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-rw-r--r--tranches_insight/tranches_insight.py18
1 files changed, 11 insertions, 7 deletions
diff --git a/tranches_insight/tranches_insight.py b/tranches_insight/tranches_insight.py
index 1c6b2991..5ffb0383 100644
--- a/tranches_insight/tranches_insight.py
+++ b/tranches_insight/tranches_insight.py
@@ -2,6 +2,7 @@ from flask import Flask, render_template, jsonify, request, g
import os, csv, yaml
import datetime
import psycopg2
+import pdb
app = Flask(__name__)
@@ -33,25 +34,28 @@ def close_connection(exception):
db.close()
@app.route("/_data")
-def get_corr():
+def get_risk_number():
index = request.args.get("i")
series = request.args.get("s", 0, int)
tenor = request.args.get("t")
+ greek = request.args.get("g")
data = []
db = get_db()
attach = get_attach_from_name(index, series)
+ sqlstr = "SELECT date, \"{0}\" from risk_numbers WHERE index=%s and series=%s" \
+ " and tenor=%s ORDER BY date".format(greek)
with db.cursor() as c:
- c.execute("SELECT date, skew from risk_numbers WHERE index=%s and series=%s" \
- "and tenor=%s ORDER BY date", (index.upper(), series, tenor))
- data = [["%s/%s/%s" % (date.year, date.month, date.day)] + skew[:-1] for date, skew in c]
- return jsonify(labels=["Date"] + ["{0} Corr".format(a) for a in attach[1:-1]], data=data)
+ c.execute(sqlstr, (index.upper(), series, tenor))
+ data = [["%s/%s/%s" % (date.year, date.month, date.day)] + val for date, val in c]
+ return jsonify(labels=["Date"] + ["{0}-{1} {2}".format(l, u, greek) for l, u in zip(attach[:-1], attach[1:])],
+ data=data)
@app.route("/")
def main():
with open(os.path.join(basedir, "code", "etc", "runs.yml")) as fh:
runs = yaml.load(fh)
- index_list = [[name[:2], name[2:], tenor] for name, tenor in zip(runs['name'], runs['tenor'])]
- return render_template("index.html", index_list=index_list)
+ series_list = sorted(list(set([int(name[2:]) for name in runs['name']])))
+ return render_template("index.html", series=series_list)
if __name__ == "__main__":
app.run(debug=True)