ic_qtr_samp = ic_qtr_samp[ic_qtr_samp['Value_'] > 0]
roic_qtr_samp = align_div(ro_qtr_samp, ic_qtr_samp)
roic_qtr_samp['Value_'] = roic_qtr_samp['Value_'] * 100
DF_roic_qtr = DF_roic_qtr.append(roic_qtr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_roic_tot = substitute_Value(DF_roic_yr, DF_roic_qtr)
#*------------
firstCheck_duplicates(DF_roic_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_roic_tot = add_mapped_tick(DF_roic_tot, trim_codeMap)[cols]
DF_roic_tot['StyleName'] = 'ROIC'
#*------------
secondCheck_columns(DF_roic_tot)
#*------------
DF = DF_roic_tot
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
aa_qtr_samp = WS_resample(seq_DT, aa_qtr, fill_cols=fill_cols)
gpoa_qtr_samp = align_div(gi_qtr_samp, aa_qtr_samp)
gpoa_qtr_samp['Value_'] = gpoa_qtr_samp['Value_'] * 100
DF_gpoa_qtr = DF_gpoa_qtr.append(gpoa_qtr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_gpoa_tot = substitute_Value(DF_gpoa_yr, DF_gpoa_qtr)
#*------------
firstCheck_duplicates(DF_gpoa_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_gpoa_tot = add_mapped_tick(DF_gpoa_tot, trim_codeMap)[cols]
DF_gpoa_tot['StyleName'] = 'GPOA'
#*------------
secondCheck_columns(DF_gpoa_tot)
#*------------
DF = DF_gpoa_tot
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
cols = [
'BASE_DT', 'TMSRS_CD', 'Code', 'Value_yr', 'Value_qtr', 'Value_',
'RGN_TP_CD', 'freq', 'ref'
]
DF_nm_tot = add_mapped_tick(DF_nm_tot, trim_codeMap)[cols]
DF_opm_tot = add_mapped_tick(DF_opm_tot, trim_codeMap)[cols]
DF_ebitdam_tot = add_mapped_tick(DF_ebitdam_tot, trim_codeMap)[cols]
DF_nm_chg_tot = add_mapped_tick(DF_nm_chg_tot, trim_codeMap)[cols]
DF_opm_chg_tot = add_mapped_tick(DF_opm_chg_tot, trim_codeMap)[cols]
DF_ebitdam_chg_tot = add_mapped_tick(DF_ebitdam_chg_tot, trim_codeMap)[cols]
DF_nm_tot['StyleName'] = 'NM'
DF_opm_tot['StyleName'] = 'OPM'
DF_ebitdam_tot['StyleName'] = 'EBITDAM'
DF_nm_chg_tot['StyleName'] = 'NM_l2yrAvg_chg'
DF_opm_chg_tot['StyleName'] = 'OPM_l2yrAvg_chg'
DF_ebitdam_chg_tot['StyleName'] = 'EBITDAM_l2yrAvg_chg'
#*------------
secondCheck_columns(DF_nm_tot, DF_opm_tot, DF_ebitdam_tot, DF_nm_chg_tot,
DF_opm_chg_tot, DF_ebitdam_chg_tot)
#*------------
DF = reduce(lambda x, y: pd.DataFrame.append(x, y, sort=False), [
DF_nm_tot, DF_opm_tot, DF_ebitdam_tot, DF_nm_chg_tot, DF_opm_chg_tot,
DF_ebitdam_chg_tot
])
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
DF_ebitda2p_qtr = DF_ebitda2p_qtr.append(ebitda2p_qtr_samp, sort=False)
DF_ebitda2p_yr = DF_ebitda2p_yr.append(ebitda2p_yr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_ebitda2p_tot = substitute_Value(DF_ebitda2p_yr,
DF_ebitda2p_qtr,
val_col='zValue_')
#*------------
firstCheck_duplicates(DF_ebitda2p_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_ebitda2p_tot = add_mapped_tick(DF_ebitda2p_tot, trim_codeMap)[cols]
DF_ebitda2p_tot['StyleName'] = '5YRel_EBITDA2P'
#*------------
secondCheck_columns(DF_ebitda2p_tot)
#*------------
DF = DF_ebitda2p_tot
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
['Code', 'RGN_TP_CD', 'BASE_DT']).reset_index(drop=True)
#*------------
firstCheck_duplicates(DF_IBES_EPS, add_cols=['RGN_TP_CD'])
#*------------
DF_IBES_EPS = chg_to_type(DF_IBES_EPS, chg_col=['Code', 'BASE_DT', 'RGN_TP_CD'])
DF_IBES_EPS = add_mapped_tick(
DF_IBES_EPS, trim_codeMap, on=['Code', 'RGN_TP_CD'])
cols = ['BASE_DT', 'TMSRS_CD', 'Code', 'RGN_TP_CD', 'FY0', 'Px0',
'ActValue0', 'EPS_fy1', 'EPS_fy1_prev', 'EPS_chg_pct']
DF_IBES_EPS.dropna(subset=['EPS_chg_pct'], axis=0, inplace=True)
DF_IBES_EPS = DF_IBES_EPS[cols]
cols = ['BASE_DT', 'TMSRS_CD', 'Code', 'RGN_TP_CD',
'EPS_fy1', 'EPS_fy1_prev', 'EPS_chg_pct']
DF_final = DF_IBES_EPS[cols].copy()
DF_final['freq'], DF_final['ref'] = 'M', None
DF_final.rename(columns={'EPS_chg_pct': 'Value_'}, inplace=True)
DF_final['StyleName'] = 'EPSRev3M'
#*------------
secondCheck_columns(DF_final)
#*------------
save_batch(bkfil, DF_final, mapping, fileName + '3M')
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF_final)
DF_evebitda_tot = substitute_Value(DF_evebitda_yr, DF_evebitda_qtr)
DF_cfoev_tot = substitute_Value(DF_cfoev_yr, DF_cfoev_qtr)
DF_fcfev_tot = substitute_Value(DF_fcfev_yr, DF_fcfev_qtr)
#*------------
firstCheck_duplicates(DF_evebitda_tot, DF_cfoev_tot, DF_fcfev_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_evebitda_tot = add_mapped_tick(DF_evebitda_tot, trim_codeMap)[cols]
DF_cfoev_tot = add_mapped_tick(DF_cfoev_tot, trim_codeMap)[cols]
DF_fcfev_tot = add_mapped_tick(DF_fcfev_tot, trim_codeMap)[cols]
DF_evebitda_tot['StyleName'] = 'EV2EBITDA'
DF_cfoev_tot['StyleName'] = 'CFO2EV'
DF_fcfev_tot['StyleName'] = 'FCF2EV'
#*------------
secondCheck_columns(DF_evebitda_tot, DF_cfoev_tot, DF_fcfev_tot)
#*------------
DF = DF_evebitda_tot.append(DF_cfoev_tot, sort=False).append(DF_fcfev_tot,
sort=False)
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
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'],
keep='first',
inplace=True)
# check2 - Should be Empty
DF_Momentum.loc[DF_Momentum.duplicated(
subset=['BASE_DT', 'TMSRS_CD', 'StyleName']),
['BASE_DT', 'TMSRS_CD', 'StyleName']]
#*------------
firstCheck_duplicates(DF_Momentum, add_cols=['TMSRS_CD', 'StyleName'])
#*------------
#*------------
secondCheck_columns(DF_Momentum)
#*------------
DF = DF_Momentum
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
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_accrualsS_tot = add_mapped_tick(DF_accrualsS_tot, trim_codeMap)[cols]
DF_accruals_tot['StyleName'] = 'Accruals'
DF_accrualsS_tot['StyleName'] = 'Accruals.S'
#*------------
secondCheck_columns(DF_accruals_tot, DF_accrualsS_tot)
#*------------
DF = DF_accruals_tot.append(DF_accrualsS_tot)
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
de_qtr_samp = align_div(d_qtr_samp, e_qtr_samp)
de_qtr_samp = de_qtr_samp[de_qtr_samp['Value_'] >= 0]
DF_de_qtr = DF_de_qtr.append(de_qtr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_de_tot = substitute_Value(DF_de_yr, DF_de_qtr)
#*------------
firstCheck_duplicates(DF_de_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_de_tot = add_mapped_tick(DF_de_tot, trim_codeMap)[cols]
DF_de_tot['StyleName'] = 'LTDtE'
#*------------
secondCheck_columns(DF_de_tot)
#*------------
DF = DF_de_tot
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
TMP['freq'] = 'curr'
DF_Value = reduce(lambda x, y: pd.DataFrame.append(x, y, sort=True),
[DF_Value, TMP, ps_DF, pfcf_DF])
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
#*------------
firstCheck_duplicates(DF_Value, add_cols=['Name'])
#*------------
# 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_', 'RGN_TP_CD', 'freq', 'Name']
DF_Value = DF_Value.groupby('Name').apply(
lambda x: add_mapped_tick(x, trim_codeMap))
DF_Value.index = DF_Value.index.droplevel(level=1)
DF_Value.reset_index(drop=True, inplace=True)
DF_Value = DF_Value[cols]
DF_Value.rename(columns={'Name': 'StyleName'}, inplace=True)
DF_Value['ref'] = None
#*------------
secondCheck_columns(DF_Value)
#*------------
# Save!
save_batch(bkfil, DF_Value, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF_Value)
DF_ROA_tot = add_mapped_tick(DF_ROA_tot, trim_codeMap)[cols]
DF_OPM_tot = add_mapped_tick(DF_OPM_tot, trim_codeMap)[cols]
DF_NM_tot = add_mapped_tick(DF_NM_tot, trim_codeMap)[cols]
DF_GPM_tot = add_mapped_tick(DF_GPM_tot, trim_codeMap)[cols]
DF_RevGr_tot = add_mapped_tick(DF_RevGr_tot, trim_codeMap)[cols]
DF_NIGr_tot = add_mapped_tick(DF_NIGr_tot, trim_codeMap)[cols]
DF_DtE_tot = add_mapped_tick(DF_DtE_tot, trim_codeMap)[cols]
DF_ROE_tot['StyleName'] = RatioItem_lst.loc['ROE_ws'].name
DF_ROA_tot['StyleName'] = RatioItem_lst.loc['ROA_ws'].name
DF_OPM_tot['StyleName'] = RatioItem_lst.loc['OPM_ws'].name
DF_NM_tot['StyleName'] = RatioItem_lst.loc['NM_ws'].name
DF_GPM_tot['StyleName'] = RatioItem_lst.loc['GPM_ws'].name
DF_RevGr_tot['StyleName'] = RatioItem_lst.loc['REVg_l1yr_ws'].name
DF_NIGr_tot['StyleName'] = RatioItem_lst.loc['NIg_l1yr_ws'].name
DF_DtE_tot['StyleName'] = RatioItem_lst.loc['LTDtCE_ws'].name
#*------------
secondCheck_columns(DF_ROE_tot, DF_ROA_tot, DF_OPM_tot, DF_NM_tot, DF_GPM_tot,
DF_RevGr_tot, DF_NIGr_tot, DF_DtE_tot)
#*------------
DF = reduce(lambda x, y: pd.DataFrame.append(x, y, sort=False), [
DF_ROE_tot, DF_ROA_tot, DF_OPM_tot, DF_NM_tot, DF_GPM_tot, DF_RevGr_tot,
DF_NIGr_tot, DF_DtE_tot
])
DF.reset_index(drop=True, inplace=True)
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
#*------------
firstCheck_duplicates(DF_ARM)
#*------------
cols = ['TMSRS_CD', 'Code', 'RGN_TP_CD', 'PermRegion', 'startDT', 'endDT']
DF_ARM = add_mapped_tick(DF_ARM, trim_codeMap[cols].copy(), on=['Code', 'PermRegion'])
cols = ['BASE_DT', 'TMSRS_CD', 'Code', 'Value_', 'PermRegion']
DF_ARM = DF_ARM.loc[DF_ARM['Value_'].notnull(), cols].rename(
columns={'PermRegion': 'RGN_TP_CD'})
DF_ARM['StyleName'], DF_ARM['freq'] = 'ARM_starmine', 'D'
#*------------
secondCheck_columns(DF_ARM)
#*------------
DF_EQ = pd.DataFrame()
# <<NA>>
# Transform Security List into Batch Chunks
trim_codeMap_uniq = trim_codeMap.loc[trim_codeMap['PermRegion'] == '1', 'Code'].unique()
print('>>> Total NA Performing Securities #: {}'.format(trim_codeMap_uniq.shape[0]))
tot_n = chunker_count(trim_codeMap_uniq, 50)
Code_lst_tot = chunker(trim_codeMap_uniq.tolist(), 50)
st_time = time.time()
for i, Code_lst in enumerate(Code_lst_tot):
SQL_S = """
Select SecID as Code, Item, FncCurr,
cc_qtr_samp = align_add(cf_qtr_samp, dv_qtr_samp)
cacqr_qtr_samp = align_div(cc_qtr_samp[cols], cx_qtr_samp)
DF_CAcqR_qtr = DF_CAcqR_qtr.append(cacqr_qtr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_CAcqR_tot = substitute_Value(DF_CAcqR_yr, DF_CAcqR_qtr)
#*------------
firstCheck_duplicates(DF_CAcqR_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_CAcqR_tot = add_mapped_tick(DF_CAcqR_tot, trim_codeMap)[cols]
DF_CAcqR_tot['StyleName'] = 'CAcqR'
#*------------
secondCheck_columns(DF_CAcqR_tot)
#*------------
DF = DF_CAcqR_tot
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
DF_epsg_trail.reset_index(drop=True, inplace=True)
cols = [
'BASE_DT', 'TMSRS_CD', 'Code', 'Value_yr', 'Value_qtr', 'Value_',
'RGN_TP_CD', 'freq', 'ref'
]
DF_ROE_trail = add_mapped_tick(DF_ROE_trail, trim_codeMap)[cols]
DF_Payout_trail = add_mapped_tick(DF_Payout_trail, trim_codeMap)[cols]
DF_epsg_trail = add_mapped_tick(DF_epsg_trail, trim_codeMap)[cols]
DF_ROE_trail['StyleName'] = 'ROE_l2yr'
DF_Payout_trail['StyleName'] = 'Payout_l2yr'
DF_epsg_trail['StyleName'] = 'EPSg_l2yr'
#*------------
secondCheck_columns(DF_ROE_trail, DF_Payout_trail, DF_epsg_trail)
#*------------
DF = reduce(lambda x, y: pd.DataFrame.append(x, y, sort=False),
[DF_ROE_trail, DF_Payout_trail])
DF.reset_index(drop=True, inplace=True)
# Save!
save_batch(bkfil, DF, mapping, fileName + '_ROEnPayout')
# Save!
save_batch(bkfil, DF_epsg_trail, mapping, fileName + '_EPSg')
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
out = print_fillReport(bkfil, freq, DF_epsg_trail)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_cfroic_tot = substitute_Value(DF_cfroic_yr, DF_cfroic_qtr)
DF_fcfroic_tot = substitute_Value(DF_fcfroic_yr, DF_fcfroic_qtr)
#*------------
firstCheck_duplicates(DF_cfroic_tot, DF_fcfroic_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_cfroic_tot = add_mapped_tick(DF_cfroic_tot, trim_codeMap)[cols]
DF_fcfroic_tot = add_mapped_tick(DF_fcfroic_tot, trim_codeMap)[cols]
DF_cfroic_tot['StyleName'] = 'CFROIC'
DF_fcfroic_tot['StyleName'] = 'FCFROIC'
#*------------
secondCheck_columns(DF_cfroic_tot, DF_fcfroic_tot)
#*------------
DF = DF_cfroic_tot.append(DF_fcfroic_tot)
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
ol_qtr_samp = align_div(cm_qtr_samp, oi_qtr_samp)
DF_ol_qtr = DF_ol_qtr.append(ol_qtr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_ol_tot = substitute_Value(DF_ol_yr, DF_ol_qtr)
#*------------
firstCheck_duplicates(DF_ol_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_ol_tot = add_mapped_tick(DF_ol_tot, trim_codeMap)[cols]
DF_ol_tot['StyleName'] = 'OpLev'
#*------------
secondCheck_columns(DF_ol_tot)
#*------------
DF = DF_ol_tot
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
for DF in [cfo2p_yr_samp, cfo2p_qtr_samp])
DF_cfo2p_qtr = DF_cfo2p_qtr.append(cfo2p_qtr_samp, sort=False)
DF_cfo2p_yr = DF_cfo2p_yr.append(cfo2p_yr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_cfo2p_tot = substitute_Value(DF_cfo2p_yr, DF_cfo2p_qtr, val_col='zValue_')
#*------------
firstCheck_duplicates(DF_cfo2p_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_cfo2p_tot = add_mapped_tick(DF_cfo2p_tot, trim_codeMap)[cols]
DF_cfo2p_tot['StyleName'] = '5YRel_CFO2P'
#*------------
secondCheck_columns(DF_cfo2p_tot)
#*------------
DF = DF_cfo2p_tot
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)
DF_SGP_tot['Value_'] = DF_SGP_tot['SustG'] / DF_SGP_tot['PE_f12m']
DF_SGP_tot['freq'], DF_SGP_tot['StyleName'] = 'M', 'SGP_f2yr'
# Append All Factors
#*------------
firstCheck_duplicates(DF_PEf12m,
DF_DYf12m,
DF_EPS_fwd,
DF_ROE_fwd,
DF_EGP_tot,
DF_SGP_tot,
add_cols=['RGN_TP_CD'])
#*------------
cols = [
'BASE_DT', 'TMSRS_CD', 'Code', 'RGN_TP_CD', 'Value_', 'freq', 'StyleName'
]
#*------------
secondCheck_columns(DF_PEf12m[cols], DF_DYf12m[cols], DF_EPS_fwd[cols],
DF_ROE_fwd[cols], DF_EGP_tot[cols], DF_SGP_tot[cols])
#*------------
DF_GARP = reduce(lambda x, y: pd.DataFrame.append(x, y, sort=False), [
DF_PEf12m[cols], DF_DYf12m[cols], DF_EPS_fwd[cols], DF_ROE_fwd[cols],
DF_EGP_tot[cols], DF_SGP_tot[cols]
])
DF_GARP.reset_index(drop=True, inplace=True)
# Save!
save_batch(bkfil, DF_GARP, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF_GARP)
ardays_qtr_samp['Value_'] = -1 * ardays_qtr_samp['Value_'] * 365
DF_ardays_qtr = DF_ardays_qtr.append(ardays_qtr_samp, sort=False)
batch_monitor_msg(i, tot_n, st_time)
batch_finish_msg(tot_n, st_time)
DF_ardays_tot = substitute_Value(DF_ardays_yr, DF_ardays_qtr)
#*------------
firstCheck_duplicates(DF_ardays_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_ardays_tot = add_mapped_tick(DF_ardays_tot, trim_codeMap)[cols]
DF_ardays_tot['StyleName'] = 'ARDays'
#*------------
secondCheck_columns(DF_ardays_tot)
#*------------
DF = DF_ardays_tot
# Save!
save_batch(bkfil, DF, mapping, fileName)
from batch_utils.fill_monitor import print_fillReport
out = print_fillReport(bkfil, freq, DF)