diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/position.py | 4 | ||||
| -rw-r--r-- | python/risk/bonds.py | 6 |
2 files changed, 3 insertions, 7 deletions
diff --git a/python/position.py b/python/position.py index 3bb6b67b..83bff28f 100644 --- a/python/position.py +++ b/python/position.py @@ -18,7 +18,7 @@ def get_list( ): if workdate: positions = pd.read_sql_query( - "SELECT identifier, bbg_type FROM list_positions(%s, %s, %s, %s)", + "SELECT identifier, figi, bbg_type FROM list_positions(%s, %s, %s, %s)", engine, params=(workdate, asset_class, include_unsettled, fund), ) @@ -299,7 +299,7 @@ def populate_cashflow_history(engine, session, workdate=None, funds=("SERCGMAST" secs = get_list(engine, workdate, fund=fund) for sec in secs.itertuples(): if sec.Index not in securities: - securities[sec.Index] = sec.identifier + securities[sec.Index] = sec.figi data = retrieve_data( session, securities, diff --git a/python/risk/bonds.py b/python/risk/bonds.py index 56069b6a..7e0de99a 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -221,14 +221,10 @@ def get_portfolio(date, conn, asset_class: AssetClass, fund="SERCGMAST"): conn, params=(date, asset_class.name, fund), ) - with conn.cursor() as c: - c.execute("SELECT identifier, figi FROM securities") - figi_map = {identifier: figi for identifier, figi in c.fetchall()} - df["figi"] = df["identifier"].replace(figi_map) if asset_class == AssetClass.CLO: return df.set_index("figi") else: - return df.set_index("cusip") + return df.set_index("identifier") def crt_risk(date, dawn_conn, crt_engine, fund="SERCGMAST"): |