diff options
Diffstat (limited to 'python/report_ops/sma.py')
| -rw-r--r-- | python/report_ops/sma.py | 13 |
1 files changed, 5 insertions, 8 deletions
diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py index e982f069..9a3bf77a 100644 --- a/python/report_ops/sma.py +++ b/python/report_ops/sma.py @@ -12,27 +12,24 @@ from typing import ClassVar @dataclass class SMA: date: datetime.date - fund: str + fund: ClassVar[str] + _conn: ClassVar = dbconn("dawndb") _em: ClassVar = ExchangeMessage() def __init_subclass__(cls, fund): cls.fund = fund - def __init__(self, date): - self.date = date - def get_positions(self): - dawndb = dbconn("dawndb") df_blotter = pd.read_sql_query( "SELECT * FROM risk_positions(%s, NULL, %s)", - dawndb, + self._conn, params=(self.date, self.fund), index_col=["identifier"], ) cds_positions = pd.read_sql_query( "SELECT * FROM list_cds_marks_pre(%s, NULL, %s)", - dawndb, + self._conn, params=(self.date, self.fund), index_col=["security_id"], ) @@ -42,7 +39,7 @@ class SMA: "accrued, cp_code, cpty_id from list_cds(%s, %s) a " "LEFT JOIN tranche_risk ON id=tranche_id AND date=%s " "WHERE orig_attach IS NOT NULL", - dawndb, + self._conn, params=(self.date, self.fund, self.date), index_col=["id"], ) |