1 files changed, 9 insertions, 14 deletions

diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 96ef9167..4a024f2e 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -692,9 +692,9 @@ $$
        END IF;

        flag := FALSE;

        FOR r in EXECUTE

-	 'SELECT DISTINCT quotesource, quotedate FROM tranche_quotes

+	 'SELECT quotesource, quoteset FROM tranche_quotes_ref

 	 WHERE index=$1::index_type AND series=$2 AND date(timezone(''localtime'', quotedate))=$3

-	 AND tenor =$4::tenor AND NOT deleted ORDER BY quotedate desc'

+	 AND tenor =$4::tenor ORDER BY quotedate desc'

        USING pg_index_type, pg_series, pg_date, pg_tenor LOOP

        -- The JPM quotes are untriggered whereas Citi quotes are triggered

        IF pg_index_type = 'XO' AND pg_series = 22 AND

@@ -704,16 +704,15 @@ $$
        IF r.quotesource = 'MSre' THEN

            CONTINUE;

        END IF;

-       If r.quotesource != source and source is not null THEN

+       If r.quotesource != source AND source IS NOT NULL THEN

            CONTINUE;

        END IF;

        EXECUTE

-          'SELECT array_agg(attach ORDER BY attach ASC)||100::smallint = $6||array_agg(detach ORDER BY detach ASC)

-           FROM tranche_quotes

-           WHERE index=$1::index_type AND series=$2 AND tenor=$3::tenor

-           AND quotedate=$4 AND detach-attach!=5::smallint AND quotesource=$5 AND NOT deleted'

+          'SELECT array_agg(attach ORDER BY attach ASC)||100::smallint = $1||array_agg(detach ORDER BY detach ASC)

+           FROM tranche_quotes_tranches

+           WHERE quoteset=$1 AND NOT deleted'

        INTO flag

-       USING pg_index_type, pg_series, pg_tenor, r.quotedate, r.quotesource, lower_attach;

+       USING r.quoteset, lower_attach;

        IF flag THEN

            best_quote := r;

        END IF;

@@ -724,14 +723,10 @@ $$
        END IF;

        IF pg_index_type = 'HY' AND pg_series >=15 THEN

           RETURN QUERY

-          SELECT * FROM tranche_quotes WHERE index=pg_index_type::index_type AND series= pg_series

-          AND tenor=pg_tenor::tenor AND quotedate=best_quote.quotedate AND detach-attach!=5::smallint AND

-          quotesource=best_quote.quotesource AND NOT deleted ORDER BY attach ASC;

+          SELECT * FROM tranche_quotes WHERE quoteset=r.quoteset AND detach-attach != 5 AND NOT deleted ORDER BY attach ASC;

        ELSE

           RETURN QUERY

-          SELECT * FROM tranche_quotes WHERE index=pg_index_type::index_type AND series=pg_series

-          AND tenor=pg_tenor::tenor AND quotedate=best_quote.quotedate AND quotesource=best_quote.quotesource AND NOT deleted

-          ORDER BY attach asc;

+          SELECT * FROM tranche_quotes WHERE quoteset = r.quoteset AND NOT deleted ORDER BY attach ASC;

        END IF;

        END;

 $$ language plpgsql;