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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)
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