diff options
Diffstat (limited to 'python/interest_statement.py')
| -rw-r--r-- | python/interest_statement.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/interest_statement.py b/python/interest_statement.py index 2a800850..38f5d312 100644 --- a/python/interest_statement.py +++ b/python/interest_statement.py @@ -1,9 +1,8 @@ from serenitas.utils.db import dbconn - -conn = dbconn("dawndb") import pandas as pd from pandas.tseries.offsets import BDay -import numpy as np + +conn = dbconn("dawndb") df_rates = pd.read_sql_query( "SELECT date, rate FROM rates where name='FED_FUND'", @@ -52,7 +51,7 @@ def f(df_balances, df_rates, broker, start_date, end_date): dfs = {} for cp in ("GS", "MS", "BAML_ISDA", "CITI", "CS", "BNP"): - dfs[cp] = f(df_balances, df_rates, cp, "2020-11-01", "2020-11-30") + dfs[cp] = f(df_balances, df_rates, cp, "2020-12-01", "2020-12-31") df = pd.concat(dfs, names=["broker"]) df = df[df.amount != 0.0] df.amount *= -1.0 |