diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/risk/__main__.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 34b334fa..c1642633 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -2,9 +2,9 @@ import analytics import argparse import datetime from . import dbconn, dbengine -from dates import bus_day 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 .indices import insert_curve_risk from .swaptions import get_swaption_portfolio, insert_swaption_portfolio from .tranches import get_tranche_portfolio, insert_tranche_portfolio @@ -14,7 +14,7 @@ parser.add_argument( "cob", nargs="?", type=datetime.date.fromisoformat, - default=(datetime.date.today() - bus_day).date(), + default=prev_business_day(datetime.date.today()), help="close of business date", ) args = parser.parse_args() |
