diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/globeop_reports.py | 14 |
1 files changed, 7 insertions, 7 deletions
diff --git a/python/globeop_reports.py b/python/globeop_reports.py index 2fe60c8e..a3428e5c 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -150,19 +150,19 @@ def hist_pos(asset_class="rmbs", dm=False): end_date = pd.datetime.today() - MonthEnd(1) dates = pd.date_range(datetime.date(2013, 1, 31), end_date, freq="M") - calc_df = pd.DataFrame() - for d in dates: + pos = [] + for d in dates.dt.date: if asset_class == "rmbs": - if d.date() == datetime.date(2018, 11, 30): + if d == datetime.date(2018, 11, 30): d_1 = datetime.date(2018, 12, 3) - elif d.date() == datetime.date(2016, 2, 29): + elif d == datetime.date(2016, 2, 29): d_1 = datetime.date(2016, 2, 29) else: d_1 = None - calc_df = calc_df.append(rmbs_pos(d, d_1, dm)) + pos.append(rmbs_pos(d, d_1, dm)) else: - calc_df = calc_df.append(clo_pos(d), sort=True) - return calc_df + pos.append(clo_pos(d), sort=True) + return pd.concat(pos) def rmbs_pos(date, model_date=None, dm=False): |