diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/tranches.py | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/python/risk/tranches.py b/python/risk/tranches.py index ecd4672a..0f4292c4 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -7,12 +7,11 @@ logger = logging.getLogger(__name__) def get_tranche_portfolio(date, conn, by_strat=False, fund="SERCGMAST", **kwargs): if by_strat: sql_string = "SELECT * from list_tranche_positions_by_strat(%s, %s)" - params = (date, fund) else: sql_string = "SELECT * FROM list_cds(%s, %s) WHERE orig_attach IS NOT NULL " - params = (date, fund) + with conn.cursor() as c: - c.execute(sql_string, params) + c.execute(sql_string, (date, fund)) trade_ids = list(c) portf = Portfolio( |