diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 12 |
1 files changed, 7 insertions, 5 deletions
diff --git a/python/position.py b/python/position.py index 84b8d82d..4bd54c6f 100644 --- a/python/position.py +++ b/python/position.py @@ -41,7 +41,7 @@ def backpopulate_marks(begin_str='2015-01-15', end_str='2015-07-15'): positions = positions.drop_duplicates() positions.to_sql('position', engine, if_exists='append', index=False) -def update_securities(engine, session): +def update_securities(engine, session, workdate): field = {'Corp': 'PREV_CPN_DT', 'Mtge': 'START_ACC_DT'} all_securities = get_list(engine) conn = engine.raw_connection() @@ -51,9 +51,11 @@ def update_securities(engine, session): data = pd.DataFrame.from_dict(data, orient='index') m = securities.merge(data, left_index=True, right_index=True) with conn.cursor() as c: - c.executemany("UPDATE securities SET start_accrued_date=%({0})s " - ",coupon=%(CUR_CPN)s WHERE identifier=%(identifier)s".format(field[bbg_type]), - m.to_dict('records')) + for r in m.to_dict('records'): + if r[field[bbg_type]]<workdate: + c.execute("UPDATE securities SET start_accrued_date=%({0})s " + ",coupon=%(CUR_CPN)s WHERE identifier=%(identifier)s".format(field[bbg_type]), + r) conn.commit() def init_fx(session, engine, startdate): @@ -129,7 +131,7 @@ if __name__=="__main__": engine = create_engine('postgresql://dawn_user@debian/dawndb') workdate = pd.datetime.today() with init_bbg_session(BBG_IP) as session: - update_securities(engine, session) + update_securities(engine, session, workdate) populate_cashflow_history(engine, session, workdate) update_fx(engine, session, ['EURUSD', 'CADUSD']) # # with init_bbg_session(BBG_IP) as session: |