aboutsummaryrefslogtreecommitdiffstats
path: root/python/position.py
diff options
context:
space:
mode:
Diffstat (limited to 'python/position.py')
-rw-r--r--python/position.py8
1 files changed, 4 insertions, 4 deletions
diff --git a/python/position.py b/python/position.py
index 7c9de7fe..90f23fcd 100644
--- a/python/position.py
+++ b/python/position.py
@@ -64,13 +64,12 @@ def update_securities(engine, session, workdate):
['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 = pd.DataFrame.from_dict(data, orient='index')
m = securities.merge(data, left_index=True, right_index=True)
with conn.cursor() as c:
for r in m.to_dict('records'):
- if r[field[bbg_type]]<workdate:
+ if r[field[r['bbg_type']]] < workdate:
c.execute("UPDATE securities SET start_accrued_date=%({0})s "
- ",coupon=%(CUR_CPN)s WHERE identifier=%(identifier)s".format(field[r[bbg_type]]),
+ ",coupon=%(CUR_CPN)s WHERE identifier=%(identifier)s".format(field[r['bbg_type']]),
r)
conn.commit()
@@ -147,7 +146,8 @@ if __name__=="__main__":
engine = create_engine('postgresql://dawn_user@debian/dawndb')
if len(sys.argv)>1:
workdate = pd.Timestamp(sys.argv[1])
- workdate = pd.datetime.today()
+ else:
+ workdate = pd.datetime.today()
with init_bbg_session(BBG_IP) as session:
update_securities(engine, session, workdate)
populate_cashflow_history(engine, session, workdate)