diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/globeop_reports.py | 7 | ||||
| -rw-r--r-- | python/notebooks/Allocation Reports.ipynb | 10 |
2 files changed, 8 insertions, 9 deletions
diff --git a/python/globeop_reports.py b/python/globeop_reports.py index bb2c01db..f624971c 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -139,7 +139,7 @@ def pnl_alloc_plot(df): ax.set_yticklabels(['{:.2f}%'.format(y*100) for y in y_ticks]) plt.tight_layout() -def cap_alloc_plot(df): +def cap_alloc_plot_pie(df): """ Takes the alloc('capital') dataframe""" # create piechart and add a circle at the center @@ -158,7 +158,7 @@ def avg_turnover(): last_monthend = datetime.date.today() - off.MonthEnd(1) sql_string = "SELECT * FROM bonds where buysell = 'False'" df = pd.read_sql_query(sql_string, dbengine('dawndb'), - parse_dates=['lastupdate', 'trade_date', 'settle_date']) + parse_dates={'lastupdate':'utc=True', 'trade_date':'', 'settle_date':''}) df = df[(df.trade_date > last_monthend - off.MonthEnd(12)) & (df.trade_date <= last_monthend)] return (df.principal_payment + df.accrued_payment).sum()/avg_nav @@ -184,7 +184,7 @@ def shift_cash(date, amount, df, strat): df.loc[date,'Cash'] = df.loc[date, 'Cash'] + amount/nav.loc[date].endbooknav return df -def cap_alloc_plot(df): +def cap_alloc_plot_bar(df): #ax = df.plot.bar(stacked=True) ax = df[:-1].plot.bar(stacked=True, legend=False, figsize=(10,4)) @@ -201,7 +201,6 @@ def cap_alloc_plot(df): ax.xaxis.set_label_text("") return ax - #plt.tight_layout() def calc_trade_performance_stats(): df = trade_performance().set_index('trade_date') diff --git a/python/notebooks/Allocation Reports.ipynb b/python/notebooks/Allocation Reports.ipynb index 14756d41..00ad7972 100644 --- a/python/notebooks/Allocation Reports.ipynb +++ b/python/notebooks/Allocation Reports.ipynb @@ -45,7 +45,7 @@ "#Capital Allocation\n", "cap_alloc = go.alloc('capital')\n", "alloc1 = cap_alloc.xs(report_date)\n", - "go.cap_alloc_plot(alloc1)" + "go.cap_alloc_plot_pie(alloc1)" ] }, { @@ -85,10 +85,10 @@ "outputs": [], "source": [ "df = cap_alloc.endbooknav.groupby('periodenddate').apply(lambda x: x/x.sum())\n", - "df = df.unstack().groupby(pd.TimeGrouper('M')).apply(lambda df: df.loc[df.index[-1]])\n", + "df = df.unstack().groupby(pd.Grouper(freq='M')).apply(lambda df: df.loc[df.index[-1]])\n", "df = go.shift_cash(datetime.date(2017,11,30), -2096454, df, 'Curve')\n", "temp = df.iloc[-1].sort_values(ascending=False)\n", - "df = df.reindex_axis(temp.index, axis=1)" + "df = df.reindex(temp.index, axis=1)" ] }, { @@ -97,7 +97,7 @@ "metadata": {}, "outputs": [], "source": [ - "ax = go.cap_alloc_plot(df[:-1])\n", + "ax = go.cap_alloc_plot_bar(df[:-1])\n", "lgd = ax.legend(loc='lower center', bbox_to_anchor=(0.5, -0.3), ncol=4)\n", "ax.figure.savefig(\"/home/serenitas/edwin/PythonGraphs/cap_alloc_1.png\", bbox_extra_artists=(lgd,), bbox_inches='tight')" ] @@ -135,7 +135,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.6.1" + "version": "3.6.4" } }, "nbformat": 4, |