diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/portfolio.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/risk/portfolio.py b/python/risk/portfolio.py index 41b8ea2e..589aff3b 100644 --- a/python/risk/portfolio.py +++ b/python/risk/portfolio.py @@ -1,5 +1,6 @@ import numpy as np import logging +import pandas as pd from serenitas.analytics.base import Trade from serenitas.analytics.index_data import on_the_run @@ -46,7 +47,7 @@ def gen_bond_proxies(position_date, fund, conn): clo_pos, ), ): - if not position.empty: + if isinstance(position, pd.DataFrame): yield name, -position.get("hy_equiv", np.zeros(1)).sum() |