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Diffstat (limited to 'python/load_globeop_report.py')
| -rw-r--r-- | python/load_globeop_report.py | 23 |
1 files changed, 23 insertions, 0 deletions
diff --git a/python/load_globeop_report.py b/python/load_globeop_report.py index 5c0ccffc..52a86cbc 100644 --- a/python/load_globeop_report.py +++ b/python/load_globeop_report.py @@ -106,6 +106,29 @@ def read_cds_report(f): return df.set_index('gtid').join(df2.set_index('gtid')[ df2.columns.difference(df.columns)]).reset_index() +def read_swaption_report(f): + df = pd.read_csv(f) + df2 = pd.read_csv(f.parent / "All_Report.csv") + def drop_zero_count(df): + for k, v in df.iteritems(): + if len(v.value_counts()) == 0: + del df[k] + drop_zero_count(df) + drop_zero_count(df2) + # df2 = df2[df2["Product Sub Type"] == "CD_INDEX_OPTION"] + # df = df[df["Product Sub Type"] == "CD_INDEX_OPTION"] + df = df.set_index("GTID").join(df2.set_index("GTID")[["Geneva ID"]]) + for key in ['Created User', 'Last Modified User', + 'Last Modified Date', 'Trade Status', 'Position Status', + 'Client', 'External Trade ID', 'Fund', 'Fund Long Name', + 'Prime Broker', 'Transaction Status', 'Created Date', 'Comments', + 'Trade Type']: + del df[key] + for k, v in df.iteritems(): + if "Date" in k and "End Date" not in k: + df[k] = pd.to_datetime(v) + return df + def cds_reports(): df = {} for f in chain.from_iterable(get_globs('CDS_Report')): |