2 files changed, 18 insertions, 1 deletions
diff --git a/python/calibrate_swaption.py b/python/calibrate_swaption.py
index 7ab64176..6ae82745 100644
--- a/python/calibrate_swaption.py
+++ b/python/calibrate_swaption.py
@@ -1,13 +1,15 @@
 import pandas as pd
 import argparse
 from analytics import Index, Swaption
+import datetime
 from db import dbconn
 from joblib import Parallel, delayed
 from pickle import loads, dumps
+from psycopg2.extensions import register_adapter
 
 serenitasdb = dbconn('serenitasdb')
 
-def get_data(index, series, date = "'-infinity'::date"):
+def get_data(index, series, date = datetime.date.min):
     df = pd.read_sql("SELECT * from swaption_ref_quotes JOIN swaption_quotes " \
                      "USING (quotedate, index, series, expiry) WHERE index=%s and series=%s " \
                      "and quotedate >=%s ORDER BY quotedate",
diff --git a/python/db.py b/python/db.py
index 32c4ea38..96b8ca61 100644
--- a/python/db.py
+++ b/python/db.py
@@ -1,9 +1,24 @@
+import datetime
 import psycopg2
 from psycopg2.extras import DictCursor
 from psycopg2 import IntegrityError
+from psycopg2.extensions import register_adapter
 from sqlalchemy import create_engine
 import numpy as np
 
+class InfDateAdapter:
+    def __init__(self, wrapped):
+        self.wrapped = wrapped
+    def getquoted(self):
+        if self.wrapped == datetime.date.max:
+            return b"'infinity'::date"
+        elif self.wrapped == datetime.date.min:
+            return b"'-infinity'::date"
+        else:
+            return psycopg2.extensions.DateFromPy(self.wrapped).getquoted()
+
+register_adapter(datetime.date, InfDateAdapter)
+
 def dbconn(dbname):
     if dbname == 'etdb':
         dbname = 'ET'