diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/index_data.py | 9 |
1 files changed, 7 insertions, 2 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 57ad45cc..8a3cd66a 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -59,14 +59,17 @@ def get_index_quotes( series=None, tenor=None, from_date=None, + end_date=None, years=3, remove_holidays=True, source="MKIT", ): args = locals().copy() del args["remove_holidays"] + if args["end_date"] is None: + args["end_date"] = datetime.date.today() if args["years"] is not None: - args["date"] = (pd.Timestamp.now() - pd.DateOffset(years=years)).date() + args["date"] = (end_date - pd.DateOffset(years=years)).date() del args["years"] if args["from_date"]: args["date"] = args["from_date"] @@ -76,8 +79,10 @@ def get_index_quotes( if isinstance(val, list) or isinstance(val, tuple): op = "IN" return "{} IN %({})s".format(key, key) - elif isinstance(val, datetime.date): + elif key == "date": op = ">=" + elif key == "end_date": + op = "<=" else: op = "=" return "{} {} %({})s".format(key, op, key) |