diff options
Diffstat (limited to 'python/pnl_explain.py')
| -rw-r--r-- | python/pnl_explain.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index c2b4cb48..1074bf10 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -272,18 +272,18 @@ def get_bond_pv( ): dr = pd.bdate_range(start_date - bus_day, end_date, freq=bus_day) dfs, dfs_1 = {}, {} - for d in dr: + for d in dr.date: dfs[d] = pd.read_sql_query( "SELECT identifier, usd_market_value, int_acc " "FROM risk_positions(%s, %s, %s)", conn, - params=(d.date(), asset_class, fund), + params=(d, asset_class, fund), index_col=["identifier"], ) dfs_1[d] = pd.read_sql_query( "SELECT identifier, notional FROM list_positions(%s, %s, False, %s)", conn, - params=(d.date(), asset_class, fund), + params=(d, asset_class, fund), index_col=["identifier"], ) positions = pd.concat(dfs, names=["date", "identifier"]) |
