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-rw-r--r--python/risk/bonds.py6
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