diff options
| -rw-r--r-- | R/build_portfolios.R | 5 | ||||
| -rw-r--r-- | python/cusip_universe.py | 2 |
2 files changed, 5 insertions, 2 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index ef32bf1e..31c34000 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -68,9 +68,12 @@ cusipdata <- cusip.data() currdealnames <- dbGetQuery(dbCon, "select updatedate, dealname from latest_deal_model_numbers")
## build portfolio data
for(deal.name in dealnames){
+ if(is.na(deal.name)){
+ next
+ }
deal.data <- getdealdata(deal.name, calibration.date)
if(deal.data$"Curr Collat Bal" < 1 ||is.na(deal.data$maturity)||deal.data$maturity <= today()+90){
- return()
+ next
}
deal.portfolio <- buildSC.portfolio(deal.name, deal.data, cusipdata, global.params, workdate)
A <- SPmatrix2(deal.portfolio$SC, deal.data, freq="3 months")
diff --git a/python/cusip_universe.py b/python/cusip_universe.py index 471b0aae..db9a8ac8 100644 --- a/python/cusip_universe.py +++ b/python/cusip_universe.py @@ -45,7 +45,7 @@ def upload_data(workdate, conn, cursor): cursor.execute(sqlstring, (line['CUSIP'],)) curr_date = cursor.fetchone() if not curr_date or curr_date[0] < dealupdate[dealname]: - if dealname in deals_to_update: + if dealname not in deals_to_update: deals_to_update.append(dealname) line['updatedate'] = dealupdate[dealname] for key in ['Curr Balance', 'Orig Balance', 'Orig Attachment Point', |