diff options
Diffstat (limited to 'python/mark_swaptions.py')
| -rw-r--r-- | python/mark_swaptions.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/mark_swaptions.py b/python/mark_swaptions.py index c30355ca..e459184b 100644 --- a/python/mark_swaptions.py +++ b/python/mark_swaptions.py @@ -1,14 +1,14 @@ import argparse -import datetime import logging import os import pandas as pd from pandas.tseries.offsets import BDay -from analytics import Index, Swaption, Portfolio, BlackSwaption +from analytics import Portfolio, BlackSwaption from db import dbconn, DataError -logging.basicConfig(filename=os.path.join(os.getenv("LOG_DIR"), 'swaption_marks.log'), +logging.basicConfig(filename=os.path.join(os.getenv("LOG_DIR"), + 'swaption_marks.log'), level=logging.INFO, format='%(asctime)s %(message)s') @@ -128,7 +128,7 @@ def insert_swaption_portfolio(portf, conn): if __name__ == "__main__": parser = argparse.ArgumentParser() parser.add_argument('workdate', nargs='?', - type = lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()), + type=lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()), args = parser.parse_args() if args.workdate is None: workdate = (pd.Timestamp.today()-BDay()).date() |