import datetime
import pandas as pd
from analytics import Index, Swaption
from db import dbengine


def get_trades(date, engine):
    return pd.read_sql_query(
        "SELECT dealid, buysell, swaption_type, notional, strike, " \
        "expiration_date, index, series FROM swaptions " \
	"JOIN index_version ON (swaptions.security_id = index_version.redindexcode) " \
        "WHERE termination_date is NULL and expiration_date > %s",
        engine, 'dealid', params=(date,), parse_dates=['expiration_date'])

if __name__ == "__main__":
    engine = dbengine('dawndb')
    df = get_trades(datetime.date.today(), engine)