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from serenitas.analytics.api import Portfolio, TRS
import logging
logger = logging.getLogger(__name__)
def get_trs_portfolio(date, conn, fund="SERCGMAST", **kwargs):
sql_str = "SELECT dealid FROM trs WHERE trade_date <= %s AND maturity_date > %s AND fund = %s"
with conn.cursor() as c:
c.execute(sql_str, (date, fund))
trade_ids = [tid for (tid,) in c]
portf = Portfolio([TRS.from_tradeid(tid) for tid in trade_ids], trade_ids)
portf.value_date = date
return portf
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