diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/cds_curve.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/cds_curve.py b/python/cds_curve.py index e11327a5..c9256be9 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -57,8 +57,9 @@ if __name__=="__main__": parser.add_argument('--latest', required=False, action="store_true") args = parser.parse_args() index, series = args.index, args.series + conn = dbconn('serenitasdb') + if args.latest: - conn = dbconn('serenitasdb') with conn.cursor() as c: c.execute("SELECT min(date) FROM index_quotes WHERE index=%s AND series=%s " "AND duration2 is NULL", (index, series)) @@ -70,6 +71,7 @@ if __name__=="__main__": df = calibrate_portfolio(index, series, ['3yr', '5yr', '7yr', '10yr'], start_date) + with conn.cursor() as c: for k, s in df.iterrows(): c.execute("UPDATE index_quotes SET duration2=%s, theta2=%s "\ |