diff options
Diffstat (limited to 'python/risk/indices.py')
| -rw-r--r-- | python/risk/indices.py | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/python/risk/indices.py b/python/risk/indices.py index a8181ab7..e1f576d7 100644 --- a/python/risk/indices.py +++ b/python/risk/indices.py @@ -11,15 +11,16 @@ from typing import Tuple, Union def get_index_portfolio( d: datetime.date, conn: connection, + fund: str = "SERCGMAST", strategies: Union[Tuple[str], None] = None, - exclude_redcode=[], + exclude_redcode=(), **kwargs ): sql_str = ( "SELECT security_id AS redcode, sum(notional) AS notional, maturity " - "FROM list_cds_positions_by_strat(%s) " + "FROM list_cds_positions_by_strat(%s, %s) " ) - params = (d,) + params = (d, fund) if strategies is not None: if isinstance(strategies, tuple): sql_str += "WHERE folder in %s" |
