diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/reto.py | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/python/reto.py b/python/reto.py index ffd77775..537f1693 100644 --- a/python/reto.py +++ b/python/reto.py @@ -1,8 +1,13 @@ import pandas as pd import numpy as np +from serenitas.analytics.config import Config + +# need to set this before we import DualCorrTranche +Config.dual_corr_tranche_cache_size = 16384 from risk.portfolio import build_portfolio, generate_vol_surface + from serenitas.analytics.scenarios import run_portfolio_scenarios from serenitas.analytics.base import Trade from serenitas.analytics.index_data import load_all_curves @@ -127,7 +132,6 @@ if __name__ == "__main__": import warnings from serenitas.analytics.dates import prev_business_day from serenitas.utils.db2 import dbconn - from serenitas.analytics.config import Config parser = argparse.ArgumentParser( description="Shock data/ calculate JTD and insert into DB" @@ -140,9 +144,9 @@ if __name__ == "__main__": ) parser.add_argument("-n", "--no-upload", action="store_true", help="do not upload") args = parser.parse_args() + Config.local = False survival_curves = get_survival_curves(Trade._conn, args.date) - conn = dbconn("dawndb") for fund in ( "SERCGMAST", |