1 files changed, 19 insertions, 3 deletions
diff --git a/python/exploration/jtd.py b/python/exploration/jtd.py
index 10fd8422..5a8e3f3b 100644
--- a/python/exploration/jtd.py
+++ b/python/exploration/jtd.py
@@ -1,11 +1,27 @@
+import sys
+
+sys.path.append("..")
 from risk.indices import get_index_portfolio
+from risk.tranches import get_tranche_portfolio
 from serenitas.utils.db import dbconn
 import datetime
+import pandas as pd
+
 
 month_end = datetime.date(2021, 8, 31)
 conn = dbconn("dawndb")
-portf = get_index_portfolio(month_end, conn, by_strat=False)
+## indices
+# portf = get_index_portfolio(month_end, conn, by_strat=False)
+# d = {}
+# for t in portf:
+#     d[(t.name, t.notional)] = t.jtd_single_names().reset_index(1, drop=True)
+# result = pd.concat(d, axis=1, names=["name", "notional"]).sort_index()
+
+## tranches
+portf = get_tranche_portfolio(month_end, conn, by_strat=False)
 d = {}
 for t in portf:
-    d[(t.name, t.notional)] = t.jtd_single_names().reset_index(1, drop=True)
-result = pd.concat(d, axis=1, names=["name", "notional"]).sort_index()
+    d[(f"SCCDS{t.trade_id}", t.product_desc)] = t.jtd_single_names().reset_index(
+        1, drop=True
+    )
+result = pd.concat(d, axis=1, names=["dealid", "product_desc"]).sort_index()