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 4af08467..e7afc4df 100644 --- a/python/position.py +++ b/python/position.py @@ -95,7 +95,7 @@ def update_securities(engine, session, workdate): data = retrieve_data( session, securities.index.tolist(), - ["PREV_CPN_DT", "START_ACC_DT", "CUR_CPN", "CPN_ASOF_DT"], + ["PREV_CPN_DT", "START_ACC_DT", "CUR_CPN", "CPN_ASOF_DT", "MTG_FACE_AMT"], ) data = pd.DataFrame.from_dict(data, orient="index") data = data[ @@ -110,7 +110,8 @@ def update_securities(engine, session, 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", + ",coupon=%(CUR_CPN)s, face_amount=%(MTG_FACE_AMT)s " + "WHERE identifier=%(identifier)s", r, ) conn.commit() |