diff options
Diffstat (limited to 'python/mark_backtest_underpar.py')
| -rw-r--r-- | python/mark_backtest_underpar.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/mark_backtest_underpar.py b/python/mark_backtest_underpar.py index 4b8eb4b0..982a8886 100644 --- a/python/mark_backtest_underpar.py +++ b/python/mark_backtest_underpar.py @@ -10,8 +10,9 @@ import seaborn as sb import globeop_reports as ops def get_mark_df(asset_class = 'Subprime'): - #Filter marks > 1000 where the marks are weird... - df_external_marks = pd.read_sql_query("select * from external_marks_mapped where mark < 1000" + #It used to be >1000 but as of 12/17/2018 changed it to 3000 + #Filter marks >3000 where the marks are weird... + df_external_marks = pd.read_sql_query("select * from external_marks_mapped where mark < 3000" , dbengine('dawndb')) df_trades = pd.DataFrame() for date in df_external_marks.date.unique(): |