1 files changed, 45 insertions, 28 deletions
diff --git a/python/risk_insight/views.py b/python/risk_insight/views.py
index 9256aeda..9b111edb 100644
--- a/python/risk_insight/views.py
+++ b/python/risk_insight/views.py
@@ -7,6 +7,7 @@ from risk_insight import app
 from flask import render_template, jsonify, request, g
 from psycopg2 import sql
 
+
 def get_attach_from_name(index_type, series):
     if index_type.lower() == "ig":
         if series == 9:
@@ -24,20 +25,23 @@ def get_attach_from_name(index_type, series):
             attach = [0, 3, 6, 12, 100]
     return attach
 
+
 def get_db():
-    db = getattr(g, '_database', None)
+    db = getattr(g, "_database", None)
     if db is None:
-        db = g._database = psycopg2.connect(database="serenitasdb",
-                                            user="serenitas_user",
-                                            host="debian")
+        db = g._database = psycopg2.connect(
+            database="serenitasdb", user="serenitas_user", host="debian"
+        )
     return db
 
+
 @app.teardown_appcontext
 def close_connection(exception):
-    db = getattr(g, '_database', None)
+    db = getattr(g, "_database", None)
     if db is not None:
         db.close()
 
+
 @app.route("/_data_tranches")
 def get_risk_numbers():
     index = request.args.get("i")
@@ -46,17 +50,22 @@ def get_risk_numbers():
     greek = request.args.get("g")
     db = get_db()
     attach = get_attach_from_name(index, series)
-    sqlstr = (sql.SQL("SELECT to_char(date, 'YYYY/MM/DD'), array_agg({}) FROM " \
-                      "(SELECT date, {} FROM risk_numbers rn JOIN tranche_quotes " \
-                      "ON tranche_quotes.id=rn.tranche_id AND rn.index=%s " \
-                      "AND rn.series=%s AND rn.tenor=%s ORDER BY rn.date, rn.attach) "\
-                      "AS a GROUP BY date ORDER BY date").
-              format(sql.Identifier(greek), sql.Identifier(greek)))
+    sqlstr = sql.SQL(
+        "SELECT to_char(date, 'YYYY/MM/DD'), array_agg({}) FROM "
+        "(SELECT date, {} FROM risk_numbers rn JOIN tranche_quotes "
+        "ON tranche_quotes.id=rn.tranche_id AND rn.index=%s "
+        "AND rn.series=%s AND rn.tenor=%s ORDER BY rn.date, rn.attach) "
+        "AS a GROUP BY date ORDER BY date"
+    ).format(sql.Identifier(greek), sql.Identifier(greek))
     with db.cursor() as c:
         c.execute(sqlstr, (index.upper(), series, tenor))
         data = [[date] + arr for date, arr in c]
-    return jsonify(labels=["Date"] + ["{0}-{1} {2}".format(l, u, greek) for l, u in zip(attach[:-1], attach[1:])],
-                   data=data)
+    return jsonify(
+        labels=["Date"]
+        + ["{0}-{1} {2}".format(l, u, greek) for l, u in zip(attach[:-1], attach[1:])],
+        data=data,
+    )
+
 
 @app.route("/_data_indices")
 def get_indices_quotes():
@@ -66,29 +75,35 @@ def get_indices_quotes():
     what = request.args.get("w")
     data = []
     db = get_db()
-    sqlstr = "SELECT to_char(date, 'YYYY/MM/DD'), {0} " \
-             "from index_quotes WHERE index=%s and series=%s " \
-             "and tenor=%s ORDER BY date"
+    sqlstr = (
+        "SELECT to_char(date, 'YYYY/MM/DD'), {0} "
+        "from index_quotes WHERE index=%s and series=%s "
+        "and tenor=%s ORDER BY date"
+    )
     if index.upper() == "HY":
         tail = "price"
     else:
         tail = "spread"
-    query_columns = {'quotes': f"close{tail}, model{tail}",
-                     'adjquotes': f"adjclose{tail}, adjmodel{tail}",
-                     'basis': f"close{tail} - model{tail}",
-                     'theta': "theta",
-                     'duration': "duration"}
-    labels = {'quotes': ["Date", "Close", "FV"],
-              'adjquotes': ["Date", "AdjClose", "AdjFV"],
-              'basis': ["Date", "Basis"],
-              'theta': ["Date", "Theta"],
-              'duration': ["Date", "Duration"]}
+    query_columns = {
+        "quotes": f"close{tail}, model{tail}",
+        "adjquotes": f"adjclose{tail}, adjmodel{tail}",
+        "basis": f"close{tail} - model{tail}",
+        "theta": "theta",
+        "duration": "duration",
+    }
+    labels = {
+        "quotes": ["Date", "Close", "FV"],
+        "adjquotes": ["Date", "AdjClose", "AdjFV"],
+        "basis": ["Date", "Basis"],
+        "theta": ["Date", "Theta"],
+        "duration": ["Date", "Duration"],
+    }
     sqlstr = sqlstr.format(query_columns[what])
     with db.cursor() as c:
         c.execute(sqlstr, (index.upper(), series, tenor))
         data = c.fetchall()
-    return jsonify(labels = labels[what],
-                   data = data)
+    return jsonify(labels=labels[what], data=data)
+
 
 @app.route("/tranches.html")
 def tranches():
@@ -98,10 +113,12 @@ def tranches():
         series_list = [s for s, in c]
     return render_template("tranches.html", series=series_list)
 
+
 @app.route("/indices.html")
 def indices():
     return render_template("indices.html", series=[9, 10, 11, 13] + list(range(16, 32)))
 
+
 @app.route("/")
 def main():
     return render_template("index.html")