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-rw-r--r--python/pnl_explain.py6
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"])