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| -rw-r--r-- | python/globeop_reports.py | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/python/globeop_reports.py b/python/globeop_reports.py index b36d728f..461cb236 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -243,6 +243,12 @@ def rmbs_pos(date, model_date=None, dm=False): return v3.reset_index().set_index("date") +def crt_pos(date): + + pos = get_portfolio(date) + pos = pos[pos["strat"].str.contains("CRT")] + + def clo_pos(date): date = date.date() if isinstance(date, pd.Timestamp) else date |