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-rw-r--r--python/reto.py10
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 (