diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/__main__.py | 2 | ||||
| -rw-r--r-- | python/report_ops/queries.py | 6 | ||||
| -rw-r--r-- | python/report_ops/sma.py | 1 |
3 files changed, 4 insertions, 5 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index 2f985c62..327ba97d 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -132,7 +132,7 @@ for fund in funds: ) positions_rates = pd.read_sql_query( "SELECT maturity_date, (fixed_rate /100)::NUMERIC(4, 4) as fixed_rate, float_index, currency, roll_day, notional, folder " - "FROM list_ir_positions(%s, %s) ", + "FROM ir_swap_risk_master WHERE date=%s AND fund=%s", dawn_engine, params=( workdate, diff --git a/python/report_ops/queries.py b/python/report_ops/queries.py index c4955973..c29ec5e4 100644 --- a/python/report_ops/queries.py +++ b/python/report_ops/queries.py @@ -57,8 +57,6 @@ LEFT JOIN index_version_markit ivm ON security_id=redindexcode; """ IRS_QUERY = """ -SELECT * FROM list_ir_positions(%s, %s) a -LEFT JOIN LATERAL (SELECT sum(pv) AS mtm_valuation -FROM ir_swap_risk WHERE swp_id = ANY(a.ids) AND date=a.date) -b ON true; +SELECT * FROM ir_swap_risk_master WHERE +date=%s AND fund=%s """ diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py index 7db30189..764c4a00 100644 --- a/python/report_ops/sma.py +++ b/python/report_ops/sma.py @@ -391,6 +391,7 @@ class IRSPosition(PositionReport, asset_class="irs"): "float_index": "identifier", "cash_account": "account", "clearing_facility": "clearing_house", + "pv": "mtm_valuation", }, ) d["dealid"] = "COMPRESSED" |