diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_basket.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index f5dff6de..25e3f4c9 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -78,7 +78,7 @@ class Skew: "FROM tranche_risk b " "LEFT JOIN tranche_quotes a ON a.id = b.tranche_id " "WHERE a.index=%s AND a.series=%s AND a.tenor=%s " - "AND quotedate::date=%s ORDER BY a.attach" + "AND (quotedate AT TIME ZONE 'America/New_York')::date=%s ORDER BY a.attach" ) with conn.cursor() as c: c.execute(sql_string, key) |