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-rw-r--r--python/calibrate_tranches_BC.py7
-rw-r--r--python/notebooks/Beta & Compression.ipynb6
-rw-r--r--python/notebooks/path.py5
3 files changed, 4 insertions, 14 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py
index b1a06de5..361f1bfb 100644
--- a/python/calibrate_tranches_BC.py
+++ b/python/calibrate_tranches_BC.py
@@ -1,11 +1,9 @@
-from serenitas.utils.db import dbconn
from serenitas.analytics.tranche_basket import TrancheBasket, MarkitTrancheBasket
from serenitas.analytics.utils import prev_business_day
import datetime
import logging
import numpy as np
import pandas as pd
-from pathlib import Path
from yaml import full_load
import argparse
@@ -38,6 +36,8 @@ def build_sql_str(df, use_markit=False):
if __name__ == "__main__":
from serenitas.utils import SerenitasFileHandler
+ from serenitas.utils.db import dbconn
+ from serenitas.utils.env import CONFIG_DIR
logger = logging.getLogger("tranche_calib")
parser = argparse.ArgumentParser()
@@ -76,7 +76,6 @@ if __name__ == "__main__":
if args.markit:
TrancheBasket = MarkitTrancheBasket
- CODE_DIR = Path(__file__).absolute().parent.parent
if not args.debug:
handler = SerenitasFileHandler(f"calib_tranches_{datetime.date.today()}.log")
else:
@@ -131,7 +130,7 @@ if __name__ == "__main__":
raise ValueError("Please provide an index to run")
config = {"runs": [(args.index, args.tenor, args.skewtype)]}
else:
- with (CODE_DIR / "etc" / args.config).open("r") as fh:
+ with (CONFIG_DIR / args.config).open("r") as fh:
config = full_load(fh)
for index, tenor, skewtype in config["runs"]:
diff --git a/python/notebooks/Beta & Compression.ipynb b/python/notebooks/Beta & Compression.ipynb
index e7874f4e..8e908988 100644
--- a/python/notebooks/Beta & Compression.ipynb
+++ b/python/notebooks/Beta & Compression.ipynb
@@ -8,10 +8,6 @@
"source": [
"%matplotlib inline\n",
"\n",
- "import os\n",
- "import sys\n",
- "sys.path.append(os.path.join(os.environ['CODE_DIR'], 'python', 'exploration'))\n",
- "sys.path.append(os.path.join(os.environ['CODE_DIR'], 'python'))\n",
"import beta_trade\n",
"import matplotlib.pyplot as plt\n",
"from scipy.stats.mstats import zscore"
@@ -202,7 +198,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
- "version": "3.8.0"
+ "version": "3.9.1"
}
},
"nbformat": 4,
diff --git a/python/notebooks/path.py b/python/notebooks/path.py
deleted file mode 100644
index 9d22534b..00000000
--- a/python/notebooks/path.py
+++ /dev/null
@@ -1,5 +0,0 @@
-import sys
-import os
-sys.path.append(os.path.join(os.environ['CODE_DIR'], 'python'))
-sys.path.append(os.path.join(os.environ['CODE_DIR'], 'python',
- 'exploration'))