diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 14 |
1 files changed, 7 insertions, 7 deletions
diff --git a/python/position.py b/python/position.py index 373d965f..dd142cf7 100644 --- a/python/position.py +++ b/python/position.py @@ -15,13 +15,13 @@ def get_list(engine, workdate=None, asset_class=None, include_unsettled=True): if workdate: positions = pd.read_sql_query("select identifier, bbg_type from list_positions(%s, %s, %s)", engine, - params=(workdate, asset_class, include_unsettled)) + params=(workdate.date(), asset_class, include_unsettled)) positions.loc[positions.identifier.str.len() <= 11, 'cusip'] = positions.identifier.str.slice(stop=9) positions.loc[positions.identifier.str.len() == 12, 'isin'] = positions.identifier else: positions = pd.read_sql_table("securities", engine) positions['bbg_id'] = positions.cusip.where(positions.cusip.notnull(), positions['isin']) + \ - ' ' + positions.bbg_type + ' ' + positions.bbg_type positions.set_index('bbg_id', inplace=True) return positions @@ -34,7 +34,7 @@ def get_list_range(engine, begin, end, asset_class=None): positions.loc[positions.identifier.str.len() <= 11, 'cusip'] = positions.identifier.str.slice(stop=9) positions.loc[positions.identifier.str.len() == 12, 'isin'] = positions.identifier positions['bbg_id'] = positions.cusip.where(positions.cusip.notnull(), positions['isin']) + \ - ' ' + positions.bbg_type + ' ' + positions.bbg_type positions.set_index('bbg_id', inplace=True) return positions @@ -65,14 +65,14 @@ def update_securities(engine, session, workdate): data = retrieve_data(session, securities.index.tolist(), ['PREV_CPN_DT', 'START_ACC_DT', 'CUR_CPN', 'CPN_ASOF_DT']) data = pd.DataFrame.from_dict(data, orient='index') - data = data[data.CPN_ASOF_DT.isnull() |(data.CPN_ASOF_DT<=workdate)] + data = data[data.CPN_ASOF_DT.isnull() |(data.CPN_ASOF_DT <= workdate)] m = securities.merge(data, left_index=True, right_index=True) conn = engine.raw_connection() with conn.cursor() as c: for r in m.to_dict('records'): accrued_field = field[r['bbg_type']] - if r[accrued_field].date() < workdate: + if r[accrued_field] < workdate: c.execute(f"UPDATE securities SET start_accrued_date=%({accrued_field})s " ",coupon=%(CUR_CPN)s WHERE identifier=%(identifier)s", r) @@ -269,9 +269,9 @@ if __name__=="__main__": dawn_engine = create_engine('postgresql://dawn_user@debian/dawndb') dawn_conn = dawn_engine.raw_connection() if len(sys.argv) > 1: - workdate = pd.Timestamp(sys.argv[1]).date() + workdate = pd.Timestamp(sys.argv[1]) else: - workdate = pd.Timestamp.now().date() + workdate = pd.Timestamp.now().normalize() with init_bbg_session(BBG_IP) as session: update_securities(dawn_engine, session, workdate) populate_cashflow_history(dawn_engine, session, workdate) |