diff options
Diffstat (limited to 'python/reto.py')
| -rw-r--r-- | python/reto.py | 10 |
1 files changed, 4 insertions, 6 deletions
diff --git a/python/reto.py b/python/reto.py index 537f1693..2839a4fd 100644 --- a/python/reto.py +++ b/python/reto.py @@ -1,10 +1,5 @@ import pandas as pd import numpy as np -from serenitas.analytics.config import Config - -# need to set this before we import DualCorrTranche -Config.dual_corr_tranche_cache_size = 16384 - from risk.portfolio import build_portfolio, generate_vol_surface @@ -132,6 +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 C parser = argparse.ArgumentParser( description="Shock data/ calculate JTD and insert into DB" @@ -145,7 +141,9 @@ if __name__ == "__main__": parser.add_argument("-n", "--no-upload", action="store_true", help="do not upload") args = parser.parse_args() - Config.local = False + C.local = False + C.dual_corr_tranche_cache_size = 16384 + survival_curves = get_survival_curves(Trade._conn, args.date) conn = dbconn("dawndb") for fund in ( |
