diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 5607999b..2c690ba7 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -1,10 +1,14 @@ +import os + +os.environ["SERENITAS_APP_NAME"] = "risk" + import serenitas.analytics import argparse import datetime from serenitas.utils.db import dbengine from serenitas.utils.db2 import dawn_pool, dbconn from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk -from serenitas.analytics import init_ontr +from serenitas.analytics.base import Trade from serenitas.analytics.dates import prev_business_day from .indices import insert_curve_risk from .swaptions import get_swaption_portfolio, insert_swaption_portfolio @@ -21,7 +25,7 @@ parser.add_argument( args = parser.parse_args() workdate = args.cob -init_ontr(workdate) +Trade.init_ontr(workdate) serenitas.analytics._include_todays_cashflows = True serenitas.analytics._local = False |