1 files changed, 2 insertions, 17 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 96fb7fa9..cc45a5bc 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -2317,11 +2317,11 @@ $$ LANGUAGE plpgsql;
 
 CREATE OR REPLACE function list_crt_data(p_date date, fund fund DEFAULT 'SERCGMAST'::fund)
 RETURNS TABLE(identifier varchar(9), description varchar, model_time timestamp, notional double precision, factor double precision, pv float, duration float4, dm float4, delta_ir float4, delta_economy float4,
-  convexity_ir float4, convexity_economy float4, bondtype crt_bond_type, delta numeric) as $$
+  convexity_ir float4, convexity_economy float4, bondtype crt_bond_type, delta numeric, usd_market_value float) as $$
 BEGIN
   RETURN QUERY
   SELECT DISTINCT ON (identifier) c.identifier, c.description, a.timestamp, c.notional, c.factor, a.pv, duration_fw, a.dm, "delta.ir", "delta.economy",
-  "convexity.ir", "convexity.economy", bond_type, value FROM risk_positions(p_date, 'CRT', fund) c
+  "convexity.ir", "convexity.economy", bond_type, value, c.usd_market_value FROM risk_positions(p_date, 'CRT', fund) c
   LEFT JOIN priced_at_market a on c.identifier = a.cusip
   JOIN crt_model_versions ON model_des=model_version
   LEFT JOIN map_cusip USING (cusip)
@@ -2331,21 +2331,6 @@ BEGIN
   AND timestamp BETWEEN p_date AND p_date + INTERVAL '1 DAY'
   AND date <= greatest(p_date, DATE '2021-02-01')
 ORDER BY identifier, until_date ASC, timestamp DESC, date DESC;
-  -- SELECT c.identifier, c.description, c.strategy, a.timestamp, c.notional, c.factor, a.pv, duration_fw, a.dm, "delta.ir", "delta.economy",
-  -- "convexity.ir", "convexity.economy", bond_type, value
-  -- FROM (SELECT * FROM risk_positions(p_date, 'CRT', fund)) c
-  -- LEFT JOIN priced_at_market a on c.identifier = a.cusip
-  -- JOIN (SELECT cusip, MAX(timestamp) timestamp
-  -- FROM priced_at_market where timestamp between p_date
-  -- AND p_date + interval '1 DAY'
-  -- and model_des = (select model_version from crt_model_versions where until_date > p_date
-  -- order by until_date asc limit 1) GROUP BY cusip) b
-  -- using (cusip, timestamp)
-  -- LEFT JOIN map_cusip using (cusip)
-  -- LEFT JOIN bond_types USING (bond)
-  -- LEFT JOIN (select bond_type, value from beta_estimates
-  -- where date = (SELECT MAX(date) as date FROM beta_estimates where date <= greatest(p_date, DATE '2021-02-01'))) be
-  -- using (bond_type);
 END
 $$ LANGUAGE plpgsql;