import datetime
from analytics.curve_trades import curve_pos
from analytics.index_data import index_returns
portf = curve_pos(datetime.date(2018, 5, 3), "IG")

df = index_returns(index="IG", years=5, tenor=['3yr', '5yr', '7yr', '10yr'])
df = df.reset_index().set_index(['date', 'series', 'tenor'])
returns = df.spread_return.dropna().unstack(-1).groupby(level='date').nth(-1)