import argparse import pandas as pd from db import dbconn from pandas.tseries.offsets import BDay from .swaptions import get_swaption_portfolio, insert_swaption_portfolio parser = argparse.ArgumentParser() parser.add_argument('workdate', nargs='?', type=lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date()), args = parser.parse_args() if args.workdate is None: workdate = (pd.Timestamp.today()-BDay()).date() else: workdate = args.workdate with dbconn('dawndb') as conn: portf = get_swaption_portfolio(workdate, conn, source_list=["GS"]) insert_swaption_portfolio(portf, conn)