is_liability_portfolio = 3
begin_end = (realunreal
.merge(position, on="Position_ID", how="left")
.merge(position[['Position_ID', 'MarketValueRC', 'AccruedIncomeRC', 'OutstandingRC', 'BookValueRC', 'BVPrice']], on="Position_ID", how="left", suffixes=("_Begin", "_End"))
.merge(earned, on="Position_ID", how="left")
.merge(amort_fees, on="Position_ID", how="left")
.merge(divs, on="Position_ID", how="left")
.assign(
EarnedInterestRC = lambda df: df['EarnedInterestRC'].fillna(0),
EarnedFeesRC = lambda df: df['EarnedFeesRC'].fillna(0),
Dividend_Amount = lambda df: df['Dividend_Amount'].fillna(0),
AmortizedFee = lambda df: df['AmortizedFee'].fillna(0),
TranIncome_Amount= lambda df: df['TranIncome_Amount'].fillna(0),
MarketValueRC_Begin = lambda df: df['MarketValueRC_Begin'].fillna(0),
MarketValueRC_End = lambda df: df['MarketValueRC_End'].fillna(0),
AccruedIncomeRC_Begin = lambda df: np.where(
df["Portfolio_PortfolioType_ID"] == is_liability_portfolio,
df["AccruedIncomeRC_Begin"].fillna(0) * -1,
df["AccruedIncomeRC_Begin"].fillna(0)
),
AccruedIncomeRC_End = lambda df: np.where(
df["Portfolio_PortfolioType_ID"] == is_liability_portfolio,
df["AccruedIncomeRC_End"].fillna(0) * -1,
df["AccruedIncomeRC_End"].fillna(0)
),
EarnedIncome = lambda df: np.where(
df["Portfolio_PortfolioType_ID"] == 3,
(df["EarnedInterestRC"] + df["EarnedFeesRC"]) * -1,
df["EarnedInterestRC"] + df["EarnedFeesRC"]
),
MarketValueAccruedIncome_Begin = lambda df: df["MarketValueRC_Begin"] + df["AccruedIncomeRC_Begin"],
MarketValueAccruedIncome_End = lambda df: df["MarketValueRC_End"] + df["AccruedIncomeRC_End"],
GainLoss = lambda df: df["RealGainsMVInPeriodRC"] + df["UnrealGainsMVInPeriodRC"],
Interest = lambda df: df["EarnedIncome"] + df["AmortizedFee"] + df["Dividend_Amount"] + df["TranIncome_Amount"],
TotalGain = lambda df: df["GainLoss"] + df["Interest"],
AsOfDate = lambda df: df['StartDate'], # TODO: delete the asofdate because we will only rely on start and enddate
DateRecordCreated = pd.Timestamp.now()
)
)
