diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/globeop_reports.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/globeop_reports.py b/python/globeop_reports.py index d491a61d..cbd73673 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -9,10 +9,10 @@ def get_monthly_pnl(): sql_string = "SELECT * FROM pnl_reports" df_pnl = pd.read_sql_query(sql_string, dbengine('dawndb'), parse_dates=['date'], index_col=['date']) - df_pnl.invid = df_pnl.invid.str.replace("_A$", "") + df_pnl['identifier'] = df_pnl.invid.str.replace("_A$", "") pnl_cols = ['bookunrealmtm', 'bookrealmtm', 'bookrealincome', 'bookunrealincome', 'totalbookpl'] monthend_pnl = df_pnl.groupby(pd.TimeGrouper('M')).apply(lambda df: df.loc[df.index[-1]]) - return monthend_pnl.groupby(['date', 'invid'])[['mtd' + col for col in pnl_cols]].sum() + return monthend_pnl.groupby(['date', 'identifier'])[['mtd' + col for col in pnl_cols]].sum() def curr_port_PNL(date = datetime.date.today(), asset_class='Subprime'): sql_string = "SELECT * FROM risk_positions(%s, %s) WHERE notional > 0" |