diff options
Diffstat (limited to 'python/report_ops/sma.py')
| -rw-r--r-- | python/report_ops/sma.py | 16 |
1 files changed, 14 insertions, 2 deletions
diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py index 807a1a25..83d400c5 100644 --- a/python/report_ops/sma.py +++ b/python/report_ops/sma.py @@ -15,7 +15,19 @@ import csv from serenitas.utils.env import DAILY_DIR -def build_position_file(cob, fund, asset_classes: list): +def build_position_file( + cob, + fund, + asset_classes: list = [ + "bond", + "future", + "tranche", + "ir_swaption", + "cdx_swaption", + "irs", + "cdx", + ], +): for asset_class in asset_classes: for position in PositionReport[asset_class].gen_positions(cob, fund): PositionReport.staging_queue.append(position.to_position()) @@ -110,7 +122,7 @@ _fund_fcm = {"BOWDST": "GS_FCM", "ISOSEL": "BOA_FC"} def get_path(cob, fund): match fund: case "ISOSEL": - filepath_pattern = "Innocap_{fund}_positions_{cob:%Y%m%d}.csv" + filepath_pattern = "Innocap_{fund}_positions_{cob:%Y-%m-%d}.csv" case _: filepath_pattern = "{fund}_positions_{cob:%Y%m%d}.csv" return get_dir() / filepath_pattern.format(fund=fund, cob=cob) |