1 files changed, 43 insertions, 0 deletions
diff --git a/python/load_globeop_report.py b/python/load_globeop_report.py
new file mode 100644
index 00000000..90ece895
--- /dev/null
+++ b/python/load_globeop_report.py
@@ -0,0 +1,43 @@
+from glob import iglob
+import os
+import pandas as pd
+from itertools import chain
+from pandas.tseries.offsets import BDay
+import pdb
+
+def daily_reports(fname, years=['2013', '2014', '2015']):
+    df = pd.DataFrame()
+    basedir = '/home/share/Daily'
+    globs = [iglob(os.path.join(basedir, year,
+                                ("{0}_*/{0}*/Reports/{1}.csv".
+                                 format(year, fname))))
+             for year in years]
+    globs.append(iglob(os.path.join(basedir,
+                                    '{0}-*/Reports/{1}.csv'.format(years[-1],
+                                                                   fname))))
+    for f in chain.from_iterable(globs):
+        try:
+            date = pd.Timestamp(f.split('/')[6])
+        except ValueError:
+            date = pd.Timestamp(f.split('/')[4])
+
+        if date>=pd.Timestamp('2013-02-06'):
+            newdf = pd.read_csv(f, parse_dates=['KnowledgeDate','PeriodEndDate'])
+        else:
+            newdf = pd.read_csv(f)
+            newdf['KnowledgeDate'] = date
+            newdf['PeriodEndDate'] = date - BDay(1)
+        if newdf.empty or ('PeriodEndDate' in df and \
+           not df[df.PeriodEndDate == newdf.PeriodEndDate.iat[0]].empty):
+            continue
+        df = df.append(newdf)
+    del df['AccountingPeriod']
+    for col in ['Strat','InvCcy','Fund','Port']:
+        df[col] = df[col].astype('category')
+    df.to_hdf('globeop.hdf', fname.lower(), format='table', complib='blosc')
+
+if __name__=='__main__':
+    #daily_reports('Pnl')
+    daily_reports('Valuation_Report')
+    df = pd.read_hdf('globeop.hdf', 'valuation_report')
+    nav = df[df.Fund=='SERCGMAST'].groupby('PeriodEndDate')['EndBookNAV'].sum()