2 files changed, 31 insertions, 0 deletions
diff --git a/python/risk/__init__.py b/python/risk/__init__.py
new file mode 100644
index 00000000..23153821
--- /dev/null
+++ b/python/risk/__init__.py
@@ -0,0 +1,14 @@
+import datetime
+import logging
+import os
+import pandas as pd
+import sys
+sys.path.append("..")
+from db import dbengine
+
+logging.basicConfig(filename=os.path.join(os.getenv("LOG_DIR"),
+                                          'risk.log'),
+                    level=logging.INFO,
+                    format='%(asctime)s - %(name)s - %(message)s')
+
+mysql_engine = dbengine('rmbs_model')
diff --git a/python/risk/__main__.py b/python/risk/__main__.py
new file mode 100644
index 00000000..acc07be3
--- /dev/null
+++ b/python/risk/__main__.py
@@ -0,0 +1,17 @@
+import argparse
+import pandas as pd
+from db import dbconn
+from pandas.tseries.offsets import BDay
+from .swaptions import get_swaption_portfolio, insert_swaption_portfolio
+
+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:
+    portf = get_swaption_portfolio(workdate, conn, source_list=["GS"])
+    insert_swaption_portfolio(portf, conn)