diff options
Diffstat (limited to 'python/mark_backtest_backfill.py')
| -rw-r--r-- | python/mark_backtest_backfill.py | 503 |
1 files changed, 396 insertions, 107 deletions
diff --git a/python/mark_backtest_backfill.py b/python/mark_backtest_backfill.py index 1d054424..d44e2155 100644 --- a/python/mark_backtest_backfill.py +++ b/python/mark_backtest_backfill.py @@ -4,14 +4,14 @@ import re import psycopg2 import datetime import bbg_helpers -from db import dbconn + +from utils.db import dbconn, serenitas_engine, dawn_engine, DataError from pickle import dumps from sqlalchemy import create_engine from itertools import chain from glob import glob, iglob from pandas.tseries.offsets import MonthEnd, BDay -from db import serenitas_engine, dawn_engine, DataError def runAllFill(): for f in get_globs(): @@ -19,29 +19,34 @@ def runAllFill(): runSingleFill(f) print("done " + f) + def runSingleFill(f): range_name, sheet_name, done = settings[os.path.basename(f)] - markdate = pd.Timestamp(os.path.dirname(f).rsplit(os.path.sep, 1)[-1])-5*BDay() + MonthEnd() - #change /usr/lib/python3.6/site-packages/xlrd/xlsx.py line 609 to check for ":" in ref as well. Otherwise single merged cells bombs + markdate = ( + pd.Timestamp(os.path.dirname(f).rsplit(os.path.sep, 1)[-1]) + - 5 * BDay() + + MonthEnd() + ) + # change /usr/lib/python3.6/site-packages/xlrd/xlsx.py line 609 to check for ":" in ref as well. Otherwise single merged cells bombs marks = pd.read_excel(f, sheet_name, skiprows=11, usecols=range_name) - marks = marks.rename(columns=lambda x: x.replace('.1','')) + marks = marks.rename(columns=lambda x: x.replace(".1", "")) df = pd.DataFrame() - for s in ['1st', '2nd', '3rd'] +[str(i)+'th' for i in range(4, 12)]: - if s+' Source Price' not in marks: + for s in ["1st", "2nd", "3rd"] + [str(i) + "th" for i in range(4, 12)]: + if s + " Source Price" not in marks: break - temp = marks[['CUSIP', s+' Source Price', s+' Source']] - temp.columns = ['identifier', 'mark', 'source'] + temp = marks[["CUSIP", s + " Source Price", s + " Source"]] + temp.columns = ["identifier", "mark", "source"] df = df.append(temp) df = df.dropna() df = df[df.mark != 0] - df['date'] = markdate - df['source'] = df['source'].str.upper() + df["date"] = markdate + df["source"] = df["source"].str.upper() - conn = dbconn('dawndb') + conn = dbconn("dawndb") sql_str = "INSERT INTO external_marks VALUES(%(identifier)s, %(date)s, %(mark)s, %(source)s) ON CONFLICT DO NOTHING" with conn.cursor() as c: - for r in df.to_dict(orient='record'): + for r in df.to_dict(orient="record"): try: c.execute(sql_str, r) except (psycopg2.DataError, psycopg2.IntegrityError) as detail: @@ -50,34 +55,41 @@ def runSingleFill(f): finally: conn.commit() + def get_CUSIPs(): - conn = dbconn('dawndb') + conn = dbconn("dawndb") sql_str = "select distinct cusip from bonds where asset_class = 'Subprime'" df = pd.read_sql_query(sql_str, dawn_engine) return df + def get_BVAL(): - BBG_IP = ['192.168.9.65'] + BBG_IP = ["192.168.9.65"] bbgstartdate = pd.datetime(2013, 1, 1) - hist_securities = get_CUSIPs()['cusip']+ ' Mtge' - hist_fields = ['PX_LAST'] + hist_securities = get_CUSIPs()["cusip"] + " Mtge" + hist_fields = ["PX_LAST"] with bbg_helpers.init_bbg_session(BBG_IP) as session: - hist_data = bbg_helpers.retrieve_data(session, hist_securities, hist_fields, start_date=bbgstartdate) + hist_data = bbg_helpers.retrieve_data( + session, hist_securities, hist_fields, start_date=bbgstartdate + ) - hist_data1 = pd.concat(hist_data, axis = 1) - hist_data1 = hist_data1.resample('1m', closed= 'right').last() - hist_data1 = hist_data1.drop(pd.Timestamp('2017-02-28')).stack(level = -2) - hist_data1['source'] = 'BVAL' - hist_data1 = hist_data1.reset_index().rename(columns = {'level_1':'identifier', 'PX_LAST': 'mark'}) + hist_data1 = pd.concat(hist_data, axis=1) + hist_data1 = hist_data1.resample("1m", closed="right").last() + hist_data1 = hist_data1.drop(pd.Timestamp("2017-02-28")).stack(level=-2) + hist_data1["source"] = "BVAL" + hist_data1 = hist_data1.reset_index().rename( + columns={"level_1": "identifier", "PX_LAST": "mark"} + ) hist_data1.identifier = hist_data1.identifier.str[:9] return hist_data1 + def pop_BVAL_to_database(df): - conn = dbconn('dawndb') + conn = dbconn("dawndb") sql_str = "INSERT INTO external_marks VALUES(%(identifier)s, %(date)s, %(mark)s, %(source)s) ON CONFLICT DO NOTHING" with conn.cursor() as c: - for r in df.to_dict(orient='record'): + for r in df.to_dict(orient="record"): try: c.execute(sql_str, r) except (psycopg2.DataError, psycopg2.IntegrityError) as detail: @@ -86,90 +98,367 @@ def pop_BVAL_to_database(df): finally: conn.commit() + def get_globs(): - basedir = '/home/serenitas/Daily' - globs = [iglob(os.path.join(basedir, - year, - "{}_*/{}*/ReviewedPack*.xlsx".format(year, year))) - for year in ['2015', '2016', '2017', '2018', '2019']] - for year in ['2013', '2014']: - globs.append(iglob(os.path.join(basedir, - year, - "{}_*/{}*/Serenitas_Month-end_book*.xlsx".format(year, year)))) + basedir = "/home/serenitas/Daily" + globs = [ + iglob( + os.path.join( + basedir, year, "{}_*/{}*/ReviewedPack*.xlsx".format(year, year) + ) + ) + for year in ["2015", "2016", "2017", "2018", "2019"] + ] + for year in ["2013", "2014"]: + globs.append( + iglob( + os.path.join( + basedir, + year, + "{}_*/{}*/Serenitas_Month-end_book*.xlsx".format(year, year), + ) + ) + ) return chain.from_iterable(globs) + settings = { - 'ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190401.20190430.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190301.20190331.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190201.20190228.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20190101.20190131.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181201.20181231.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181101.20181130.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181001.20181031.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20180901.20180930.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180801.20180831.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180701.20180731.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180601.20180630.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.jipark.SERENITAS.SERCGMAST.20180501.20180531.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180401.20180430.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180301.20180331.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180201.20180228.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20180101.20180131.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20171201.20171231.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20171101.20171130.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20171001.20171031.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170901.20170930.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170801.20170831.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170701.20170731.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170601.20170630.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170501.20170531.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170401.20170430.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170301.20170331.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170201.20170228.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170101.20170131.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20161201.20161231.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20161101.20161130.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20161001.20161031.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160901.20160930.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160801.20160831.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160701.20160731.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160601.20160630.Draft.xlsx': ("JA:JX", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160501.20160531.Draft.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160401.20160430.Final.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160301.20160331.Final.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160201.20160229.Draft.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160101.20160131.Draft.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151201.20151231.Draft.xlsx': ("IA:IV", "Securities Valuation Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151101.20151130.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151001.20151031.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150901.20150930.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150801.20150831.Draft.savable.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150701.20150731.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150601.20150630.Draft.xlsx': ("GA:GR", "Securities Valuation - Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150501.20150531.Draft.xlsx': ("GA:GR", "VC Report 0531", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150401.20150430.Draft.xlsx': ("GA:GR", "All Securities Valuation Report", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150301.20150331.Draft.xlsx': ("GA:GP", "Actual Valuation Detail", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150201.20150228.Draft.xlsx': ("GA:GL", "Securities Valuation - Details", "Y"), - 'ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150101.20150131.Draft.xlsx': ("GA:GL", "Securities Valuation - Details", "Y"), - 'Serenitas_Month-end_book_12.31.14.xlsx': ("NA:NR", "Valuation report", "Y"), - 'Serenitas_Month-end_book_113014.xlsx': ("NA:NR", "Valuation report", "Y"), - 'Serenitas_Month-end_book-10_31_2014_updated.xlsx': ("NA:NR", "Valuation report", "Y"), - 'Serenitas_Month-end_book-09_30_2014.xlsx': ("II:IZ", "Valuation report", "Y"), - 'Serenitas_Month-end_book--08_31_2014_Final.xlsx': ("II:IZ", "Valuation report", "Y"), - 'Serenitas_Month-end_book--07_31_2014_final.xlsx': ("II:IZ", "Valuation report", "Y"), - 'Serenitas_Month-end_book--06_30_2014_-_Final_with_VC_Report (with CAD payments).xlsx': ("II:IZ", "Valuation report", "Y"), - 'Serenitas_Month-end_book--05_31_2014_Final.xlsx': ("II:IZ", "Valuation report", "Y"), - 'Serenitas_Month-end_book--04_30_2014 Final VC Report.xlsx': ("II:IZ", "All Securities Report", "Y"), - 'Serenitas_Month-end_book--03_31_2014 - Final.xlsx': ("II:IZ", "All Securities Report", "Y"), - 'Serenitas_Month-end_book--02_28_2014 Final.xlsx': ("II:IZ", "All Securities Report", "Y"), - 'Serenitas_Month-end_book--01_31_2014.xlsx': ("II:IZ", "ALL Securities", "Y"), - 'Serenitas_Month-end_book--12_31_2013.xlsx': ("II:IZ", "ALL Securities", "Y"), - 'Serenitas_Month-end_book--11_30_2013.xlsx': ("II:IZ", "ALL Securities", "Y"), - 'Serenitas_Month-end_book--10_31_2013.xlsx': ("II:IZ", "All Securities", "Y"), - 'Serenitas_Month-end_book--09_30_2013.xlsx': ("II:IZ", "All Securities", "Y"), - 'Serenitas_Month-end_book--08_31_2013.xlsx': ("II:IZ", "All Securities", "Y"), - 'Serenitas_Month-end_book--07_31_2013.xlsx': ("II:IZ", "All Securities", "Y"), - 'Serenitas_Month-end_book--06_30_2013.xlsx': ("II:IZ", "All Securities", "Y"), - 'Serenitas_Month-end_book--05 31 2013.xlsx': ("II:IZ", "All Securities", "Y"), - 'Serenitas_Month-end_book--04 30 2013.xlsx': ("II:IZ", "All Securities", "Y") + "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190901.20190930.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190801.20190831.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.lkadriu.SERENITAS.SERCGMAST.20190701.20190731.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190601.20190630.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190501.20190531.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190401.20190430.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190301.20190331.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20190201.20190228.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20190101.20190131.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181201.20181231.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181101.20181130.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20181001.20181031.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20180901.20180930.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180801.20180831.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180701.20180731.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180601.20180630.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.jipark.SERENITAS.SERCGMAST.20180501.20180531.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180401.20180430.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180301.20180331.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20180201.20180228.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20180101.20180131.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20171201.20171231.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20171101.20171130.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20171001.20171031.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170901.20170930.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170801.20170831.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170701.20170731.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170601.20170630.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170501.20170531.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170401.20170430.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170301.20170331.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170201.20170228.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20170101.20170131.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20161201.20161231.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20161101.20161130.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20161001.20161031.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160901.20160930.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160801.20160831.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.bseeman.SERENITAS.SERCGMAST.20160701.20160731.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160601.20160630.Draft.xlsx": ( + "JA:JX", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160501.20160531.Draft.xlsx": ( + "IA:IV", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160401.20160430.Final.xlsx": ( + "IA:IV", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160301.20160331.Final.xlsx": ( + "IA:IV", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160201.20160229.Draft.xlsx": ( + "IA:IV", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20160101.20160131.Draft.xlsx": ( + "IA:IV", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151201.20151231.Draft.xlsx": ( + "IA:IV", + "Securities Valuation Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151101.20151130.Draft.xlsx": ( + "GA:GR", + "Securities Valuation - Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20151001.20151031.Draft.xlsx": ( + "GA:GR", + "Securities Valuation - Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150901.20150930.Draft.xlsx": ( + "GA:GR", + "Securities Valuation - Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150801.20150831.Draft.savable.xlsx": ( + "GA:GR", + "Securities Valuation - Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150701.20150731.Draft.xlsx": ( + "GA:GR", + "Securities Valuation - Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150601.20150630.Draft.xlsx": ( + "GA:GR", + "Securities Valuation - Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150501.20150531.Draft.xlsx": ( + "GA:GR", + "VC Report 0531", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150401.20150430.Draft.xlsx": ( + "GA:GR", + "All Securities Valuation Report", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150301.20150331.Draft.xlsx": ( + "GA:GP", + "Actual Valuation Detail", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150201.20150228.Draft.xlsx": ( + "GA:GL", + "Securities Valuation - Details", + "Y", + ), + "ReviewedPack.pcharubh.SERENITAS.SERCGMAST.20150101.20150131.Draft.xlsx": ( + "GA:GL", + "Securities Valuation - Details", + "Y", + ), + "Serenitas_Month-end_book_12.31.14.xlsx": ("NA:NR", "Valuation report", "Y"), + "Serenitas_Month-end_book_113014.xlsx": ("NA:NR", "Valuation report", "Y"), + "Serenitas_Month-end_book-10_31_2014_updated.xlsx": ( + "NA:NR", + "Valuation report", + "Y", + ), + "Serenitas_Month-end_book-09_30_2014.xlsx": ("II:IZ", "Valuation report", "Y"), + "Serenitas_Month-end_book--08_31_2014_Final.xlsx": ( + "II:IZ", + "Valuation report", + "Y", + ), + "Serenitas_Month-end_book--07_31_2014_final.xlsx": ( + "II:IZ", + "Valuation report", + "Y", + ), + "Serenitas_Month-end_book--06_30_2014_-_Final_with_VC_Report (with CAD payments).xlsx": ( + "II:IZ", + "Valuation report", + "Y", + ), + "Serenitas_Month-end_book--05_31_2014_Final.xlsx": ( + "II:IZ", + "Valuation report", + "Y", + ), + "Serenitas_Month-end_book--04_30_2014 Final VC Report.xlsx": ( + "II:IZ", + "All Securities Report", + "Y", + ), + "Serenitas_Month-end_book--03_31_2014 - Final.xlsx": ( + "II:IZ", + "All Securities Report", + "Y", + ), + "Serenitas_Month-end_book--02_28_2014 Final.xlsx": ( + "II:IZ", + "All Securities Report", + "Y", + ), + "Serenitas_Month-end_book--01_31_2014.xlsx": ("II:IZ", "ALL Securities", "Y"), + "Serenitas_Month-end_book--12_31_2013.xlsx": ("II:IZ", "ALL Securities", "Y"), + "Serenitas_Month-end_book--11_30_2013.xlsx": ("II:IZ", "ALL Securities", "Y"), + "Serenitas_Month-end_book--10_31_2013.xlsx": ("II:IZ", "All Securities", "Y"), + "Serenitas_Month-end_book--09_30_2013.xlsx": ("II:IZ", "All Securities", "Y"), + "Serenitas_Month-end_book--08_31_2013.xlsx": ("II:IZ", "All Securities", "Y"), + "Serenitas_Month-end_book--07_31_2013.xlsx": ("II:IZ", "All Securities", "Y"), + "Serenitas_Month-end_book--06_30_2013.xlsx": ("II:IZ", "All Securities", "Y"), + "Serenitas_Month-end_book--05 31 2013.xlsx": ("II:IZ", "All Securities", "Y"), + "Serenitas_Month-end_book--04 30 2013.xlsx": ("II:IZ", "All Securities", "Y"), } |