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 5000cf4a..373d965f 100644 --- a/python/position.py +++ b/python/position.py @@ -15,7 +15,7 @@ def get_list(engine, workdate=None, asset_class=None, include_unsettled=True): if workdate: positions = pd.read_sql_query("select identifier, bbg_type from list_positions(%s, %s, %s)", engine, - params=(workdate.date(), asset_class, include_unsettled)) + params=(workdate, asset_class, include_unsettled)) positions.loc[positions.identifier.str.len() <= 11, 'cusip'] = positions.identifier.str.slice(stop=9) positions.loc[positions.identifier.str.len() == 12, 'isin'] = positions.identifier else: @@ -72,7 +72,7 @@ def update_securities(engine, session, workdate): with conn.cursor() as c: for r in m.to_dict('records'): accrued_field = field[r['bbg_type']] - if r[accrued_field] < workdate: + if r[accrued_field].date() < workdate: c.execute(f"UPDATE securities SET start_accrued_date=%({accrued_field})s " ",coupon=%(CUR_CPN)s WHERE identifier=%(identifier)s", r) |