diff options
| -rw-r--r-- | python/pnl_explain.py | 16 |
1 files changed, 0 insertions, 16 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index 91e4da49..25e38127 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -328,11 +328,6 @@ def get_bond_pv( cashflows = pd.read_sql_query( "SELECT identifier, prev_cpn_date AS date, interest, principal " "FROM factors_history fh " -<<<<<<< HEAD -======= - "left join securities b " - "on fh.identifier = b.figi " ->>>>>>> 5984d5b5 (separate out join in get_bond_pv and turn index of get_pnl for bond into datetime) "WHERE last_pay_date BETWEEN %s AND %s", conn, params=(start_date, end_date), @@ -345,18 +340,11 @@ def get_bond_pv( "principal_payment END) as principal_payment, " "sum(CASE WHEN buysell THEN -accrued_payment ELSE " "accrued_payment END) as accrued_payment, " -<<<<<<< HEAD "securities.asset_class " "FROM bond_trades " "LEFT JOIN securities USING (identifier) " "WHERE trade_date BETWEEN %s AND %s AND fund=%s " "GROUP BY date, figi, securities.asset_class", -======= - "asset_class " - "FROM bond_trades WHERE trade_date BETWEEN %s AND %s " - "AND fund=%s " - "group by date, identifier, asset_class", ->>>>>>> 5984d5b5 (separate out join in get_bond_pv and turn index of get_pnl for bond into datetime) conn, params=(start_date, end_date, fund), parse_dates=["date"], @@ -365,12 +353,8 @@ def get_bond_pv( if asset_class is not None: trades = trades[trades.asset_class == asset_class] trades.drop("asset_class", axis=1, inplace=True) -<<<<<<< HEAD - df = positions.join([cashflows, trades]) -======= positions = positions.join(cashflows) df = positions.join(trades) ->>>>>>> 5984d5b5 (separate out join in get_bond_pv and turn index of get_pnl for bond into datetime) df.interest *= df.notional / 100 df.principal *= df.notional / 100 return df |