diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/position.py b/python/position.py index 3f40db1d..81f5af5c 100644 --- a/python/position.py +++ b/python/position.py @@ -277,11 +277,13 @@ def update_swap_rates( conn.commit() -def update_cash_rates(conn, session, start_date=None): +def update_cash_rates(conn, session, start_date: datetime.date = None): securities = { "FEDL01 Index": "FED_FUND", "US0001M Index": "1M_LIBOR", "US0003M Index": "3M_LIBOR", + "SOFRRATE Index": "SOFR_RATE", + "SOFRINDX Index": "SOFR_INDEX", } if start_date is None: data = retrieve_data( @@ -289,7 +291,7 @@ def update_cash_rates(conn, session, start_date=None): ) else: data = retrieve_data( - session, list(securities.keys()), ["PX_LAST"], start_date=start_date.date() + session, list(securities.keys()), ["PX_LAST"], start_date=start_date ) sql_str = "INSERT INTO rates VALUES(%s, %s, %s) ON CONFLICT DO NOTHING" with conn.cursor() as c: |