diff options
| -rw-r--r-- | python/position.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/position.py b/python/position.py index 6996a295..37501e48 100644 --- a/python/position.py +++ b/python/position.py @@ -252,7 +252,7 @@ def update_swap_rates( tenors=[1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 15, 20, 30], start_date: datetime.date = None, ): - securities = {t: f"USISDA{t:02} Index" for t in tenors} + securities = {t: f"USISSO{t:02} Index" for t in tenors} if start_date is None: data = retrieve_data( session, list(securities.values()), ["PX_LAST", "LAST_UPDATE_DT"] @@ -265,7 +265,7 @@ def update_swap_rates( with conn.cursor() as c: for t, ticker in securities.items(): sql_str = ( - f'INSERT INTO USD_swap_fixings(fixing_date, "{t}y") ' + f'INSERT INTO USD_swap_sofr_fixings(fixing_date, "{t}y") ' + "VALUES(%s, %s) ON CONFLICT (fixing_date)" + f' DO UPDATE SET "{t}y" = %s' ) |