# Get Spread data and convert to pickled data
benmore = pd.read_hdf("futures_spread_ben.h5", "Benmore")
otahuhu = pd.read_hdf("futures_spread_ota.h5", "Otahuhu")
benmore.to_pickle("benmore.pickle")
otahuhu.to_pickle("otahuhu.pickle")
# Read the pickled data
benmore = pd.read_pickle("benmore.pickle")
otahuhu = pd.read_pickle("otahuhu.pickle")
# Get OTA and BEN prices for current quarter
connection = ea.DW_connect(linux=True)
prices = ea.timeseries_convert(
ea.FP_getter(
connection,
ea.query_prices(ea.current_quarter().start_time, datetime.now().date(), nodelist=["BEN2201", "OTA2201"]),
)
)
# Calculate expanding mean over the quarter
spot_OTA = prices.price.OTA2201.groupby(lambda x: x.date()).mean()
spot_BEN = prices.price.BEN2201.groupby(lambda x: x.date()).mean()
spot_OTA_EXMEAN = pd.expanding_mean(spot_OTA) # Otahuhu expanding mean
spot_BEN_EXMEAN = pd.expanding_mean(spot_BEN) # Benmore expanding mean
OTA_BA = ea.CQ_data(otahuhu, ota, spot_OTA_EXMEAN, CQ, "otahuhu")
BEN_BA = ea.CQ_data(benmore, ben, spot_BEN_EXMEAN, CQ, "benmore")
print "Generate LaTex table"
ea.asx_table_maker(otahuhu, benmore, ota, ben, CQ, path + "/tables/asx_table_1.tex")
# ea.asx_market_comment(ota,ben,path + '/comments/comment.tex')
