diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 13 |
1 files changed, 2 insertions, 11 deletions
diff --git a/python/position.py b/python/position.py index e7afc4df..064feb41 100644 --- a/python/position.py +++ b/python/position.py @@ -22,19 +22,10 @@ def get_list( engine, params=(workdate, asset_class, include_unsettled, fund), ) - 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.identifier = positions.figi + positions["bbg_id"] = positions.identifier + " " + positions.bbg_type positions.set_index("bbg_id", inplace=True) return positions |