diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/position.py | 10 |
1 files changed, 8 insertions, 2 deletions
diff --git a/python/position.py b/python/position.py index dd862ade..108f1bc4 100644 --- a/python/position.py +++ b/python/position.py @@ -407,8 +407,14 @@ def update_hyg_vol(conn, session, start_date: datetime.date = None): df = d["HYG US Equity"] with conn.cursor() as c: c.executemany( - "INSERT INTO hyg_vol_data VALUES (%s, %s, %s, %s, %s, %s)", - df.itertuples(index=True), + "INSERT INTO hyg_vol_data VALUES (%s, %s, %s, %s, %s, %s) " + "ON CONFLICT (date) DO UPDATE SET " + "price=%s, " + '"30d_implied_vol"=%s, ' + '"3M_implied_vol"=%s, ' + "yas_ispread=%s, " + "yas_mod_dur=%s ", + [(*t, *t[1:]) for t in df.itertuples(index=True)], ) conn.commit() |