diff options
Diffstat (limited to 'python/notebooks')
| -rw-r--r-- | python/notebooks/PnL.ipynb | 14 |
1 files changed, 12 insertions, 2 deletions
diff --git a/python/notebooks/PnL.ipynb b/python/notebooks/PnL.ipynb index 89ac2487..237df90a 100644 --- a/python/notebooks/PnL.ipynb +++ b/python/notebooks/PnL.ipynb @@ -23,8 +23,8 @@ "outputs": [], "source": [ "today = datetime.date.today()\n", - "start_date = datetime.date(2022,7,1)\n", - "end_date = datetime.date(2022,11,1)\n", + "start_date = datetime.date(2022,11,1)\n", + "end_date = datetime.date(2022,12,1)\n", "strats = {\n", " \"swaption\": (\"IGOPTDEL\", \"HYOPTDEL\"),\n", " \"macro_hedge\": (\"HEDGE_MAC\",),\n", @@ -42,6 +42,8 @@ "metadata": {}, "outputs": [], "source": [ + "import warnings\n", + "warnings.filterwarnings('ignore')\n", "for fund in ['SERCGMAST', 'ISOSEL', 'BOWDST']:\n", " pnl = {}\n", " #bond PNL---------------\n", @@ -113,6 +115,14 @@ "cds_trades = pd.read_sql_query(\"SELECT id, trade_date from cds\", dawndb,parse_dates=[\"trade_date\"], index_col=['id'])\n", "check_trades = pd.merge(check_trades, cds_trades, left_index=True, right_index=True)" ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "b83ec89d-45c3-4d28-8cfd-0be20b550a69", + "metadata": {}, + "outputs": [], + "source": [] } ], "metadata": { |