diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 17 |
1 files changed, 10 insertions, 7 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 01e0e052..596b7333 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -4,6 +4,7 @@ from db import dbconn, dbengine from pandas.tseries.offsets import BDay from .subprime import get_rmbs_portfolio, subprime_risk 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='?', @@ -17,10 +18,12 @@ else: with dbconn('dawndb') as conn: portf = get_swaption_portfolio(workdate, conn, source_list=["GS"]) insert_swaption_portfolio(portf, conn) - portf = get_rmbs_portfolio(workdate, conn) - crt_portf = portf[portf.strategy.str.contains("CRT")] - subprime_portf = portf[~portf.strategy.str.contains("CRT")] - subprime_portf_zero = subprime_portf[subprime_portf.identifier.str.endswith("_A")] - subprime_portf = subprime_portf[~subprime_portf.identifier.str.endswith("_A")] - df = subprime_risk(workdate) - subprime_portf = subprime_portf.join(df) + portf = get_tranche_portfolio(workdate, conn) + insert_tranche_portfolio(portf, conn) + #portf = get_rmbs_portfolio(workdate, conn) + # crt_portf = portf[portf.strategy.str.contains("CRT")] + # subprime_portf = portf[~portf.strategy.str.contains("CRT")] + # subprime_portf_zero = subprime_portf[subprime_portf.identifier.str.endswith("_A")] + # subprime_portf = subprime_portf[~subprime_portf.identifier.str.endswith("_A")] + # df = subprime_risk(workdate) + # subprime_portf = subprime_portf.join(df) |