from serenitas.utils.db import dbconn import numpy as np import datetime import pandas as pd conn = dbconn("dawndb") with conn.cursor() as c: days = pd.bdate_range(end=datetime.date.today(), periods=60) for date in days: df = pd.read_sql( sql="SELECT * FROM list_bowd_quotes(%s)", con=conn, params=(date.date(),), ) try: print(df[~np.isclose(df["bowd_price"], df["closeprice"], atol=0.15)]) except TypeError: pass # c.execute("select security_desc, tenor, price, closeprice from list_cds_marks(%s, null, 'BOWDST') a left join index_quotes using (index, series, version, tenor) where date = %s", # (date.date(), date.date(),)) # for row in c: # print(date) # print(row.price, row.closeprice) # if row.price != row.closeprice: # breakpoint() # if not np.isclose(row.price, row.closeprice, atol=.01): # print(row.security_desc, row.tenor, row.price, row.closeprice)