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path: root/python/risk/__main__.py
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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)