-
Notifications
You must be signed in to change notification settings - Fork 1
/
Excel_Reporting_Help.py
186 lines (150 loc) · 6.45 KB
/
Excel_Reporting_Help.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
import pandas as pd
import numpy as np
from xlwings.utils import rgb_to_int
def organize_result(result):
copy = {}
for k in result.keys():
res = result[k].copy()
if ('return' in k.lower() and 'annualized' not in k.lower()) or 'drawdown' in k.lower():
res = res.T
res.index.name = k
if 'rolling return' in k.lower():
res.index.name = str(res.isna().sum(axis=1).unique()[0]+1)+' '+res.index.name
copy[k] = res
return copy
def reporting(output_report,report_order,sheet):
output_report = organize_result(output_report)
init_top = 21
init_left = 1
top = init_top
left = init_left
sheet.range((top,left),(100,500)).clear()
for s in report_order:
position = (top,left)
top_left_cell = sheet.range(position)
top_left_cell.expand('table').clear()
output = output_report[s]
top_left_cell.value = output
bottom_right_cell = top_left_cell.expand('table').last_cell
bottom = bottom_right_cell.row
right = bottom_right_cell.column
if s == 'Portfolio Statistics':
number_formatting(top_left_cell,'0.00%','0.00',False)
elif s in ('Drawdown','Return','Month Rolling Return'):
number_formatting(top_left_cell,'0.00%',date=True)
elif s in ('Latest Annualized Return','Latest Annualized Standard Deviation','Calendar Year Return'):
number_formatting(top_left_cell,'0.00%',date=False)
else:
number_formatting(top_left_cell,'0.00',date=False)
top = bottom + 2
left = left
def number_formatting(start_cell,general_format,special_format=None,date=True):
start_cell.expand('table').number_format = general_format
start_cell.expand('right').number_format = 'General'
if date:
start_cell.expand('right').number_format = 'yyyy-mm-dd;@'
if special_format is not None:
special_formatting(start_cell,special_format)
def special_formatting(start_cell,special_format):
# Skewness, Kurtosis, Beta, and Ratio are the rows should be changed into '0.00' from '0.00%'
format_label_dict = {'0.00':['Skewness','Kurtosis','Beta','Ratio']}
format_label = format_label_dict[special_format]
shape = start_cell.expand('table').shape
row,col = start_cell.row,start_cell.column
idx = pd.Index(start_cell.expand('down').value)
pos = sum([idx.str.find(label) != -1 for label in format_label])
pos = np.arange(len(pos))[pos==1] + start_cell.row
sheet = start_cell.sheet
for p in pos:
p = int(p)
sheet.range((p,col),(p,col+shape[1])).number_format = special_format
def refresh_report_sheet(wb):
if 'Report' in [s.name for s in wb.sheets]:
wb.sheets['Report'].delete()
report_sheet = wb.sheets.add('Report')
return report_sheet
class Report_Sheet:
default_position = (5,1)
cell_height = 14.4
cell_width = 55.2
def __init__(self,sheet,position=None):
self.sheet = sheet
if position is None:
self.position = self.default_position
else:
self.position = position
self.table_list = []
self.chart_list = []
self.range_list = []
self.last_cell_list = []
def __repr__(self):
return 'Sheet Name:{}\n Table {}\n Chart {}\n Range {}'.\
format(self.sheet.name,self.get_table_info(),self.get_chart_info(),self.get_range_info())
def get_table_info(self):
count = len(self.table_list)
return '{}: {}'.format(count,[i.name for i in self.table_list])
def get_chart_info(self):
count = len(self.chart_list)
return '{}: {}'.format(count,[i.name for i in self.chart_list])
def get_range_info(self):
count = len(self.range_list)
return '{}: {}'.format(count,[i.name for i in self.range_list])
def update_position(self,old_position):
end_cell = self.last_cell_list[-1]
row,col = end_cell.row,end_cell.column
if col < 7:
return (old_position[0],col + 2)
else:
max_row = max([i.row for i in self.last_cell_list])
return (max_row+2,1)
def display_basic_info(self):
cell1= self.sheet.range('A1')
cell1.value = 'Report'
cell1.api.font.bold = True
cell1.api.font.color = rgb_to_int((255,255,255))
cell1.color = rgb_to_int((153,0,204))
self.sheet.range('B1').formula = '=TODAY()'
def insert_table(self,data,table_name,format_type,position=None,table_style = 'NatixisTableStyle',index=True,header=True,totalrow=True):
format_type_dict = {'type1':('0.00%',None,False),
'type2':('0.00%',None,True),
'type3':('0.00%','0.00',False)}
if position is None:
position = self.position
else:
pass
start_cell = self.sheet.range((position))
start_cell.name = table_name.replace(' ','_')
start_cell.options(index=index,header=header).value = data
start_cell.sheet.activate()
start_cell.select()
table = start_cell.sheet.api.ListObjects.add()
table.name = ('Table '+table_name).replace(' ','_')
table.showautofilter = False
table.TableStyle = table_style
table.showtotals = totalrow
number_formatting(start_cell,*format_type_dict[format_type])
#sheet.range(position[0]-1,position[1]).value = table_name
self.table_list.append(table)
self.range_list.append(start_cell)
self.last_cell_list.append(start_cell.expand('table').last_cell)
self.position = self.update_position(position)
def insert_chart(self,source_data,chart_type,switch_row_col,chart_title):
chart = self.sheet.charts.add()
chart.set_source_data(source_data)
chart.chart_type = chart_type
if switch_row_col == True:
chart.api[1].plotby = 1
else:
chart.api[1].plotby = 2
chart.left = source_data.left
chart.top = source_data.top
chart.width = min(max(500,source_data.width),1000)
chart.height = min(source_data.height*3,400)
chart.api[1].setelement(2)
title_set = chart.api[1].charttitle
title_set.text = chart_title
title_set.font.bold = False
title_set.font.color = rgb_to_int((153,0,255))
chart.api[1].legend.font.size = 12
chart.name = chart_title
self.position = (int((chart.top + chart.height)/self.cell_height) + 3,1)