diff options
| -rw-r--r-- | python/position.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/position.py b/python/position.py index b5b5c2c5..fff2782d 100644 --- a/python/position.py +++ b/python/position.py @@ -67,13 +67,14 @@ def init_fx(session, engine, startdate): def update_fx(engine, session, currencies): securities = [c + ' Curncy' for c in currencies] - data = retrieve_data(session, securities, ['FIXED_CLOSING_PRICE_NY']) + data = retrieve_data(session, securities, ['FIXED_CLOSING_PRICE_NY', 'PX_CLOSE_DT']) colnames = ['date'] - values = [pd.datetime.today()] + values = [] for k, v in data.items(): currency_pair = k.split(' ')[0].lower() colnames.append(currency_pair) values.append(v['FIXED_CLOSING_PRICE_NY']) + values = [v['PX_CLOSE_DT']] + values sqlstr = 'INSERT INTO fx({0}) VALUES({1})'.format(",".join(colnames), ",".join(["%s"]*len(values))) conn = engine.raw_connection() |