# Date Sequence to be made by this batch
bkfil, rtvStart, seq_DT = batch_sequence(option, freq)
# Getting the Universe in TMSRS_CD ~ Code Map
allSec = getUnique_TMSRS_CD()
codeMap = get_Mapping_orig(mapping)
trim_codeMap = codeMap[codeMap['TMSRS_CD'].isin(allSec)].copy()
trim_codeMap_uniq = trim_codeMap['Code'].unique()
print(trim_codeMap.iloc[:2])
print('\n>>> Total Mapping Securities #: {}'.format(trim_codeMap.shape[0]))
print('>>> Total Performing Securities #: {}'.format(
trim_codeMap_uniq.shape[0]))
# Checking Level of Duplicates in codeMap
chk_codeMap = check_mapping_df(trim_codeMap)
DF_accruals_yr, DF_accruals_qtr = pd.DataFrame(), pd.DataFrame()
DF_accrualsS_yr, DF_accrualsS_qtr = pd.DataFrame(), pd.DataFrame()
# Transform Security List into Batch Chunks
tot_n = chunker_count(trim_codeMap_uniq, 50)
Code_lst_tot = chunker(trim_codeMap_uniq.tolist(), 50)
# Bring needed items
cf_item = Item_lst.loc['NetCF_Operating']
ni_item = Item_lst.loc['NetIncome_bExIt']
rev_item = Item_lst.loc['NetSales_Revenue']
aa_item = Item_lst.loc['TotAsset_st']
st_time = time.time()
'endDT']] = DEBUG_.groupby('TMSRS_CD')['startDT',
'endDT'].apply(my_func)
trim_codeMap = DEBUG_.append(GOOD_, sort=True)
trim_codeMap.sort_index(inplace=True)
#*------------ Debug Map
trim_codeMap_uniq = trim_codeMap['TMSRS_CD'].unique()
print(trim_codeMap.iloc[:2])
print('\n>>> Total Mapping Securities #: {}'.format(trim_codeMap.shape[0]))
print('>>> Total Performing Securities #: {}'.format(
trim_codeMap_uniq.shape[0]))
# Checking Level of Duplicates in codeMap
chk_codeMap = check_mapping_df(trim_codeMap, mapCode_nm='Sedol')
DF_Momentum = pd.DataFrame()
tot_n = seq_DT.shape[0]
st_time = time.time()
for i, dt_ in enumerate(seq_DT):
handle_ax = AxiomaModel(modelDate=dt_,
offline=True,
check_existing_csv=True)
handle_ax.get_RM()
DF = handle_ax.factor_exp[['ShortTermMomentum',
'MediumTermMomentum']].copy()
DF.reset_index(drop=False, inplace=True)