'FiscalPrd', 'FiscalPrd2', 'CalPrdEndDate', 'Value_', 'FILLyr'
]
cf_qtr_samp = WS_resample(seq_DT, cf_qtr, fill_cols=fill_cols)
ni_qtr_samp = WS_resample(seq_DT, ni_qtr, fill_cols=fill_cols)
rev_qtr_samp = WS_resample(seq_DT, rev_qtr, fill_cols=fill_cols)
aa_qtr_samp = WS_resample(seq_DT, aa_qtr, fill_cols=fill_cols)
cols = ['BASE_DT', 'Code', 'FiscalPrd', 'Value_']
_acc_qtr_samp = align_subtract(cf_qtr_samp, ni_qtr_samp)
accruals_qtr_samp = align_div(_acc_qtr_samp[cols], aa_qtr_samp)
accrualsS_qtr_samp = align_div(_acc_qtr_samp[cols], rev_qtr_samp)
DF_accruals_qtr = DF_accruals_qtr.append(accruals_qtr_samp, sort=False)
DF_accrualsS_qtr = DF_accrualsS_qtr.append(accrualsS_qtr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_accruals_tot = substitute_Value(DF_accruals_yr, DF_accruals_qtr)
DF_accrualsS_tot = substitute_Value(DF_accrualsS_yr, DF_accrualsS_qtr)
#*------------
firstCheck_duplicates(DF_accruals_tot, DF_accrualsS_tot)
#*------------
# Map Code -> TMSRS_CD
# Should customize columns by needed ones.
# MUST HAVE 'BASE_DT', 'TMSRS_CD', 'Code', 'Value_', 'RGN_TP_CD', 'freq'
cols = [
'BASE_DT', 'TMSRS_CD', 'Code', 'Value_yr', 'Value_qtr', 'Value_',
'RGN_TP_CD', 'freq', 'ref'
]
DF_accruals_tot = add_mapped_tick(DF_accruals_tot, trim_codeMap)[cols]
DF.reset_index(drop=False, inplace=True)
DF['BASE_DT'] = handle_ax.requestDate
DF['Sedol'] = DF['SEDOL'].str[:6]
DFmelt = DF.melt(id_vars=['BASE_DT', 'SEDOL', 'Sedol'],
value_vars=['ShortTermMomentum', 'MediumTermMomentum'],
var_name='StyleName',
value_name='Value_')
DFmelt.dropna(axis=0, subset=['SEDOL'], inplace=True)
DF_ = add_mapped_tick(DFmelt, trim_codeMap, on=['Sedol'])
DF_['freq'] = 'D'
DF_.rename(columns={'mstrCtry': 'ref'}, inplace=True)
DF_Momentum = DF_Momentum.append(DF_)
batch_monitor_msg(i, tot_n, st_time, add_msg=dt_)
batch_finish_msg(tot_n, st_time)
DF_Momentum.rename(columns={'SEDOL': 'Code'}, inplace=True)
cols = [
'BASE_DT', 'TMSRS_CD', 'Code', 'Sedol', 'RGN_TP_CD', 'Value_', 'freq',
'ref', 'StyleName'
]
DF_Momentum = DF_Momentum[cols].copy()
# check1
DF_Momentum.loc[DF_Momentum.duplicated(
subset=['BASE_DT', 'TMSRS_CD', 'StyleName']),
['BASE_DT', 'TMSRS_CD', 'StyleName']]
DF_Momentum.drop_duplicates(subset=['BASE_DT', 'TMSRS_CD', 'StyleName'],