diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/__main__.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index 403cfb0c..c305420f 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -133,9 +133,9 @@ for fund in funds: positions_rates = pd.read_sql_query( "SELECT cleared_trade_id, notional, effective_date, maturity_date, payreceive, fixed_rate, folder, currency " "FROM irs " - "WHERE fund=%s", + "WHERE fund=%s AND trade_date < %s", dawn_engine, - params=(fund_mapping[fund],), + params=(fund_mapping[fund], workdate), index_col=["cleared_trade_id"], parse_dates=["effective_date", "maturity_date"], ) |