diff options
Diffstat (limited to 'python/reto.py')
| -rw-r--r-- | python/reto.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/reto.py b/python/reto.py index 1f7bddd5..ffd77775 100644 --- a/python/reto.py +++ b/python/reto.py @@ -3,7 +3,6 @@ import numpy as np from risk.portfolio import build_portfolio, generate_vol_surface -import serenitas.analytics as ana from serenitas.analytics.scenarios import run_portfolio_scenarios from serenitas.analytics.base import Trade from serenitas.analytics.index_data import load_all_curves @@ -11,7 +10,6 @@ from serenitas.analytics.index_data import load_all_curves def gen_shocks(portf, shock_date, fund): Trade.init_ontr(shock_date) - ana._local = False ontr_spread = Trade._ontr["HY"].spread spread_shock = np.array([-25.0, 1.0, +25.0, 100.0, 200.0, 500, 1000]) spread_shock /= ontr_spread @@ -129,6 +127,7 @@ if __name__ == "__main__": import warnings from serenitas.analytics.dates import prev_business_day from serenitas.utils.db2 import dbconn + from serenitas.analytics.config import Config parser = argparse.ArgumentParser( description="Shock data/ calculate JTD and insert into DB" @@ -141,10 +140,10 @@ if __name__ == "__main__": ) parser.add_argument("-n", "--no-upload", action="store_true", help="do not upload") args = parser.parse_args() - conn = dbconn("dawndb") - + Config.local = False survival_curves = get_survival_curves(Trade._conn, args.date) + conn = dbconn("dawndb") for fund in ( "SERCGMAST", "BOWDST", |