diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/indices.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/risk/indices.py b/python/risk/indices.py index 6b285f80..243ea6e6 100644 --- a/python/risk/indices.py +++ b/python/risk/indices.py @@ -126,8 +126,8 @@ def insert_curve_risk( ): sql_str = ( "INSERT INTO curve_risk VALUES(%s, %s, %s, %s, %s) " - "ON CONFLICT (date, strategy) DO UPDATE SET " - '"VaR"=excluded."VaR", currency=excluded.currency, fund=excluded.fund' + "ON CONFLICT (date, strategy, fund) DO UPDATE SET " + '"VaR"=excluded."VaR", currency=excluded.currency' ) # add a portfolio with all strategies strategies = (*strategies, strategies) |