diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/load_globeop_report.py | 43 |
1 files changed, 43 insertions, 0 deletions
diff --git a/python/load_globeop_report.py b/python/load_globeop_report.py new file mode 100644 index 00000000..90ece895 --- /dev/null +++ b/python/load_globeop_report.py @@ -0,0 +1,43 @@ +from glob import iglob +import os +import pandas as pd +from itertools import chain +from pandas.tseries.offsets import BDay +import pdb + +def daily_reports(fname, years=['2013', '2014', '2015']): + df = pd.DataFrame() + basedir = '/home/share/Daily' + globs = [iglob(os.path.join(basedir, year, + ("{0}_*/{0}*/Reports/{1}.csv". + format(year, fname)))) + for year in years] + globs.append(iglob(os.path.join(basedir, + '{0}-*/Reports/{1}.csv'.format(years[-1], + fname)))) + for f in chain.from_iterable(globs): + try: + date = pd.Timestamp(f.split('/')[6]) + except ValueError: + date = pd.Timestamp(f.split('/')[4]) + + if date>=pd.Timestamp('2013-02-06'): + newdf = pd.read_csv(f, parse_dates=['KnowledgeDate','PeriodEndDate']) + else: + newdf = pd.read_csv(f) + newdf['KnowledgeDate'] = date + newdf['PeriodEndDate'] = date - BDay(1) + if newdf.empty or ('PeriodEndDate' in df and \ + not df[df.PeriodEndDate == newdf.PeriodEndDate.iat[0]].empty): + continue + df = df.append(newdf) + del df['AccountingPeriod'] + for col in ['Strat','InvCcy','Fund','Port']: + df[col] = df[col].astype('category') + df.to_hdf('globeop.hdf', fname.lower(), format='table', complib='blosc') + +if __name__=='__main__': + #daily_reports('Pnl') + daily_reports('Valuation_Report') + df = pd.read_hdf('globeop.hdf', 'valuation_report') + nav = df[df.Fund=='SERCGMAST'].groupby('PeriodEndDate')['EndBookNAV'].sum() |