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from risk.indices import get_index_portfolio
from serenitas.utils.db import dbconn
import datetime
month_end = datetime.date(2021, 8, 31)
conn = dbconn("dawndb")
portf = get_index_portfolio(month_end, conn, by_strat=False)
d = {}
for t in portf:
d[(t.name, t.notional)] = t.jtd_single_names().reset_index(1, drop=True)
result = pd.concat(d, axis=1, names=["name", "notional"]).sort_index()
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