diff options
Diffstat (limited to 'python/risk/indices.py')
| -rw-r--r-- | python/risk/indices.py | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/python/risk/indices.py b/python/risk/indices.py index 067fe6a9..6b285f80 100644 --- a/python/risk/indices.py +++ b/python/risk/indices.py @@ -1,4 +1,5 @@ import datetime +import logging import pandas as pd from serenitas.analytics import on_the_run, Portfolio, CreditIndex from serenitas.analytics.index_data import index_returns @@ -6,6 +7,8 @@ from math import sqrt from psycopg2.extensions import connection from typing import Iterable, Tuple, Union +logger = logging.getLogger(__name__) + def get_index_portfolio( d: datetime.date, @@ -130,6 +133,7 @@ def insert_curve_risk( strategies = (*strategies, strategies) with conn.cursor() as c: for strat in strategies: + logger.info(f"running {strat=} for {fund=}") portf = get_index_portfolio( d, conn, fund, strat, exclude_redcode=("2I65BYDU6",) ) |