diff options
Diffstat (limited to 'python/risk/indices.py')
| -rw-r--r-- | python/risk/indices.py | 18 |
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, |
