aboutsummaryrefslogtreecommitdiffstats
path: root/python/mark_backtest_backfill.py
diff options
context:
space:
mode:
Diffstat (limited to 'python/mark_backtest_backfill.py')
-rw-r--r--python/mark_backtest_backfill.py23
1 files changed, 20 insertions, 3 deletions
diff --git a/python/mark_backtest_backfill.py b/python/mark_backtest_backfill.py
index 82187f9c..5a35edf1 100644
--- a/python/mark_backtest_backfill.py
+++ b/python/mark_backtest_backfill.py
@@ -3,9 +3,9 @@ import os
import re
import psycopg2
import datetime
-import bbg_helpers
+import serenitas.analytics.bbg_helpers
-from utils.db import dbconn, serenitas_engine, dawn_engine, DataError
+from serenitas.utils.db import dbconn, serenitas_engine, dawn_engine, DataError
from pickle import dumps
from sqlalchemy import create_engine
from itertools import chain
@@ -28,7 +28,9 @@ def runSingleFill(f):
+ 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 = pd.read_excel(
+ f, sheet_name, skiprows=11, usecols=range_name, engine="openpyxl"
+ )
marks = marks.rename(columns=lambda x: x.replace(".1", ""))
df = pd.DataFrame()
@@ -123,6 +125,21 @@ def get_globs():
settings = {
+ "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20201201.20201231.Draft.xlsx": (
+ "LA:MD",
+ "Securities Valuation Details",
+ "Y",
+ ),
+ "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20201101.20201130.Draft.xlsx": (
+ "JA:JX",
+ "Securities Valuation Details",
+ "Y",
+ ),
+ "ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20201001.20201031.Draft.xlsx": (
+ "JA:JX",
+ "Securities Valuation Details",
+ "Y",
+ ),
"ReviewedPack.jmircovi.SERENITAS.SERCGMAST.20200901.20200930.Draft.xlsx": (
"JA:JX",
"Securities Valuation Details",