diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 4ec24b32..d47a511c 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -1,7 +1,7 @@ import argparse import pandas as pd from . import dbconn, dbengine -from pandas.tseries.offsets import BDay +from dates import bus_day from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk from analytics import init_ontr from .indices import insert_curve_risk @@ -14,7 +14,7 @@ parser.add_argument( ), args = parser.parse_args() if args.workdate is None: - workdate = (pd.Timestamp.today() - BDay()).date() + workdate = (pd.Timestamp.today() - bus_day).date() else: workdate = args.workdate @@ -30,7 +30,7 @@ with dbconn("dawndb") as conn: insert_swaption_portfolio(portf, conn) portf = get_tranche_portfolio(workdate, conn) insert_tranche_portfolio(portf, conn) - insert_curve_risk(workdate, conn, ("SER_IGCURVE", "SER_ITRXCURVE")) + insert_curve_risk(workdate, conn, ("SER_IGCURVE", "SER_ITRXCURVE", "XCURVE")) with dbconn("etdb") as etconn, dbconn("dawndb") as dawnconn: |