diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index da0c760b..21f73c4b 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -9,7 +9,7 @@ from serenitas.utils.pool import dawn_pool from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk from serenitas.analytics.base import Trade from serenitas.analytics.dates import prev_business_day -from .indices import insert_curve_risk +from .indices import insert_curve_risk, insert_index_risk from .ir_swap import insert_ir_swap_portfolio from .ir_swaption import insert_ir_swaption_portfolio from serenitas.analytics.api import IRSwaption, SofrSwap @@ -38,8 +38,6 @@ mysqlcrt_engine = dbengine("crt") with dawn_pool.connection() as conn: for fund in ("SERCGMAST", "BOWDST", "BRINKER", "ISOSEL"): - portf = get_swaption_portfolio(workdate, conn, source_list=["MS"], fund=fund) - insert_swaption_portfolio(portf, conn) portf = get_tranche_portfolio(workdate, conn, fund=fund) insert_tranche_portfolio(portf, conn) insert_curve_risk( @@ -52,7 +50,9 @@ with dawn_pool.connection() as conn: insert_ir_swaption_portfolio(ir_swaption_portf, conn) ir_swap_portf = SofrSwap.get_portfolio(workdate, fund=fund) insert_ir_swap_portfolio(ir_swap_portf, conn) - + insert_index_risk(workdate, conn, fund) + portf = get_swaption_portfolio(workdate, conn, source_list=["MS"]) + insert_swaption_portfolio(portf, conn) with dbconn("etdb") as etconn, dawn_pool.connection() as dawnconn: subprime = subprime_risk(workdate, dawnconn, mysql_engine) |