diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/pnl_explain.py | 4 | ||||
| -rw-r--r-- | python/position.py | 2 |
2 files changed, 3 insertions, 3 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index 72586ea1..c923fc1e 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -95,8 +95,8 @@ def pnl_explain(identifier, start_date = None, end_date = None, 'realized_accrued']].iloc[1:,] def pnl_explain_list(id_list, start_date = None, end_date = None, engine = dbengine("dawndb")): - return {identifier: pnl_explain(identifier, start_date, end_date, engine) - for identifier in id_list} + return {(identifier, strategy): pnl_explain(identifier, start_date, end_date, engine) + for identifier, strategy in id_list} def compute_tranche_factors(df, attach, detach): attach, detach = attach/100, detach/100 diff --git a/python/position.py b/python/position.py index 5f2d3da0..5d95a488 100644 --- a/python/position.py +++ b/python/position.py @@ -25,7 +25,7 @@ def get_list(engine, workdate=None, asset_class=None, include_unsettled=True): def get_list_range(engine, begin, end, asset_class=None): begin = pd.Timestamp(begin).date() end = pd.Timestamp(end).date() - positions = pd.read_sql_query("select identifier, bbg_type from list_positions_range(%s, %s, %s)", + positions = pd.read_sql_query("select identifier, bbg_type, strategy from list_positions_range(%s, %s, %s)", engine, params=(begin, end, asset_class)) positions.loc[positions.identifier.str.len() <= 11, 'cusip'] = positions.identifier.str.slice(stop=9) |