diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 16 |
1 files changed, 9 insertions, 7 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index e9c6c577..49cc5c63 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -10,13 +10,15 @@ from .swaptions import get_swaption_portfolio, insert_swaption_portfolio from .tranches import get_tranche_portfolio, insert_tranche_portfolio parser = argparse.ArgumentParser() -parser.add_argument("workdate", nargs="?", type=datetime.date.fromisoformat), +parser.add_argument( + "cob", + nargs="?", + type=datetime.date.fromisoformat, + default=(datetime.date.today() - bus_day).date(), + help="close of business date", +) args = parser.parse_args() -if args.workdate is None: - workdate = (datetime.date.today() - bus_day).date() -else: - workdate = args.workdate - +workdate = args.cob init_ontr(workdate) analytics._include_todays_cashflows = True @@ -27,7 +29,7 @@ mysqlcrt_engine = dbengine("crt") with dbconn("dawndb") as conn: portf = get_swaption_portfolio(workdate, conn, source_list=["MS"]) insert_swaption_portfolio(portf, conn) - for fund in ("SERCGMAST", "BOWDST"): + for fund in ("SERCGMAST", "BOWDST", "BRINKER"): portf = get_tranche_portfolio(workdate, conn, fund=fund) insert_tranche_portfolio(portf, conn) insert_curve_risk( |