{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import datetime\n",
    "import pandas.tseries.offsets as off\n",
    "import globeop_reports as go\n",
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#PNL Allocation\n",
    "#report_date = datetime.date(2017,10,31)\n",
    "report_date = datetime.date.today()\n",
    "report_date = report_date - off.MonthEnd(1)\n",
    "report_date"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "pnl_alloc = go.alloc('pnl')\n",
    "alloc = pnl_alloc.xs(report_date)\n",
    "go.pnl_alloc_plot(alloc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#Capital Allocation\n",
    "cap_alloc = go.alloc('capital')\n",
    "alloc1 = cap_alloc.xs(report_date)\n",
    "go.cap_alloc_plot(alloc1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#Average Portfolio Sales Turnover - as of last monthend from today\n",
    "go.avg_turnover()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#Number of bond positions by strategy by month - and copy to clipboard\n",
    "go.num_bond_by_strat()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#Number of bond trades by direction by month - and copy to clipboard\n",
    "go.num_bond_trades()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = cap_alloc.endbooknav.groupby('periodenddate').apply(lambda x: x/x.sum())\n",
    "df = df.unstack().groupby(pd.TimeGrouper('M')).apply(lambda df: df.loc[df.index[-1]])\n",
    "df = go.shift_cash(datetime.date(2017,11,30), -2096454, df, 'Curve')\n",
    "temp = df.iloc[-1].sort_values(ascending=False)\n",
    "df = df.reindex_axis(temp.index, axis=1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "ax = go.cap_alloc_plot(df[:-1])\n",
    "lgd = ax.legend(loc='lower center', bbox_to_anchor=(0.5, -0.3), ncol=4)\n",
    "ax.figure.savefig(\"/home/serenitas/edwin/PythonGraphs/cap_alloc_1.png\", bbox_extra_artists=(lgd,), bbox_inches='tight')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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