diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/pnl_explain.py | 1 |
1 files changed, 0 insertions, 1 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index 2b703375..b2122669 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -168,7 +168,6 @@ def cds_explain_strat(strat, start_date, end_date, engine = dbengine("dawndb")): if start_date is None or (start_date <= r.trade_date): trade_df.realized_accrued.iat[3] -= trade_df.accrued.iat[0] extra_pnl = trade_df.clean_nav.iat[0] + trade_df.accrued.iat[0] + r.upfront - print(trade_df.accrued.iat[0] + r.upfront) trade_df.unrealized_pnl.iat[0] = extra_pnl trade_df.loc[:3, 'unrealized_accrued'] = 0 df[key] = trade_df.add(df.get(key, 0), fill_value=0) |