diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/risk/__init__.py | 7 | ||||
| -rw-r--r-- | python/risk/__main__.py | 8 | ||||
| -rw-r--r-- | python/risk/indices.py | 5 | ||||
| -rw-r--r-- | python/risk/swaptions.py | 2 | ||||
| -rw-r--r-- | python/risk/tranches.py | 2 |
5 files changed, 10 insertions, 14 deletions
diff --git a/python/risk/__init__.py b/python/risk/__init__.py index 7468b863..586d39c4 100644 --- a/python/risk/__init__.py +++ b/python/risk/__init__.py @@ -1,9 +1,6 @@ import logging -import sys - -sys.path.append("..") -from utils.db import dbconn, dbengine -from utils import SerenitasFileHandler +from serenitas.utils.db import dbconn, dbengine +from serenitas.utils import SerenitasFileHandler fh = SerenitasFileHandler("risk.log") diff --git a/python/risk/__main__.py b/python/risk/__main__.py index c1642633..29253240 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -1,10 +1,10 @@ -import analytics +import serenitas.analytics import argparse import datetime from . import dbconn, dbengine from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk -from analytics import init_ontr -from analytics.utils import prev_business_day +from serenitas.analytics import init_ontr +from serenitas.analytics.utils import prev_business_day from .indices import insert_curve_risk from .swaptions import get_swaption_portfolio, insert_swaption_portfolio from .tranches import get_tranche_portfolio, insert_tranche_portfolio @@ -21,7 +21,7 @@ args = parser.parse_args() workdate = args.cob init_ontr(workdate) -analytics._include_todays_cashflows = True +serenitas.analytics._include_todays_cashflows = True mysql_engine = dbengine("rmbs_model") mysqlcrt_engine = dbengine("crt") diff --git a/python/risk/indices.py b/python/risk/indices.py index 2766d4d1..eafbb5fe 100644 --- a/python/risk/indices.py +++ b/python/risk/indices.py @@ -1,8 +1,7 @@ import datetime import pandas as pd -from analytics import Portfolio, CreditIndex -from analytics.curve_trades import on_the_run -from analytics.index_data import index_returns +from serenitas.analytics import on_the_run, Portfolio, CreditIndex +from serenitas.analytics.index_data import index_returns from math import sqrt from psycopg2.extensions import connection from typing import Iterable, Tuple, Union diff --git a/python/risk/swaptions.py b/python/risk/swaptions.py index 6b835d10..bf9c7bde 100644 --- a/python/risk/swaptions.py +++ b/python/risk/swaptions.py @@ -1,6 +1,6 @@ import logging -from analytics import Portfolio, BlackSwaption, DataError +from serenitas.analytics import Portfolio, BlackSwaption, DataError from psycopg2 import sql logger = logging.getLogger(__name__) diff --git a/python/risk/tranches.py b/python/risk/tranches.py index 7f1169fd..be09b9d2 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -1,4 +1,4 @@ -from analytics import Portfolio, DualCorrTranche +from serenitas.analytics import Portfolio, DualCorrTranche import logging logger = logging.getLogger(__name__) |