diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 10 |
1 files changed, 8 insertions, 2 deletions
diff --git a/python/position.py b/python/position.py index 2358f235..f2e18587 100644 --- a/python/position.py +++ b/python/position.py @@ -391,13 +391,19 @@ def update_hyg_vol(conn, session, start_date: datetime.date = None): d = retrieve_data( session, ["HYG US Equity"], - fields=["PX_LAST", "CALL_IMP_VOL_30D", "3MO_CALL_IMP_VOL"], + fields=[ + "PX_LAST", + "CALL_IMP_VOL_30D", + "3MO_CALL_IMP_VOL", + "YAS_ISPREAD", + "YAS_MOD_DUR", + ], start_date=start_date, ) df = d["HYG US Equity"] with conn.cursor() as c: c.executemany( - "INSERT INTO hyg_vol_data VALUES (%s, %s, %s, %s)", + "INSERT INTO hyg_vol_data VALUES (%s, %s, %s, %s, %s, %s)", df.itertuples(index=True), ) conn.commit() |