diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/tranches.py | 7 |
1 files changed, 2 insertions, 5 deletions
diff --git a/python/risk/tranches.py b/python/risk/tranches.py index 97b8cb09..2e7d1059 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -15,10 +15,7 @@ def get_tranche_portfolio(date, conn, by_strat=False, fund="SERCGMAST"): params = (date, date, fund) with conn.cursor() as c: c.execute(sql_string, params) - if by_strat: - trade_ids = list(c) - else: - trade_ids = [(folder, dealid) for folder, dealid in c] + trade_ids = list(c) if by_strat: portf = Portfolio([DualCorrTranche(redcode=d['security_id'], maturity=d['maturity'], @@ -32,7 +29,7 @@ def get_tranche_portfolio(date, conn, by_strat=False, fund="SERCGMAST"): f"{t.index_type} {t.series} {t.tenor} {t.attach}-{t.detach}") for d, t in zip(trade_ids, portf.trades)] else: - portf = Portfolio([DualCorrTranche.from_tradeid(dealid) for (_, dealid) in trade_ids], + portf = Portfolio([DualCorrTranche.from_tradeid(dealid) for _, dealid in trade_ids], trade_ids) portf.value_date = date portf.mark() |