diff options
Diffstat (limited to 'python/mark_swaptions.py')
| -rw-r--r-- | python/mark_swaptions.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/mark_swaptions.py b/python/mark_swaptions.py index 481979dd..dda1e856 100644 --- a/python/mark_swaptions.py +++ b/python/mark_swaptions.py @@ -3,6 +3,7 @@ import datetime import logging import os import pandas as pd +from pandas.tseries.offsets import BDay from analytics import Index, Swaption from db import dbengine @@ -88,7 +89,7 @@ if __name__ == "__main__": serenitas_engine = dbengine('serenitasdb') args = parser.parse_args() if args.workdate is None: - workdate = datetime.date.today() + workdate = (pd.Timestamp.today()-BDay()).date() else: workdate = args.workdate r = mark_trades(workdate, dawn_engine) |