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import pandas as pd
from sqlalchemy import create_engine
from sqlalchemy.engine.url import URL
def get_conn():
uri = URL(
drivername="postgresql", host="ziggy", username="mlp_user", database="mlp_scd"
)
return create_engine(uri, paramstyle="format")
engine = get_conn()
df = pd.read_sql(
"SELECT * FROM quote JOIN basket ON "
"securityid=basketid WHERE basketfamily='CDX' AND basketsector='IG' "
"AND basketseries=8 AND tenor='Y5' AND basketsubsector='*' "
"and quotesource='M' order by quotedate",
engine,
)
df.set_index("quotedate").plot()
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