diff options
Diffstat (limited to 'python/globeop_reports.py')
| -rw-r--r-- | python/globeop_reports.py | 8 |
1 files changed, 2 insertions, 6 deletions
diff --git a/python/globeop_reports.py b/python/globeop_reports.py index a140672e..1d798677 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -16,9 +16,10 @@ def get_monthly_pnl(): return monthend_pnl.groupby(['date', 'identifier'])[['mtd' + col for col in pnl_cols]].sum() def curr_port_PNL(date = datetime.date.today(), asset_class='Subprime'): + date = (date - pd.tseries.offsets.MonthEnd(1)).date() sql_string = "SELECT * FROM risk_positions(%s, %s) WHERE notional > 0" df_positions = pd.read_sql_query(sql_string, dbengine('dawndb'),params = [date, asset_class]) - df_pnl = get_monthly_pnl() + df_pnl = get_monthly_pnl()[:date] df_all = df_positions.merge(df_pnl.groupby('identifier').sum().reset_index(), on=['identifier']) return df_all @@ -65,8 +66,3 @@ def get_net_navs(): df = pd.read_csv('/home/serenitas/edwin/Python/subscription_fee_data.csv', parse_dates=['date'], index_col =['date']) df.index = df.index.to_period('M').to_timestamp('M') return df.join(nav) - -if __name__=='__main__': - nav = get_net_navs() - df_pnl = trade_performance() - df_curr_port = curr_port_PNL() |