diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/risk/__main__.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 3ba9f077..f8721965 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -9,6 +9,7 @@ from serenitas.utils.pool import dawn_pool from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk from serenitas.analytics.base import Trade from serenitas.analytics.dates import prev_business_day +from serenitas.analytics.utils import run_local from .indices import insert_curve_risk, insert_index_risk from .ir_swap import insert_ir_swap_portfolio from .ir_swaption import insert_ir_swaption_portfolio @@ -41,6 +42,7 @@ mysql_engine = dbengine("rmbs_model") mysqlcrt_engine = dbengine("crt") funds = ("SERCGMAST", "BOWDST", "BRINKER", "ISOSEL") + with dawn_pool.connection() as conn: for fund in funds: insert_curve_risk( @@ -55,7 +57,8 @@ with dawn_pool.connection() as conn: insert_ir_swap_portfolio(ir_swap_portf, conn) insert_index_risk(workdate, conn, fund) portf = get_tranche_portfolio(workdate, conn, funds=funds) - insert_tranche_pnl_explain(portf, conn) + with run_local(): + insert_tranche_pnl_explain(portf, conn) insert_tranche_risk(portf, conn) portf = get_swaption_portfolio(workdate, conn, source_list=["MS"]) insert_swaption_portfolio(portf, conn) |