diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/reto.py | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/python/reto.py b/python/reto.py index 5ce435de..6350a0a3 100644 --- a/python/reto.py +++ b/python/reto.py @@ -9,6 +9,7 @@ import serenitas.analytics as ana from serenitas.analytics.scenarios import run_portfolio_scenarios from serenitas.analytics.base import Trade from serenitas.utils.db2 import dbconn +from serenitas.utils.db import dawn_engine from serenitas.analytics.dates import prev_business_day @@ -93,7 +94,7 @@ def gen_spreads(shock_date, fund): def process_dataframe(raw_df): """Clean and transform the input dataframe to insert into database.""" - transformed_df = raw_df.reset_index(drop=True) + transformed_df = raw_df.reset_index() transformed_df = transformed_df.rename(columns={"level_0": "unit"}) strategy_columns = transformed_df.columns[3:] transformed_df = pd.melt( @@ -102,8 +103,9 @@ def process_dataframe(raw_df): value_vars=strategy_columns, ) transformed_df = transformed_df.rename( - columns={"variable": "strategy", "value": "value", "unit": "output_type"} + columns={"variable": "strategy", "value": "value", "unit": "risk_type"} ) + transformed_df.risk_type = transformed_df.risk_type.str.upper() return transformed_df @@ -120,7 +122,7 @@ if __name__ == "__main__": args.date, ), ) - conn.commit() df = process_dataframe(results) df["fund"] = fund df.to_sql("shocks", dawn_engine, if_exists="append", index=False) + conn.commit() |