diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/bonds.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/risk/bonds.py b/python/risk/bonds.py index 5b104091..b0af1767 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -232,7 +232,7 @@ def get_portfolio(date, conn, asset_class: AssetClass, fund="SERCGMAST"): def crt_risk(date, dawn_conn, crt_engine, fund="SERCGMAST"): - analytics.init_ontr(date) + analytics.init_ontr(date, ("HY", "IG")) yc = YC(evaluation_date=date) df = get_portfolio(date, dawn_conn, AssetClass.CRT, fund) scen = { @@ -244,7 +244,7 @@ def crt_risk(date, dawn_conn, crt_engine, fund="SERCGMAST"): } scen_type = None for d, s in scen.items(): - if scen_type == None and date < d: + if scen_type is None and date < d: scen_type = s sql_string = ( "SELECT distinct timestamp FROM priced_at_market " |