diff options
Diffstat (limited to 'python/task_server/globeop.py')
| -rw-r--r-- | python/task_server/globeop.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/task_server/globeop.py b/python/task_server/globeop.py index 4f4def68..a69f4abf 100644 --- a/python/task_server/globeop.py +++ b/python/task_server/globeop.py @@ -142,8 +142,10 @@ def insert_todb(workdate): df.to_sql(table, engine, if_exists='append', index=False) def upload_bond_marks(engine, workdate): - df = pd.read_sql_query("SELECT * from list_marks(%s)", engine, - params=(workdate.date(),)) + df = pd.read_sql_query("SELECT identifier, price from list_marks(%s) " + "RIGHT JOIN list_positions(%s, NULL, False) " + "USING (identifier)", engine, + params=(workdate.date(), workdate.date())) df.rename(columns={'identifier': 'IDENTIFIER', 'price': 'Price'}, inplace=True) fullpath = DAILY_DIR / str(workdate.date()) / f"securitiesNpv{workdate:%Y%m%d_%H%M%S}.csv" |