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-rw-r--r--python/risk/indices.py4
1 files changed, 2 insertions, 2 deletions
diff --git a/python/risk/indices.py b/python/risk/indices.py
index 6b285f80..243ea6e6 100644
--- a/python/risk/indices.py
+++ b/python/risk/indices.py
@@ -126,8 +126,8 @@ def insert_curve_risk(
):
sql_str = (
"INSERT INTO curve_risk VALUES(%s, %s, %s, %s, %s) "
- "ON CONFLICT (date, strategy) DO UPDATE SET "
- '"VaR"=excluded."VaR", currency=excluded.currency, fund=excluded.fund'
+ "ON CONFLICT (date, strategy, fund) DO UPDATE SET "
+ '"VaR"=excluded."VaR", currency=excluded.currency'
)
# add a portfolio with all strategies
strategies = (*strategies, strategies)