import sys
sys.path.append("..")
from utils.db import serenitas_engine, dawn_engine, dbconn, DataError, serenitas_pool

from .index import CreditIndex, ForwardIndex
from .option import (BlackSwaption, Swaption, ATMstrike, ProbSurface,
                     QuoteSurface, VolSurface, BlackSwaptionVolSurface)
from .portfolio import Portfolio
from .basket_index import MarkitBasketIndex
from .tranche_basket import DualCorrTranche, TrancheBasket
from .ir_swaption import IRSwaption

import datetime

def on_the_run(index, value_date=datetime.date.today()):
    r = serenitas_engine.execute("SELECT max(series) FROM index_maturity WHERE index=%s "
                                 "and issue_date <= %s",
                                 (index, value_date))
    series, = r.fetchone()
    return series

def init_ontr(value_date=datetime.date.today()):
    global _ontr, _beta
    _ontr = CreditIndex('HY', on_the_run("HY", value_date), '5yr', value_date)
    _ontr.mark()
    _beta = {'HY': 1, 'IG': .3, 'EU': .22, "BS": 0.5}