diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/reto.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/reto.py b/python/reto.py index f45114fe..f3708390 100644 --- a/python/reto.py +++ b/python/reto.py @@ -167,10 +167,10 @@ if __name__ == "__main__": "ignore", message="pandas only supports SQLAlchemy connectable" ) warnings.filterwarnings("ignore", message="skipped 1 empty curves") - portf, _ = build_portfolio(args.date, args.date, fund) + portf, syn_portf = build_portfolio(args.date, args.date, fund) shocks = gen_shocks(portf, args.date, fund) save_shocks(conn, args.date, shocks, fund) print(f"{args.date}: {fund} Shocks Done") - jtd = gen_jtd(portf, survival_curves) + jtd = gen_jtd(syn_portf, survival_curves) save_jtd(conn, args.date, jtd, fund) print(f"{args.date}: {fund} JTD Done") |