diff options
Diffstat (limited to 'python/intex_scenarios.py')
| -rw-r--r-- | python/intex_scenarios.py | 9 |
1 files changed, 5 insertions, 4 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py index ff8e9ac6..b82f4909 100644 --- a/python/intex_scenarios.py +++ b/python/intex_scenarios.py @@ -51,13 +51,14 @@ def generate_scenarios(workdate, dealnames, conn, cursor): reinvflag = config.getboolean('config', 'reinvflag')
rollingmat = config.getint('config', 'rollingmat')
reinv_assets = get_reinv_assets(dealname, workdate, cursor)
- if len([v for v in reinv_assets.values() if v == 'FIXED']) == 0:
+ n_float_assets = len([v for v in reinv_assets.values() if v == 'FLOAT'])
+ n_fixed_assets = len([v for v in reinv_assets.values() if v == 'FIXED'])
+ if n_fixed_assets == 0:
reinvfixedpercentage = 0
else:
- reinvfixedpercentage = global_reinvfixedpercentage
- n_float_assets = len([v for v in reinv_assets.values() if v == 'FLOAT'])
+ reinvfixedpercentage = global_reinvfixedpercentage / n_fixed_assets
if n_float_assets > 0:
- reinvfloatpercentage = (100-reinvfixedpercentage)/len([v for v in reinv_assets.values() if v == 'FLOAT'])
+ reinvfloatpercentage = (100-global_reinvfixedpercentage)/n_float_assets
floatreinvprices = []
fixedreinvprices = []
try:
|