diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 10 |
1 files changed, 5 insertions, 5 deletions
diff --git a/python/position.py b/python/position.py index ff0a7fc3..445cfee1 100644 --- a/python/position.py +++ b/python/position.py @@ -1,4 +1,4 @@ -from bbg_helpers import init_bbg_session, retreive_data +from bbg_helpers import init_bbg_session, retrieve_data import pandas as pd from sqlalchemy import create_engine from pandas.tseries.offsets import BDay @@ -38,14 +38,14 @@ def update_securities(session, fields): securities = pd.read_sql_table("securities", engine) securities['bbg_id'] = securities.cusip.where(securities.cusip.notnull(), securities['isin']) + \ ' ' + securities.bbg_type - data = retreive_data(session, securities.bbg_id.tolist(), fields) + data = retrieve_data(session, securities.bbg_id.tolist(), fields) df = pd.DataFrame.from_dict(data, orient='index') return securities.merge(df, left_on='bbg_id', right_index=True) def init_fx(session, startdate): currencies = ['EURUSD', 'CADUSD'] securities = [c + ' Curncy' for c in currencies] - data = retreive_data(session, securities, ['PX_LAST'], start_date=startdate) + data = retrieve_data(session, securities, ['PX_LAST'], start_date=startdate) data = data['CADUSD Curncy'].merge(data['CADUSD Curncy'], left_on='date', right_on='date') data.rename(columns={'PX_LAST_x': 'eurusd', 'PX_LAST_y': 'cadusd'}, inplace=True) @@ -53,7 +53,7 @@ def init_fx(session, startdate): def update_fx(session, conn, currencies): securities = [c + ' Curncy' for c in currencies] - data = retreive_data(session, securities, ['FIXED_CLOSING_PRICE_NY']) + data = retrieve_data(session, securities, ['FIXED_CLOSING_PRICE_NY']) colnames = ['date'] values = [pd.datetime.today()] for k, v in data.items(): @@ -71,7 +71,7 @@ def populate_cashflow_history(session, conn, workdate): securities['bbg_id'] = securities.cusip.where(securities.cusip.notnull(), securities['isin']) + \ ' ' + securities.bbg_type securities.set_index('bbg_id', inplace=True) - data = retreive_data(session, securities.index.tolist(), ['HIST_CASH_FLOW']) + data = retrieve_data(session, securities.index.tolist(), ['HIST_CASH_FLOW']) for k, v in data.items(): to_insert = v.get('HIST_CASH_FLOW') if to_insert is not None: |