diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/report_ops/utils.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/report_ops/utils.py b/python/report_ops/utils.py index f5a5ee35..80bc72d5 100644 --- a/python/report_ops/utils.py +++ b/python/report_ops/utils.py @@ -102,12 +102,13 @@ def check_cleared_cds(date, fund, conn): _tolerance = {"IG": 0.10, "HY": 0.20, "EU": 0.20, "XO": 0.30} with conn.cursor() as c: c.execute( - "SELECT *, abs(price-globeop_quote) AS difference FROM list_cds_marks(%s, NULL, %s)", + "SELECT *, abs(price-globeop_price) AS difference FROM list_cds_marks(%s, NULL, %s)", (date, fund), ) for row in c: d = row._asdict() d["serenitas_quote"] = d["price"] + d["admin_quote"] = d["globeop_price"] if d["difference"] > _tolerance[d["index"]]: CDXQuoteMonitor.stage(d) CDXQuoteMonitor.email(fund) @@ -318,7 +319,7 @@ class CDXQuoteMonitor( "security_desc", "security_id", "maturity", - "globeop_quote", + "admin_quote", "serenitas_quote", "difference", ), |