diff options
Diffstat (limited to 'python/collateral/__main__.py')
| -rw-r--r-- | python/collateral/__main__.py | 36 |
1 files changed, 19 insertions, 17 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index b1d728d0..6f82ed9f 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -57,28 +57,30 @@ for cp in counterparties: ) else: positions = dawn_trades - lookback = 0 - while lookback < 2: - try: - df[cp.upper()] = cp_mod.collateral( - args.workdate - BDay(lookback), positions, engine=dawn_engine - ) - except FileNotFoundError as e: - logger.info(e) - lookback += 1 - except ValueError as e: - logger.error(e) - break - else: - break + for fund in ("Serenitas", "Brinker", "BowdSt"): + lookback = 0 + while lookback < 2: + try: + df[(fund, cp.upper())] = cp_mod.collateral( + args.workdate - BDay(lookback), positions, engine=dawn_engine, + fund=fund + ) + except FileNotFoundError as e: + logger.info(e) + lookback += 1 + except ValueError as e: + logger.error(e) + break + else: + break -df = pd.concat(df, names=["broker", "strategy"]).reset_index() +df = pd.concat(df, names=["fund", "broker", "strategy"]).reset_index() df.strategy = df.strategy.str.replace("^(M_|SER_)?", "", 1) df = df[["date", "broker", "strategy", "Amount", "Currency"]] conn = dbconn("dawndb") sql_str = ( - "INSERT INTO strategy_im VALUES(%s, %s, %s, %s, %s) " - "ON CONFLICT (date, strategy, broker) DO UPDATE " + "INSERT INTO strategy_im VALUES(%s, %s, %s, %s, %s, %s) " + "ON CONFLICT (date, strategy, broker, fund) DO UPDATE " "SET currency=EXCLUDED.currency, amount=EXCLUDED.amount" ) with conn.cursor() as c: |