diff options
Diffstat (limited to 'python/risk/indices.py')
| -rw-r--r-- | python/risk/indices.py | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/python/risk/indices.py b/python/risk/indices.py index 4238927e..d473ce18 100644 --- a/python/risk/indices.py +++ b/python/risk/indices.py @@ -88,7 +88,11 @@ def VaR( def insert_curve_risk(d: datetime.date, conn: connection, strategies=("SER_IGCURVE",)): - sql_str = "INSERT INTO curve_risk VALUES(%s, %s, %s, %s)" + sql_str = ( + "INSERT INTO curve_risk VALUES(%s, %s, %s, %s) " + "ON CONFLICT (date, strategy) DO UPDATE SET " + '"VaR"=excluded."VaR", currency=excluded.currency' + ) with conn.cursor() as c: for strat in strategies: portf = get_index_portfolio( |