diff options
Diffstat (limited to 'python/risk/bonds.py')
| -rw-r--r-- | python/risk/bonds.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/risk/bonds.py b/python/risk/bonds.py index c17901d2..9ee98a20 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -221,15 +221,15 @@ def get_portfolio(date, conn, asset_class: AssetClass, fund="SERCGMAST"): return df.set_index("cusip") -def crt_risk(date, dawn_conn, engine): +def crt_risk(date, dawn_conn, engine, model_version="hpi5_ir3_btm"): df = get_portfolio(date, dawn_conn, AssetClass.CRT) df_model = pd.read_sql_query( "SELECT * from priced_at_market WHERE " "timestamp BETWEEN %s AND date_add(%s, INTERVAL 1 DAY) " - "AND model_des = 'hpi3_ir3'", + "AND model_des = %s", engine, "cusip", - params=(date, date), + params=(date, date, model_version), ) df = df.join(df_model) df["curr_ntl"] = df.notional * df.factor |
