diff options
Diffstat (limited to 'python/intex_prices.py')
| -rw-r--r-- | python/intex_prices.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/intex_prices.py b/python/intex_prices.py index 4ac14810..9b36ffb7 100644 --- a/python/intex_prices.py +++ b/python/intex_prices.py @@ -33,12 +33,12 @@ def sanitize_float(string): fields = ["Price", "WAL", "Market Value", "Modified Duration"]
dealdata = {}
-
+workdate = '2013-01-09'
for dealname in ["abcl071", "ammcclo5"]:
- tranches = os.listdir(os.path.join(root, "Scenarios", "Prices", dealname))
+ tranches = os.listdir(os.path.join(root, "Scenarios", "Prices_" + workdate, dealname))
d = {}
for tranche in tranches:
- data = pd.read_table(os.path.join(root, "Scenarios", "Prices", dealname, tranche))
+ data = pd.read_table(os.path.join(root, "Scenarios", "Prices_" + workdate, dealname, tranche))
datamod = data[data.columns[2:-1]].T
datamod.columns = data[data.columns[1]]
for field in fields:
|