1 files changed, 0 insertions, 15 deletions
diff --git a/python/risk/trs.py b/python/risk/trs.py
deleted file mode 100644
index 59b9ee35..00000000
--- a/python/risk/trs.py
+++ /dev/null
@@ -1,15 +0,0 @@
-from serenitas.analytics.api import Portfolio, TRS
-import logging
-
-logger = logging.getLogger(__name__)
-
-
-def get_trs_portfolio(date, conn, fund="SERCGMAST", **kwargs):
-    sql_str = "SELECT dealid FROM trs WHERE trade_date <= %s AND maturity_date > %s AND fund = %s"
-    with conn.cursor() as c:
-        c.execute(sql_str, (date, fund))
-        trade_ids = [tid for (tid,) in c]
-
-    portf = Portfolio([TRS.from_tradeid(tid) for tid in trade_ids], trade_ids)
-    portf.value_date = date
-    return portf