aboutsummaryrefslogtreecommitdiffstats
path: root/python
diff options
context:
space:
mode:
Diffstat (limited to 'python')
-rw-r--r--python/markit/__main__.py18
1 files changed, 15 insertions, 3 deletions
diff --git a/python/markit/__main__.py b/python/markit/__main__.py
index 9043cb77..fb309ad7 100644
--- a/python/markit/__main__.py
+++ b/python/markit/__main__.py
@@ -12,11 +12,18 @@ from .loans import (
update_facility,
download_recupdates,
)
-from .rates import downloadMarkitIRData
+from .rates import (
+ downloadMarkitIRData,
+ update_bbg_members,
+ update_bbg_desc,
+ get_bbg_quotes,
+)
from .import_quotes import *
-from pandas.tseries.offsets import BDay
from serenitas.utils import SerenitasFileHandler
from serenitas.utils.db import serenitas_pool
+from serenitas.analytics.yieldcurve import CurveType
+from serenitas.analytics.utils import prev_business_day
+from serenitas.analytics.bbg_helpers import init_bbg_session, BBG_IP
# parse arguments
parser = argparse.ArgumentParser()
@@ -40,7 +47,7 @@ parser.add_argument("workdate", nargs="?", type=datetime.date.fromisoformat)
def default_date():
- return (datetime.date.today() - BDay(1)).date()
+ return prev_business_day(datetime.date.today())
args = parser.parse_args()
@@ -135,4 +142,9 @@ elif args.rates:
else:
logger.info(f"Downloaded {curr} rates")
break
+ with init_bbg_session(BBG_IP) as session:
+ for c in CurveType:
+ update_bbg_members(conn, session, c, workdate)
+ update_bbg_desc(conn, session, workdate)
+ get_bbg_quotes(conn, session, workdate)
serenitas_pool.putconn(conn)