1 files changed, 17 insertions, 0 deletions
diff --git a/python/mark_swaptions.py b/python/mark_swaptions.py
new file mode 100644
index 00000000..a7bb2b72
--- /dev/null
+++ b/python/mark_swaptions.py
@@ -0,0 +1,17 @@
+import datetime
+import pandas as pd
+from analytics import Index, Swaption
+from db import dbengine
+
+
+def get_trades(date, engine):
+    return pd.read_sql_query(
+        "SELECT dealid, buysell, swaption_type, notional, strike, " \
+        "expiration_date, index, series FROM swaptions " \
+	"JOIN index_version ON (swaptions.security_id = index_version.redindexcode) " \
+        "WHERE termination_date is NULL and expiration_date > %s",
+        engine, 'dealid', params=(date,), parse_dates=['expiration_date'])
+
+if __name__ == "__main__":
+    engine = dbengine('dawndb')
+    df = get_trades(datetime.date.today(), engine)