diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/wells.py | 23 |
1 files changed, 14 insertions, 9 deletions
diff --git a/python/collateral/wells.py b/python/collateral/wells.py index 08760d60..8f6e6f5d 100644 --- a/python/collateral/wells.py +++ b/python/collateral/wells.py @@ -97,20 +97,25 @@ def collateral(d, positions, *, engine, **kwargs): "CURRENT_IM", "CURRENT_EXCESS_DEFICIT", ] + update_cols = [c.lower() for c in table_cols[2:]] if "VALUE_DATE" in df_margin: df_margin.VALUE_DATE = pd.to_datetime(df_margin.VALUE_DATE) + df_margin["CURRENT_EXCESS_DEFICIT"] += df_margin["PENDING_AMOUNT"] else: df_margin["Value Date"] = pd.to_datetime(df_margin["Value Date"]) table_cols = [c.replace("_", " ").title() for c in table_cols] table_cols[-2] = "Current IM" - try: - place_holders = ",".join(["%s"] * (len(table_cols) - 1)) - with engine.connect() as conn: - conn.execute( - f"INSERT INTO fcm_moneyline VALUES(%s, 'WFNSCLMFCM', {place_holders})", - list(df_margin[table_cols].itertuples(index=False)), - ) - except IntegrityError: - pass + df_margin["Current Excess Deficit"] += df_margin["Pending Amount"] + place_holders = ",".join(["%s"] * (len(table_cols) - 1)) + # pomme = (f"INSERT INTO fcm_moneyline VALUES(%s, 'WFNSCLMFCM', {place_holders})" + # f"ON CONFLICT (date, account, currency) DO UPDATE " + # f"({','.join(update_cols)}) = ({','.join(['EXCLUDED.'+c for c in update_cols])})) + with engine.connect() as conn: + conn.execute( + f"INSERT INTO fcm_moneyline VALUES(%s, 'WFNSCLMFCM', {place_holders})" + f"ON CONFLICT (date, account, currency) DO UPDATE SET " + f"({','.join(update_cols)}) = ({','.join(['EXCLUDED.'+c for c in update_cols])})", + list(df_margin[table_cols].itertuples(index=False)), + ) df["date"] = d return df.set_index("Strategy") |