diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/mark_swaptions.py | 24 |
1 files changed, 10 insertions, 14 deletions
diff --git a/python/mark_swaptions.py b/python/mark_swaptions.py index 827eb005..c30355ca 100644 --- a/python/mark_swaptions.py +++ b/python/mark_swaptions.py @@ -126,18 +126,14 @@ def insert_swaption_portfolio(portf, conn): if __name__ == "__main__": - # parser = argparse.ArgumentParser() - # parser.add_argument('workdate', nargs='?', - # type = lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()), - # args = parser.parse_args() - # if args.workdate is None: - # workdate = (pd.Timestamp.today()-BDay()).date() - # else: - # workdate = args.workdate - import pandas as pd - dr = pd.bdate_range("2016-08-19", "2018-06-14") + parser = argparse.ArgumentParser() + parser.add_argument('workdate', nargs='?', + type = lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()), + args = parser.parse_args() + if args.workdate is None: + workdate = (pd.Timestamp.today()-BDay()).date() + else: + workdate = args.workdate with dbconn('dawndb') as conn: - for date in dr: - print(date) - portf = get_swaption_portfolio(date, conn) - insert_swaption_portfolio(portf, conn) + portf = get_swaption_portfolio(workdate, conn) + insert_swaption_portfolio(portf, conn) |