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-rw-r--r--python/risk/indices.py7
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"