diff options
Diffstat (limited to 'python/pnl_explain.py')
| -rw-r--r-- | python/pnl_explain.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index 72586ea1..c923fc1e 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -95,8 +95,8 @@ def pnl_explain(identifier, start_date = None, end_date = None, 'realized_accrued']].iloc[1:,] def pnl_explain_list(id_list, start_date = None, end_date = None, engine = dbengine("dawndb")): - return {identifier: pnl_explain(identifier, start_date, end_date, engine) - for identifier in id_list} + return {(identifier, strategy): pnl_explain(identifier, start_date, end_date, engine) + for identifier, strategy in id_list} def compute_tranche_factors(df, attach, detach): attach, detach = attach/100, detach/100 |