, date=None, years=3): +def get_index_quotes(index=None, series=None, tenor=None, from_date=None, years=3): args = locals().copy() if args['years'] is not None: - args['date'] = (pd.Timestamp.now() - pd.DateOffset(years=years)).date() + args['from_date'] = (pd.Timestamp.now() - pd.DateOffset(years=years)).date() del args['years'] def make_str(key, val): @@ -75,7 +75,7 @@ def get_index_quotes(index=None, series=None, tenor=None, date=None, years=3): df = df.loc(axis=0)[dates.difference(holidays),:,:] return df -def index_returns(df=None, index=None, series=None, tenor=None, date=None, years=3): +def index_returns(df=None, index=None, series=None, tenor=None, from_date=None, years=3): """computes daily spreads and price returns Parameters @@ -93,7 +93,7 @@ def index_returns(df=None, index=None, series=None, tenor=None, date=None, years """ if df is None: - df = get_index_quotes(index, series, tenor, date, years) + df = get_index_quotes(index, series, tenor, from_date, years) df = (df. groupby(level=['index', 'series', 'tenor', 'version']) [['closespread','closeprice']]. |