diff options
| -rw-r--r-- | python/reallocate_iam.py | 3 | ||||
| -rw-r--r-- | sql/dawn.sql | 5 |
2 files changed, 5 insertions, 3 deletions
diff --git a/python/reallocate_iam.py b/python/reallocate_iam.py index 4789c239..e514e925 100644 --- a/python/reallocate_iam.py +++ b/python/reallocate_iam.py @@ -45,6 +45,7 @@ def generate_new_iam_offset_trades(fund: str, cob: datetime.date, conn) -> "Iter trade_data = row._asdict() | { "is_offset": True, "folder": "M_CSH_CASH", + "portfolio": "CASH", "trade_date": cob, } yield IAMDeal.from_dict(**trade_data) @@ -100,7 +101,7 @@ def main(): """Generates IAM files for globeop""" conn = dbconn("dawndb") args = parse_args() - for fund in ("BOWDST",): + for fund in ("SERCGMAST", "BOWDST"): build_iam(fund, args.cob, conn, not args.no_upload) diff --git a/sql/dawn.sql b/sql/dawn.sql index 0b485f0f..4815a8c4 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -4172,9 +4172,9 @@ SELECT id, swap_type FROM irs JOIN counterparties ON cp_code = code) ORDER BY trade_date DESC, folder; -CREATE OR REPLACE FUNCTION list_iam(p_date date, p_fund fund) RETURNS TABLE (trade_date date, broker text, clean_folder strategy, start_money numeric(11,2), currency currency, fund fund, folder text) AS $$ BEGIN RETURN QUERY +CREATE OR REPLACE FUNCTION list_iam(p_date date, p_fund fund) RETURNS TABLE (trade_date date, broker text, clean_folder strategy, start_money numeric(11,2), currency currency, fund fund, folder text, portfolio portfolio) AS $$ BEGIN RETURN QUERY SELECT si.date as trade_date, si.broker, si.strategy as clean_strat, si.amount::NUMERIC(11,2), -si.currency, si.fund, COALESCE(pfm.folder::text, strategy::text) AS folder +si.currency, si.fund, COALESCE(pfm.folder::text, strategy::text) AS folder, pfm.portfolio FROM (SELECT *, rank() OVER(PARTITION BY si.broker,si.fund ORDER BY date desc) FROM strategy_im si WHERE si.fund=p_fund AND si.date<=p_date ORDER BY date DESC) si LEFT JOIN portfolio_folder_mapping pfm ON pfm.clean_folder=si.strategy::TEXT @@ -4195,5 +4195,6 @@ CREATE TABLE iams ( is_offset bool NOT NULL, uploaded bool NOT NULL, fund fund NOT NULL, + portfolio portfolio NOT NULL, CONSTRAINT iams_pk PRIMARY KEY (trade_date, strategy, broker, currency, is_offset, fund) );
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