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 81b39f18..a8181ab7 100644 --- a/python/risk/indices.py +++ b/python/risk/indices.py @@ -103,7 +103,8 @@ def insert_curve_risk( with conn.cursor() as c: for strat in strategies: portf = get_index_portfolio(d, conn, strat, exclude_redcode=["2I65BYDU6"]) - var = VaR(portf, period="daily") - strat_name = "*" if isinstance(strat, tuple) else strat - c.execute(sql_str, (d, strat_name, var, "USD")) + if portf: + var = VaR(portf, period="daily") + strat_name = "*" if isinstance(strat, tuple) else strat + c.execute(sql_str, (d, strat_name, var, "USD")) conn.commit() |