diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/index_data.py | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 94a45eff..3d8f50e7 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -2,7 +2,8 @@ from . import serenitas_engine, serenitas_pool from dates import bond_cal import numpy as np -from .utils import tenor_t +from .utils import tenor_t, prev_business_day +from dateutil.relativedelta import relativedelta from functools import lru_cache from pyisda.curve import SpreadCurve, Seniority, DocClause, YieldCurve from multiprocessing import Pool @@ -69,7 +70,7 @@ def get_index_quotes( if args["end_date"] is None: args["end_date"] = datetime.date.today() if args["years"] is not None: - args["from_date"] = (args["end_date"] - pd.DateOffset(years=years)).date() + args["from_date"] = args["end_date"] - relativedelta(years=years) del args["years"] def make_str(key, val): @@ -255,6 +256,8 @@ def get_singlenames_curves_prebuilt(index_type, series, trade_date): """ load cds curves directly from cds_curves table """ if isinstance(trade_date, datetime.datetime): trade_date = trade_date.date() + + trade_date = prev_business_day(trade_date) conn = serenitas_pool.getconn() with conn.cursor() as c: c.execute( |