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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 17 |
1 files changed, 9 insertions, 8 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 9495d28c..297d8466 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -48,14 +48,15 @@ class BasketIndex(CreditIndex): parse_dates=['maturity', 'issue_date']) if self.index_desc.empty: raise ValueError(f"Index {index_type} {series} doesn't exist") - self._index_version = list( - _engine.execute("SELECT lastdate," - " indexfactor/100 AS factor," - " cumulativeloss/100 AS cum_loss," - " version " \ - "FROM index_version " \ - "WHERE index = %s AND series = %s" \ - "ORDER BY lastdate", (index_type, series))) + self._index_version = [r.values() for r in + _engine.execute("SELECT lastdate," + " indexfactor/100 AS factor," + " cumulativeloss/100 AS cum_loss," + " version " \ + "FROM index_version " \ + "WHERE index = %s AND series = %s" \ + "ORDER BY lastdate", + (index_type, series))] self._update_factor(value_date) self.issue_date = self.index_desc.issue_date[0] self.index_desc = self.index_desc.loc[tenors] |