diff options
| -rw-r--r-- | python/pnl_explain.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index e21d19b4..d5658c42 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -255,7 +255,7 @@ def get_bond_pv( index_col=["identifier"], ) dfs_1[d] = pd.read_sql_query( - "SELECT identifier, notional " "FROM list_positions(%s, %s, False, %s)", + "SELECT identifier, notional FROM list_positions(%s, %s, False, %s)", conn, params=(d.date(), asset_class, fund), index_col=["identifier"], @@ -270,7 +270,7 @@ def get_bond_pv( ].shift(fill_value=0.0) positions = positions.drop(start_date - bus_day) cashflows = pd.read_sql_query( - "SELECT identifier, last_pay_date AS date, interest, principal " + "SELECT identifier, prev_cpn_date AS date, interest, principal " "FROM factors_history WHERE last_pay_date BETWEEN %s AND %s", conn, params=(start_date, end_date), |