diff options
Diffstat (limited to 'python/risk/bonds.py')
| -rw-r--r-- | python/risk/bonds.py | 6 |
1 files changed, 1 insertions, 5 deletions
diff --git a/python/risk/bonds.py b/python/risk/bonds.py index 56069b6a..7e0de99a 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -221,14 +221,10 @@ def get_portfolio(date, conn, asset_class: AssetClass, fund="SERCGMAST"): conn, params=(date, asset_class.name, fund), ) - with conn.cursor() as c: - c.execute("SELECT identifier, figi FROM securities") - figi_map = {identifier: figi for identifier, figi in c.fetchall()} - df["figi"] = df["identifier"].replace(figi_map) if asset_class == AssetClass.CLO: return df.set_index("figi") else: - return df.set_index("cusip") + return df.set_index("identifier") def crt_risk(date, dawn_conn, crt_engine, fund="SERCGMAST"): |