diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/__init__.py | 9 | ||||
| -rw-r--r-- | python/risk/__main__.py | 11 | ||||
| -rw-r--r-- | python/risk/tranches.py | 2 |
3 files changed, 12 insertions, 10 deletions
diff --git a/python/risk/__init__.py b/python/risk/__init__.py index 23153821..ccf50cb9 100644 --- a/python/risk/__init__.py +++ b/python/risk/__init__.py @@ -1,14 +1,5 @@ -import datetime -import logging -import os -import pandas as pd import sys sys.path.append("..") from db import dbengine -logging.basicConfig(filename=os.path.join(os.getenv("LOG_DIR"), - 'risk.log'), - level=logging.INFO, - format='%(asctime)s - %(name)s - %(message)s') - mysql_engine = dbengine('rmbs_model') diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 596b7333..35c39031 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -1,4 +1,6 @@ import argparse +import logging +import os import pandas as pd from db import dbconn, dbengine from pandas.tseries.offsets import BDay @@ -15,6 +17,15 @@ if args.workdate is None: else: workdate = args.workdate +fh = logging.FileHandler(filename=os.path.join(os.getenv("LOG_DIR"), "risk.log")) +formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s') +fh.setFormatter(formatter) + +loggers = [logging.getLogger('analytics'), logging.getLogger('risk')] +for logger in loggers: + logger.setLevel(logging.INFO) + logger.addHandler(fh) + with dbconn('dawndb') as conn: portf = get_swaption_portfolio(workdate, conn, source_list=["GS"]) insert_swaption_portfolio(portf, conn) diff --git a/python/risk/tranches.py b/python/risk/tranches.py index 5f7edb39..5bc0613a 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -48,7 +48,7 @@ def insert_tranche_portfolio(portf, conn): f"SET {update_str}") with conn.cursor() as c: for (strat, trade_id), trade in portf.items(): - print(strat, trade_id) + logger.info(f"marking tranche {trade_id} in {strat}") try: theta = trade.theta(method="TLP") except ValueError: |
