diff options
| -rw-r--r-- | python/risk/indices.py | 4 | ||||
| -rw-r--r-- | sql/dawn.sql | 3 |
2 files changed, 4 insertions, 3 deletions
diff --git a/python/risk/indices.py b/python/risk/indices.py index 6b285f80..243ea6e6 100644 --- a/python/risk/indices.py +++ b/python/risk/indices.py @@ -126,8 +126,8 @@ def insert_curve_risk( ): sql_str = ( "INSERT INTO curve_risk VALUES(%s, %s, %s, %s, %s) " - "ON CONFLICT (date, strategy) DO UPDATE SET " - '"VaR"=excluded."VaR", currency=excluded.currency, fund=excluded.fund' + "ON CONFLICT (date, strategy, fund) DO UPDATE SET " + '"VaR"=excluded."VaR", currency=excluded.currency' ) # add a portfolio with all strategies strategies = (*strategies, strategies) diff --git a/sql/dawn.sql b/sql/dawn.sql index 38459245..6a6ace7b 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -2376,7 +2376,8 @@ CREATE TABLE curve_risk( strategy cds_strat, "VaR" float, currency currency, - PRIMARY KEY (date, strategy)) + fund fund, + PRIMARY KEY (date, strategy, fund)) CREATE OR REPLACE VIEW tranche_pnl AS WITH temp AS ( |