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-rw-r--r--python/risk/indices.py18
1 files changed, 11 insertions, 7 deletions
diff --git a/python/risk/indices.py b/python/risk/indices.py
index 210d8aae..02aabb5e 100644
--- a/python/risk/indices.py
+++ b/python/risk/indices.py
@@ -5,15 +5,19 @@ from typing import Tuple
def get_index_portfolio(
- d: datetime.date, strategies: Tuple[str], conn: connection, **kwargs
+ d: datetime.date, conn: connection, strategies: Tuple[str] = None, **kwargs
):
+ sql_str = (
+ "SELECT security_id AS redcode, notional, maturity "
+ "FROM list_cds_positions_by_strat(%s) "
+ )
+ params = (d,)
+ if strategies is not None:
+ sql_str += "WHERE folder in %s"
+ params += (strategies,)
+
with conn.cursor() as c:
- c.execute(
- "SELECT security_id AS redcode, notional, maturity "
- "FROM list_cds_positions_by_strat(%s) "
- "WHERE folder in %s",
- (d, strategies),
- )
+ c.execute(sql_str, params)
trades = [
CreditIndex(
redcode=rec.redcode,