diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/index_data.py | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 61d283e7..89c2754d 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -269,13 +269,15 @@ def get_singlenames_curves_prebuilt(conn, index_type, series, trade_date): def load_all_curves(conn, trade_date): with conn.cursor() as c: c.execute( - "SELECT curve, referenceentity FROM cds_curves " + "SELECT curve, referenceentity, company_id FROM cds_curves " "LEFT JOIN refentity ON redcode=redentitycode WHERE date=%s", (trade_date,), ) - r = [(name, SpreadCurve.from_bytes(b, True)) for (b, name) in c] + r = [(name, SpreadCurve.from_bytes(b, True), cid) for (b, name, cid) in c] r = pd.DataFrame.from_records( - r, columns=["name", "curve"], index=[c.full_ticker for _, c in r] + r, + columns=["name", "curve", "company_id"], + index=[c.full_ticker for _, c, _ in r], ) return r.loc[r.index.drop_duplicates()] |