diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/bonds.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/risk/bonds.py b/python/risk/bonds.py index 6333fc8e..c17901d2 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -246,6 +246,8 @@ def crt_risk(date, dawn_conn, engine): def clo_risk(date, dawn_conn, et_conn): df = get_portfolio(date, dawn_conn, AssetClass.CLO) + if df.empty: + return None placeholders = ",".join(["%s"] * df.shape[0]) sql_string = f"SELECT * FROM historical_cusip_risk(%s, {placeholders})" model = pd.read_sql_query( |