diff options
| -rw-r--r-- | python/mark_backtest_backfill.py | 2 | ||||
| -rw-r--r-- | python/mark_backtest_underpar.py | 5 |
2 files changed, 5 insertions, 2 deletions
diff --git a/python/mark_backtest_backfill.py b/python/mark_backtest_backfill.py index ca000956..60e1ec30 100644 --- a/python/mark_backtest_backfill.py +++ b/python/mark_backtest_backfill.py @@ -97,6 +97,8 @@ def get_globs(): return chain.from_iterable(globs) settings = { + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181201.20181231.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), + 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181101.20181130.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181001.20181031.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), 'ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20180901.20180930.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180801.20180831.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), diff --git a/python/mark_backtest_underpar.py b/python/mark_backtest_underpar.py index 4b8eb4b0..982a8886 100644 --- a/python/mark_backtest_underpar.py +++ b/python/mark_backtest_underpar.py @@ -10,8 +10,9 @@ import seaborn as sb import globeop_reports as ops def get_mark_df(asset_class = 'Subprime'): - #Filter marks > 1000 where the marks are weird... - df_external_marks = pd.read_sql_query("select * from external_marks_mapped where mark < 1000" + #It used to be >1000 but as of 12/17/2018 changed it to 3000 + #Filter marks >3000 where the marks are weird... + df_external_marks = pd.read_sql_query("select * from external_marks_mapped where mark < 3000" , dbengine('dawndb')) df_trades = pd.DataFrame() for date in df_external_marks.date.unique(): |