diff options
Diffstat (limited to 'python/load_globeop_report.py')
| -rw-r--r-- | python/load_globeop_report.py | 30 |
1 files changed, 25 insertions, 5 deletions
diff --git a/python/load_globeop_report.py b/python/load_globeop_report.py index f4598fe3..ac64b936 100644 --- a/python/load_globeop_report.py +++ b/python/load_globeop_report.py @@ -32,6 +32,7 @@ def read_valuation_report(f): df["KnowledgeDate"] = date df["PeriodEndDate"] = date - bus_day df["row"] = df.index + df["Fund"] = df.Fund.str.replace("BOS_PAT_BOWDOIN", "BOWDST") if "AccountingPeriod" in df: del df["AccountingPeriod"] if "CounterParty" in df: @@ -40,12 +41,23 @@ def read_valuation_report(f): df.counterparty = df.counterparty.str.replace("BARC$", "BARCNY", regex=True) if "Strat" in df: df.Strat = df.Strat.str.replace( - "^(SERCGMAST__){1,2}(M_|SER_)?", "", 1, regex=True + "^(SERCGMAST__|BOS_PAT_BOWDOIN__){1,2}(M_|SER_)?", "", 1, regex=True ) - df = df.replace({"Strat": {"TCDSCSH": "TCSH", "MTG_CRT_LD": "CRT_LD"}}) if "Port" in df: df.Port = df.Port.str.replace( - "^(SERCGMAST__){1,2}(SERG__|SERG_)?", "", 1, regex=True + "^(SERCGMAST__|BOS_PAT_BOWDOIN__){1,2}(SERG__|SERG_)?", "", 1, regex=True + ) + df.Port = ( + df.Port.str.replace("CLOS", "CLO") + .replace("HEDGE_CLO", "CLO") + .replace("HEDGE_MBS", "MORTGAGES") + ) + if "counterparty" in df: + df.counterparty = ( + df.counterparty.str.replace("MSCILN", "MSCSNY") + .replace("GOLINY", "GOLDNY") + .replace("BOANNY", "BAMSNY") + .replace("CSITLN", "CSFBBO") ) df.columns = df.columns.str.lower() return df @@ -64,12 +76,20 @@ def valuation_reports(): def read_pnl_report(f): df = pd.read_csv(f) - df.Strat = df.Strat.str.replace("^(SERCGMAST__){1,2}(M_|SER_)?", "", 1, regex=True) + df.Strat = df.Strat.str.replace( + "^(SERCGMAST__|BOS_PAT_BOWDOIN__){1,2}(M_|SER_)?", "", 1, regex=True + ) df = df.replace({"Strat": {"TCDSCSH": "TCSH", "MTG_CRT_LD": "CRT_LD"}}) df.Port = df.Port.str.replace( - "^(SERCGMAST__){1,2}(SERG__|SERG_)?", "", 1, regex=True + "^(SERCGMAST__|BOS_PAT_BOWDOIN__){1,2}(SERG__|SERG_)?", "", 1, regex=True + ) + df.Port = ( + df.Port.str.replace("CLOS", "CLO") + .replace("HEDGE_CLO", "CLO") + .replace("HEDGE_MBS", "MORTGAGES") ) df["LongShortIndicator"] = df["LongShortIndicator"].str.strip() + df["Fund"] = df.Fund.str.replace("BOS_PAT_BOWDOIN", "BOWDST") df.columns = df.columns.str.lower().str.replace(" ", "") return df |