diff options
Diffstat (limited to 'python/globeop_reports.py')
| -rw-r--r-- | python/globeop_reports.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/globeop_reports.py b/python/globeop_reports.py index bb2c01db..f624971c 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -139,7 +139,7 @@ def pnl_alloc_plot(df): ax.set_yticklabels(['{:.2f}%'.format(y*100) for y in y_ticks]) plt.tight_layout() -def cap_alloc_plot(df): +def cap_alloc_plot_pie(df): """ Takes the alloc('capital') dataframe""" # create piechart and add a circle at the center @@ -158,7 +158,7 @@ def avg_turnover(): last_monthend = datetime.date.today() - off.MonthEnd(1) sql_string = "SELECT * FROM bonds where buysell = 'False'" df = pd.read_sql_query(sql_string, dbengine('dawndb'), - parse_dates=['lastupdate', 'trade_date', 'settle_date']) + parse_dates={'lastupdate':'utc=True', 'trade_date':'', 'settle_date':''}) df = df[(df.trade_date > last_monthend - off.MonthEnd(12)) & (df.trade_date <= last_monthend)] return (df.principal_payment + df.accrued_payment).sum()/avg_nav @@ -184,7 +184,7 @@ def shift_cash(date, amount, df, strat): df.loc[date,'Cash'] = df.loc[date, 'Cash'] + amount/nav.loc[date].endbooknav return df -def cap_alloc_plot(df): +def cap_alloc_plot_bar(df): #ax = df.plot.bar(stacked=True) ax = df[:-1].plot.bar(stacked=True, legend=False, figsize=(10,4)) @@ -201,7 +201,6 @@ def cap_alloc_plot(df): ax.xaxis.set_label_text("") return ax - #plt.tight_layout() def calc_trade_performance_stats(): df = trade_performance().set_index('trade_date') |