1 files changed, 25 insertions, 20 deletions
diff --git a/python/notebooks/Interest Statement.ipynb b/python/notebooks/Interest Statement.ipynb
index 6209ef98..5e016fcb 100644
--- a/python/notebooks/Interest Statement.ipynb
+++ b/python/notebooks/Interest Statement.ipynb
@@ -27,31 +27,18 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "drange = pd.date_range(\"2019-05-01\", \"2019-05-31\")\n",
-    "df_balances = (df_balances.\n",
-    "               groupby([\"broker\", \"strategy\"], group_keys=False).\n",
-    "               apply(lambda df: df.reindex(drange, method=\"ffill\")).\n",
-    "               dropna())\n",
-    "df_balances.index.name='date'\n",
-    "df_balances.join(df_rates)"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
     "from IPython.display import display\n",
+    "from pandas.tseries.offsets import BDay\n",
     "\n",
     "def f(df_balances, df_rates, broker, start_date, end_date):\n",
     "    df = (df_balances[df_balances.broker == broker].\n",
     "      set_index(\"strategy\", append=True)[\"amount\"].\n",
     "      unstack(\"strategy\"))\n",
     "    df[df.isnull()] = 0.\n",
-    "    drange = pd.date_range(start_date, end_date)\n",
+    "    drange = pd.date_range(pd.Timestamp(start_date) - BDay(), end_date)\n",
     "    rates = df_rates.reindex(drange, method=\"ffill\").values /100 /360\n",
     "    df = df.reindex(drange, method=\"ffill\") * rates\n",
+    "    df = df.loc[start_date:]\n",
     "    display(df.sum().to_frame(name='amount'))\n",
     "    print(df.sum().sum())\n",
     "    \n",
@@ -69,19 +56,19 @@
     "import datetime\n",
     "broker_widget = widgets.Dropdown(\n",
     "    options=df_balances.broker.cat.categories,\n",
-    "    value='GS',\n",
+    "    value='CITI',\n",
     "    description='Broker:',\n",
     "    disabled=False,\n",
     ")\n",
     "start_date = widgets.DatePicker(\n",
     "    description='start:',\n",
     "    disabled=False,\n",
-    "    value=datetime.date(2019, 5, 1)\n",
+    "    value=datetime.date(2019, 6, 1)\n",
     ")\n",
     "end_date = widgets.DatePicker(\n",
     "    description='end:',\n",
     "    disabled=False,\n",
-    "    value=datetime.date(2019, 5, 31)\n",
+    "    value=datetime.date(2019, 6, 30)\n",
     ")\n",
     "output = widgets.interactive_output(f_print, {'broker': broker_widget, 'start_date': start_date, 'end_date': end_date})\n",
     "output.layout= Layout(margin='auto auto auto 90px')\n",
@@ -93,6 +80,24 @@
    "execution_count": null,
    "metadata": {},
    "outputs": [],
+   "source": [
+    "f(df_balances, df_rates, \"MS\", \"2019-06-01\", \"2019-06-30\").sum(axis=1)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df_balances[df_balances.broker=='MS'].loc[\"2019-06-10\"]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
    "source": []
   }
  ],
@@ -116,5 +121,5 @@
   }
  },
  "nbformat": 4,
- "nbformat_minor": 2
+ "nbformat_minor": 4
 }