diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 3f5f50b7..35228f20 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -10,7 +10,7 @@ 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.config import C -from serenitas.analytics.dates import bus_day +from serenitas.analytics.dates import prev_business_day from serenitas.analytics.utils import run_local from .indices import insert_curve_risk, insert_index_risk from .ir_swap import insert_ir_swap_portfolio @@ -30,7 +30,7 @@ parser.add_argument( "cob", nargs="?", type=datetime.date.fromisoformat, - default=(datetime.date.today() - bus_day).date(), + default=prev_business_day(datetime.date.today()), help="close of business date", ) args = parser.parse_args() |