1 files changed, 27 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index e57ea3cc..fe0feeb0 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -241,6 +241,33 @@ BEGIN
 END;
 $$ LANGUAGE plpgsql;
 
+CREATE OR REPLACE function list_positions_range(start_date date,
+          end_date date,
+          p_class asset_class DEFAULT NULL)
+RETURNS TABLE(identifier varchar(12), description varchar(32), notional float, strategy bond_strat,
+              curr_cpn float, start_accrued_date date, last_settle_date date,
+              principal_payment float, accrued_payment float, currency currency, daycount day_count,
+              bbg_type bbg_type) AS $$
+DECLARE sqlquery text;
+DECLARE asset_opt text;
+DECLARE unsettled_opt text;
+BEGIN
+
+  sqlquery := 'WITH temp AS (SELECT bonds.identifier, asset_class, settle_date, folder,
+          principal_payment, accrued_payment, sum(faceamount*(2*buysell::int-1) )
+          OVER (PARTITION BY bonds.identifier) notional FROM bonds
+          WHERE trade_date <=$2)
+  SELECT DISTINCT ON (temp.identifier) temp.identifier, securities.description, notional, folder,
+  securities.coupon, start_accrued_date, settle_date, temp.principal_payment,
+  temp.accrued_payment, securities.currency, securities.day_count, securities.bbg_type
+  FROM temp LEFT JOIN securities USING (identifier)
+  WHERE (temp.notional>0 or (temp.notional==0 and settle_date>=$1)) AND paid_down>$1 '||asset_opt
+  ||' ORDER BY identifier, settle_date desc';
+  RETURN QUERY EXECUTE sqlquery USING start_date, end_date, p_class;
+END;
+$$ LANGUAGE plpgsql;
+
+
 CREATE OR REPLACE function risk_positions(p_date date, p_assetclass asset_class) RETURNS TABLE
 (description varchar(32), identifier varchar(12), notional float, price float,
 strategy bond_strat, factor float, local_market_value float, usd_market_value float,