diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/globeop_reports.py | 4 | ||||
| -rw-r--r-- | python/new_index_series.py | 11 | ||||
| -rw-r--r-- | python/risk/bonds.py | 4 | ||||
| -rw-r--r-- | python/thetas-durations.py | 6 |
4 files changed, 15 insertions, 10 deletions
diff --git a/python/globeop_reports.py b/python/globeop_reports.py index cb63a5c9..41d69ae6 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -1,6 +1,6 @@ -from utils.db import dbengine, dawn_engine +from serenitas.utils.db import dbengine, dawn_engine from pandas.tseries.offsets import DateOffset, MonthEnd -from yieldcurve import YC +from serenitas.analytics.yieldcurve import YC from quantlib.time.api import Date, Months, Period from quantlib.indexes.api import USDLibor from quantlib.termstructures.yield_term_structure import YieldTermStructure diff --git a/python/new_index_series.py b/python/new_index_series.py index 8c1e3d24..217463fd 100644 --- a/python/new_index_series.py +++ b/python/new_index_series.py @@ -1,5 +1,5 @@ -from bbg_helpers import BBG_IP, init_bbg_session, retrieve_data -from analytics.utils import roll_date +from serenitas.analytics.bbg_helpers import BBG_IP, init_bbg_session, retrieve_data +from serenitas.analytics.utils import roll_date from psycopg2.extras import execute_values import datetime @@ -81,7 +81,12 @@ def new_index_series(conn, basketid, df): c.executemany( "INSERT INTO basket_constituents VALUES(%s, %s, %s, %s)", [ - (t.company_id, t.seniority, basketid, 1.0,) + ( + t.company_id, + t.seniority, + basketid, + 1.0, + ) for t in df.itertuples(index=False) ], ) diff --git a/python/risk/bonds.py b/python/risk/bonds.py index ce064051..be44dbd9 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -1,10 +1,10 @@ import pandas as pd import numpy as np -import analytics +from serenitas import analytics import datetime from enum import Enum, auto -from yieldcurve import YC +from serenitas.analytics.yieldcurve import YC class AssetClass(Enum): diff --git a/python/thetas-durations.py b/python/thetas-durations.py index dce71957..18e89bb3 100644 --- a/python/thetas-durations.py +++ b/python/thetas-durations.py @@ -1,11 +1,11 @@ import datetime import numpy as np import pandas as pd -from analytics.utils import tenor_t +from serenitas.analytics.utils import tenor_t from pandas.tseries.offsets import BDay from dateutil.relativedelta import relativedelta -from yieldcurve import get_curve -from utils.db import serenitas_engine +from serenitas.analytics.yieldcurve import get_curve +from serenitas.utils.db import serenitas_engine from pyisda.legs import FeeLeg, ContingentLeg from pyisda.curve import SpreadCurve from pyisda.date import previous_twentieth |
