diff options
Diffstat (limited to 'python/notebooks/Interest Statement.ipynb')
| -rw-r--r-- | python/notebooks/Interest Statement.ipynb | 24 |
1 files changed, 20 insertions, 4 deletions
diff --git a/python/notebooks/Interest Statement.ipynb b/python/notebooks/Interest Statement.ipynb index 9903cb57..6209ef98 100644 --- a/python/notebooks/Interest Statement.ipynb +++ b/python/notebooks/Interest Statement.ipynb @@ -6,7 +6,7 @@ "metadata": {}, "outputs": [], "source": [ - "from db import dbconn\n", + "from utils.db import dbconn\n", "conn = dbconn('dawndb')\n", "import pandas as pd\n", "pd.options.display.float_format = \"{:,.2f}\".format\n", @@ -17,7 +17,7 @@ "df_balances = pd.read_sql_query(\"SELECT * FROM strategy_im\",\n", " conn,\n", " parse_dates=['date'],\n", - " index_col=['date'])\n", + " index_col=['date']).sort_index()\n", "df_balances[['broker', 'strategy']] = df_balances[['broker', 'strategy']].astype('category')" ] }, @@ -27,6 +27,21 @@ "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", "\n", "def f(df_balances, df_rates, broker, start_date, end_date):\n", @@ -38,6 +53,7 @@ " rates = df_rates.reindex(drange, method=\"ffill\").values /100 /360\n", " df = df.reindex(drange, method=\"ffill\") * rates\n", " display(df.sum().to_frame(name='amount'))\n", + " print(df.sum().sum())\n", " \n", "from functools import partial\n", "f_print = partial(f, df_balances, df_rates)" @@ -60,12 +76,12 @@ "start_date = widgets.DatePicker(\n", " description='start:',\n", " disabled=False,\n", - " value=datetime.date(2019, 4, 1)\n", + " value=datetime.date(2019, 5, 1)\n", ")\n", "end_date = widgets.DatePicker(\n", " description='end:',\n", " disabled=False,\n", - " value=datetime.date(2019, 4, 30)\n", + " value=datetime.date(2019, 5, 31)\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", |