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import argparse
import pandas as pd
from db import dbconn, dbengine
from pandas.tseries.offsets import BDay
from .subprime import get_rmbs_portfolio, subprime_risk
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)
portf = get_rmbs_portfolio(workdate, conn)
crt_portf = portf[portf.strategy.str.contains("CRT")]
subprime_portf = portf[~portf.strategy.str.contains("CRT")]
subprime_portf_zero = subprime_portf[subprime_portf.identifier.str.endswith("_A")]
subprime_portf = subprime_portf[~subprime_portf.identifier.str.endswith("_A")]
df = subprime_risk(workdate)
subprime_portf = subprime_portf.join(df)
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