Migration de comptes
This commit is contained in:
parent
45d5eb7df8
commit
83d90a5b84
6
.ipynb_checkpoints/Migration-checkpoint.ipynb
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6
.ipynb_checkpoints/Migration-checkpoint.ipynb
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{
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"cells": [],
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"metadata": {},
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"nbformat": 4,
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"nbformat_minor": 5
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}
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@ -1,6 +1,36 @@
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import matplotlib.pyplot as plt
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import matplotlib.pyplot as plt
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import pandas as pd
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import pandas as pd
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def evolution_compte(df, id1, id = 'Registrar Account - ID'):
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def prepare_df(idt):
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df_id = df[df[id] == idt].copy()
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df_id['Centralisation Date'] = pd.to_datetime(df_id['Centralisation Date'])
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df_agg = (
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df_id
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.groupby('Centralisation Date')['Quantity - AUM']
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.sum()
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.reset_index()
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.sort_values('Centralisation Date')
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)
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return df_agg
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df1 = prepare_df(id1)
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plt.figure(figsize=(12, 6))
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# Courbe du compte
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plt.plot(df1['Centralisation Date'], df1['Quantity - AUM'],
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marker='.', linestyle='-', label=f'Account {id1}')
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plt.title(f"Évolution AUM pour le compte {id1}")
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plt.xlabel("Date")
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plt.ylabel("Quantity - AUM")
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plt.grid(True)
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plt.legend()
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plt.tight_layout()
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plt.show()
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def evolution_2_comptes(df, id1, id2):
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def evolution_2_comptes(df, id1, id2):
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def prepare_df(id):
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def prepare_df(id):
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df_id = df[df['Registrar Account - ID'] == id].copy()
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df_id = df[df['Registrar Account - ID'] == id].copy()
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@ -35,6 +65,7 @@ def evolution_2_comptes(df, id1, id2):
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plt.tight_layout()
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plt.tight_layout()
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plt.show()
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plt.show()
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def evolution_3_comptes(df, id1, id2, id3):
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def evolution_3_comptes(df, id1, id2, id3):
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def prepare_df(id):
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def prepare_df(id):
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df_id = df[df['Registrar Account - ID'] == id].copy()
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df_id = df[df['Registrar Account - ID'] == id].copy()
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@ -63,7 +94,7 @@ def evolution_3_comptes(df, id1, id2, id3):
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plt.plot(df3['Centralisation Date'], df3['Quantity - AUM'],
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plt.plot(df3['Centralisation Date'], df3['Quantity - AUM'],
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marker='.', linestyle='-', label=f'Account {id3}')
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marker='.', linestyle='-', label=f'Account {id3}')
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plt.title("Évolution des AUM pour trois comptes")
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plt.title("Evolution of AUM for three accounts")
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plt.xlabel("Date")
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plt.xlabel("Date")
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plt.ylabel("Quantity - AUM")
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plt.ylabel("Quantity - AUM")
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plt.grid(True)
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plt.grid(True)
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336
Essai.ipynb
336
Essai.ipynb
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1456
Migration.ipynb
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1456
Migration.ipynb
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@ -884,7 +884,7 @@
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"name": "python",
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"name": "python",
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"nbconvert_exporter": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"pygments_lexer": "ipython3",
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"version": "3.13.8"
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"version": "3.13.11"
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}
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}
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},
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},
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"nbformat": 4,
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"nbformat": 4,
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616
data_flux.ipynb
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data_flux.ipynb
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data_flux_stock.ipynb
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data_flux_stock.ipynb
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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"id": "f996e528-002f-4856-a67a-5120e8af86ad",
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Fichiers Flows : ['projet-bdc-data/carmignac/Flows ENSAE V1 -20251027.csv', 'projet-bdc-data/carmignac/Flows ENSAE V2 -20251105.csv']\n",
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"Fichiers AUM : ['projet-bdc-data/carmignac/AUM ENSAE V1 -20251027.csv', 'projet-bdc-data/carmignac/AUM ENSAE V2 -20251105.csv']\n"
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]
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}
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],
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"source": [
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"import os\n",
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"import s3fs\n",
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"import pandas as pd\n",
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"\n",
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"s3_ENDPOINT_URL = \"https://\" + os.environ[\"AWS_S3_ENDPOINT\"]\n",
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"\n",
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"fs = s3fs.S3FileSystem(client_kwargs={'endpoint_url': s3_ENDPOINT_URL})\n",
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"\n",
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"BUCKET = \"projet-bdc-data\"\n",
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"carmignac_path = \"projet-bdc-data/carmignac\"\n",
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"\n",
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"# Liste des fichiers FLOWS\n",
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"all_files = fs.ls(carmignac_path)\n",
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"flows_files = [f for f in all_files if \"Flows\" in f and f.endswith(\".csv\")]\n",
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"print(\"Fichiers Flows :\", flows_files)\n",
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"\n",
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"# Lire tous les fichiers dans un dictionnaire\n",
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"flows_data = {}\n",
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"for file_path in flows_files:\n",
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" with fs.open(file_path, 'r') as f:\n",
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" df = pd.read_csv(f, sep=';',low_memory=False)\n",
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" flows_data[os.path.basename(file_path)] = df\n",
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"\n",
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"\n",
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"# Liste des fichiers AUM\n",
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"all_files = fs.ls(carmignac_path)\n",
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"aum_files = [f for f in all_files if \"AUM\" in f and f.endswith(\".csv\")]\n",
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"print(\"Fichiers AUM :\", aum_files)\n",
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"\n",
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"# Lire tous les fichiers dans un dictionnaire\n",
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"aum_data = {}\n",
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"for file_path in aum_files:\n",
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" with fs.open(file_path, 'r') as f:\n",
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" df = pd.read_csv(f, sep=';',low_memory=False)\n",
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" aum_data[os.path.basename(file_path)] = df"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"id": "bdfc2afe-c3aa-41b6-bb40-3a7bf2a39d9a",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
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"<style scoped>\n",
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" .dataframe tbody tr th:only-of-type {\n",
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" vertical-align: middle;\n",
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" }\n",
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"\n",
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" .dataframe tbody tr th {\n",
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" vertical-align: top;\n",
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" }\n",
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"\n",
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" .dataframe thead th {\n",
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" text-align: right;\n",
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" }\n",
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"</style>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>Agreement - Code</th>\n",
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" <th>Company - Id</th>\n",
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" <th>Company - Ultimate Parent Id</th>\n",
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" <th>Registrar Account - ID</th>\n",
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" <th>Registrar Account - Region</th>\n",
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" <th>RegistrarAccount - Country</th>\n",
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" <th>Product - Asset Type</th>\n",
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" <th>Product - Strategy</th>\n",
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" <th>Product - Legal Status</th>\n",
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" <th>Product - Is Dedie ?</th>\n",
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" <th>...</th>\n",
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" <th>Centralisation Date</th>\n",
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" <th>Quantity - Subscription</th>\n",
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" <th>Quantity - Redemption</th>\n",
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" <th>Quantity - NetFlows</th>\n",
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" <th>Value Ccy - Subscription</th>\n",
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" <th>Value Ccy - Redemption</th>\n",
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" <th>Value Ccy - NetFlows</th>\n",
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" <th>Value € - Subscription</th>\n",
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" <th>Value € - Redemption</th>\n",
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" <th>Value € - NetFlows</th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>0</th>\n",
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" <td>003</td>\n",
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" <td>166</td>\n",
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" <td>166</td>\n",
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" <td>200127202</td>\n",
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" <td>France</td>\n",
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" <td>France</td>\n",
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" <td>Equity</td>\n",
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" <td>Investissement</td>\n",
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" <td>SICAV</td>\n",
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" <td>NO</td>\n",
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" <td>...</td>\n",
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" <td>2020-11-05</td>\n",
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" <td>1636.00</td>\n",
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" <td>0.000</td>\n",
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" <td>1636.000</td>\n",
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" <td>280983.00</td>\n",
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" <td>0.00</td>\n",
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" <td>280983.00</td>\n",
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" <td>280983.00</td>\n",
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" <td>0.00</td>\n",
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" <td>280983.00</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>1</th>\n",
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" <td>003</td>\n",
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" <td>166</td>\n",
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" <td>166</td>\n",
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" <td>406533</td>\n",
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" <td>France</td>\n",
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" <td>France</td>\n",
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" <td>Diversified</td>\n",
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" <td>Patrimoine</td>\n",
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" <td>FCP</td>\n",
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" <td>NO</td>\n",
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" <td>...</td>\n",
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" <td>2015-03-09</td>\n",
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" <td>144.69</td>\n",
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" <td>0.000</td>\n",
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" <td>144.690</td>\n",
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" <td>99985.13</td>\n",
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" <td>0.00</td>\n",
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" <td>99985.13</td>\n",
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" <td>99985.13</td>\n",
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" <td>0.00</td>\n",
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" <td>99985.13</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2</th>\n",
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" <td>003</td>\n",
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" <td>166</td>\n",
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" <td>166</td>\n",
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" <td>406533</td>\n",
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" <td>France</td>\n",
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" <td>France</td>\n",
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" <td>Equity</td>\n",
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" <td>Investissement</td>\n",
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" <td>FCP</td>\n",
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" <td>NO</td>\n",
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" <td>...</td>\n",
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" <td>2016-10-26</td>\n",
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" <td>0.00</td>\n",
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" <td>-8.321</td>\n",
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" <td>-8.321</td>\n",
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" <td>0.00</td>\n",
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" <td>-9384.76</td>\n",
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" <td>-9384.76</td>\n",
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" <td>0.00</td>\n",
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" <td>-9384.76</td>\n",
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" <td>-9384.76</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>3</th>\n",
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" <td>003</td>\n",
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" <td>166</td>\n",
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" <td>166</td>\n",
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" <td>406533</td>\n",
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" <td>France</td>\n",
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" <td>France</td>\n",
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" <td>Equity</td>\n",
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" <td>Investissement</td>\n",
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" <td>FCP</td>\n",
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" <td>NO</td>\n",
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" <td>...</td>\n",
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" <td>2018-10-18</td>\n",
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" <td>0.00</td>\n",
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" <td>-22.083</td>\n",
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" <td>-22.083</td>\n",
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" <td>0.00</td>\n",
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" <td>-25227.40</td>\n",
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" <td>-25227.40</td>\n",
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" <td>0.00</td>\n",
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" <td>-25227.40</td>\n",
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" <td>-25227.40</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>4</th>\n",
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" <td>003</td>\n",
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" <td>166</td>\n",
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" <td>166</td>\n",
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" <td>406533</td>\n",
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" <td>France</td>\n",
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" <td>France</td>\n",
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" <td>Equity</td>\n",
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" <td>Investissement</td>\n",
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" <td>FCP</td>\n",
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" <td>NO</td>\n",
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" <td>...</td>\n",
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" <td>2019-04-08</td>\n",
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" <td>0.00</td>\n",
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" <td>-465.992</td>\n",
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" <td>-465.992</td>\n",
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" <td>0.00</td>\n",
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" <td>-563775.76</td>\n",
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" <td>-563775.76</td>\n",
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" <td>0.00</td>\n",
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" <td>-563775.76</td>\n",
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" <td>-563775.76</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"<p>5 rows × 24 columns</p>\n",
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"</div>"
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],
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"text/plain": [
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" Agreement - Code Company - Id Company - Ultimate Parent Id \\\n",
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"0 003 166 166 \n",
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"1 003 166 166 \n",
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"2 003 166 166 \n",
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"3 003 166 166 \n",
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"4 003 166 166 \n",
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"\n",
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" Registrar Account - ID Registrar Account - Region \\\n",
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"0 200127202 France \n",
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"1 406533 France \n",
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"2 406533 France \n",
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"3 406533 France \n",
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"4 406533 France \n",
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"\n",
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" RegistrarAccount - Country Product - Asset Type Product - Strategy \\\n",
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"0 France Equity Investissement \n",
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"1 France Diversified Patrimoine \n",
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"2 France Equity Investissement \n",
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"3 France Equity Investissement \n",
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"4 France Equity Investissement \n",
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"\n",
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||||||
|
" Product - Legal Status Product - Is Dedie ? ... Centralisation Date \\\n",
|
||||||
|
"0 SICAV NO ... 2020-11-05 \n",
|
||||||
|
"1 FCP NO ... 2015-03-09 \n",
|
||||||
|
"2 FCP NO ... 2016-10-26 \n",
|
||||||
|
"3 FCP NO ... 2018-10-18 \n",
|
||||||
|
"4 FCP NO ... 2019-04-08 \n",
|
||||||
|
"\n",
|
||||||
|
" Quantity - Subscription Quantity - Redemption Quantity - NetFlows \\\n",
|
||||||
|
"0 1636.00 0.000 1636.000 \n",
|
||||||
|
"1 144.69 0.000 144.690 \n",
|
||||||
|
"2 0.00 -8.321 -8.321 \n",
|
||||||
|
"3 0.00 -22.083 -22.083 \n",
|
||||||
|
"4 0.00 -465.992 -465.992 \n",
|
||||||
|
"\n",
|
||||||
|
" Value Ccy - Subscription Value Ccy - Redemption Value Ccy - NetFlows \\\n",
|
||||||
|
"0 280983.00 0.00 280983.00 \n",
|
||||||
|
"1 99985.13 0.00 99985.13 \n",
|
||||||
|
"2 0.00 -9384.76 -9384.76 \n",
|
||||||
|
"3 0.00 -25227.40 -25227.40 \n",
|
||||||
|
"4 0.00 -563775.76 -563775.76 \n",
|
||||||
|
"\n",
|
||||||
|
" Value € - Subscription Value € - Redemption Value € - NetFlows \n",
|
||||||
|
"0 280983.00 0.00 280983.00 \n",
|
||||||
|
"1 99985.13 0.00 99985.13 \n",
|
||||||
|
"2 0.00 -9384.76 -9384.76 \n",
|
||||||
|
"3 0.00 -25227.40 -25227.40 \n",
|
||||||
|
"4 0.00 -563775.76 -563775.76 \n",
|
||||||
|
"\n",
|
||||||
|
"[5 rows x 24 columns]"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 2,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"df = flows_data['Flows ENSAE V2 -20251105.csv']\n",
|
||||||
|
"df.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 3,
|
||||||
|
"id": "6af3bcd9-0a54-4087-a8cf-203fb6f8a947",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"data": {
|
||||||
|
"text/html": [
|
||||||
|
"<div>\n",
|
||||||
|
"<style scoped>\n",
|
||||||
|
" .dataframe tbody tr th:only-of-type {\n",
|
||||||
|
" vertical-align: middle;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe tbody tr th {\n",
|
||||||
|
" vertical-align: top;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe thead th {\n",
|
||||||
|
" text-align: right;\n",
|
||||||
|
" }\n",
|
||||||
|
"</style>\n",
|
||||||
|
"<table border=\"1\" class=\"dataframe\">\n",
|
||||||
|
" <thead>\n",
|
||||||
|
" <tr style=\"text-align: right;\">\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th>Agreement - Code</th>\n",
|
||||||
|
" <th>Company - Id</th>\n",
|
||||||
|
" <th>Company - Ultimate Parent Id</th>\n",
|
||||||
|
" <th>Registrar Account - ID</th>\n",
|
||||||
|
" <th>Registrar Account - Region</th>\n",
|
||||||
|
" <th>RegistrarAccount - Country</th>\n",
|
||||||
|
" <th>Product - Asset Type</th>\n",
|
||||||
|
" <th>Product - Strategy</th>\n",
|
||||||
|
" <th>Product - Legal Status</th>\n",
|
||||||
|
" <th>Product - Is Dedie ?</th>\n",
|
||||||
|
" <th>Product - Fund</th>\n",
|
||||||
|
" <th>Product - Shareclass Type</th>\n",
|
||||||
|
" <th>Product - Shareclass Currency</th>\n",
|
||||||
|
" <th>Product - Isin</th>\n",
|
||||||
|
" <th>Centralisation Date</th>\n",
|
||||||
|
" <th>Quantity - AUM</th>\n",
|
||||||
|
" <th>Value - AUM CCY</th>\n",
|
||||||
|
" <th>Value - AUM €</th>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </thead>\n",
|
||||||
|
" <tbody>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>0</th>\n",
|
||||||
|
" <td>003</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>200000647</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>Diversified</td>\n",
|
||||||
|
" <td>Patrimoine</td>\n",
|
||||||
|
" <td>FCP</td>\n",
|
||||||
|
" <td>NO</td>\n",
|
||||||
|
" <td>Carmignac Patrimoine</td>\n",
|
||||||
|
" <td>A</td>\n",
|
||||||
|
" <td>EUR</td>\n",
|
||||||
|
" <td>FR0010135103</td>\n",
|
||||||
|
" <td>2015-03-31</td>\n",
|
||||||
|
" <td>35.368</td>\n",
|
||||||
|
" <td>24648.6666</td>\n",
|
||||||
|
" <td>24648.6666</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>1</th>\n",
|
||||||
|
" <td>003</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>200000647</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>Diversified</td>\n",
|
||||||
|
" <td>Patrimoine</td>\n",
|
||||||
|
" <td>FCP</td>\n",
|
||||||
|
" <td>NO</td>\n",
|
||||||
|
" <td>Carmignac Patrimoine</td>\n",
|
||||||
|
" <td>A</td>\n",
|
||||||
|
" <td>EUR</td>\n",
|
||||||
|
" <td>FR0010135103</td>\n",
|
||||||
|
" <td>2015-11-30</td>\n",
|
||||||
|
" <td>35.368</td>\n",
|
||||||
|
" <td>22413.0553</td>\n",
|
||||||
|
" <td>22413.0553</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2</th>\n",
|
||||||
|
" <td>003</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>200000647</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>Diversified</td>\n",
|
||||||
|
" <td>Patrimoine</td>\n",
|
||||||
|
" <td>FCP</td>\n",
|
||||||
|
" <td>NO</td>\n",
|
||||||
|
" <td>Carmignac Patrimoine</td>\n",
|
||||||
|
" <td>A</td>\n",
|
||||||
|
" <td>EUR</td>\n",
|
||||||
|
" <td>FR0010135103</td>\n",
|
||||||
|
" <td>2015-12-31</td>\n",
|
||||||
|
" <td>35.368</td>\n",
|
||||||
|
" <td>22051.2406</td>\n",
|
||||||
|
" <td>22051.2406</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>3</th>\n",
|
||||||
|
" <td>003</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>200000647</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>Diversified</td>\n",
|
||||||
|
" <td>Patrimoine</td>\n",
|
||||||
|
" <td>FCP</td>\n",
|
||||||
|
" <td>NO</td>\n",
|
||||||
|
" <td>Carmignac Patrimoine</td>\n",
|
||||||
|
" <td>A</td>\n",
|
||||||
|
" <td>EUR</td>\n",
|
||||||
|
" <td>FR0010135103</td>\n",
|
||||||
|
" <td>2016-03-31</td>\n",
|
||||||
|
" <td>35.368</td>\n",
|
||||||
|
" <td>21626.1173</td>\n",
|
||||||
|
" <td>21626.1173</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>4</th>\n",
|
||||||
|
" <td>003</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>166</td>\n",
|
||||||
|
" <td>200000647</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>France</td>\n",
|
||||||
|
" <td>Diversified</td>\n",
|
||||||
|
" <td>Patrimoine</td>\n",
|
||||||
|
" <td>FCP</td>\n",
|
||||||
|
" <td>NO</td>\n",
|
||||||
|
" <td>Carmignac Patrimoine</td>\n",
|
||||||
|
" <td>A</td>\n",
|
||||||
|
" <td>EUR</td>\n",
|
||||||
|
" <td>FR0010135103</td>\n",
|
||||||
|
" <td>2016-11-30</td>\n",
|
||||||
|
" <td>35.368</td>\n",
|
||||||
|
" <td>22489.4502</td>\n",
|
||||||
|
" <td>22489.4502</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </tbody>\n",
|
||||||
|
"</table>\n",
|
||||||
|
"</div>"
|
||||||
|
],
|
||||||
|
"text/plain": [
|
||||||
|
" Agreement - Code Company - Id Company - Ultimate Parent Id \\\n",
|
||||||
|
"0 003 166 166 \n",
|
||||||
|
"1 003 166 166 \n",
|
||||||
|
"2 003 166 166 \n",
|
||||||
|
"3 003 166 166 \n",
|
||||||
|
"4 003 166 166 \n",
|
||||||
|
"\n",
|
||||||
|
" Registrar Account - ID Registrar Account - Region \\\n",
|
||||||
|
"0 200000647 France \n",
|
||||||
|
"1 200000647 France \n",
|
||||||
|
"2 200000647 France \n",
|
||||||
|
"3 200000647 France \n",
|
||||||
|
"4 200000647 France \n",
|
||||||
|
"\n",
|
||||||
|
" RegistrarAccount - Country Product - Asset Type Product - Strategy \\\n",
|
||||||
|
"0 France Diversified Patrimoine \n",
|
||||||
|
"1 France Diversified Patrimoine \n",
|
||||||
|
"2 France Diversified Patrimoine \n",
|
||||||
|
"3 France Diversified Patrimoine \n",
|
||||||
|
"4 France Diversified Patrimoine \n",
|
||||||
|
"\n",
|
||||||
|
" Product - Legal Status Product - Is Dedie ? Product - Fund \\\n",
|
||||||
|
"0 FCP NO Carmignac Patrimoine \n",
|
||||||
|
"1 FCP NO Carmignac Patrimoine \n",
|
||||||
|
"2 FCP NO Carmignac Patrimoine \n",
|
||||||
|
"3 FCP NO Carmignac Patrimoine \n",
|
||||||
|
"4 FCP NO Carmignac Patrimoine \n",
|
||||||
|
"\n",
|
||||||
|
" Product - Shareclass Type Product - Shareclass Currency Product - Isin \\\n",
|
||||||
|
"0 A EUR FR0010135103 \n",
|
||||||
|
"1 A EUR FR0010135103 \n",
|
||||||
|
"2 A EUR FR0010135103 \n",
|
||||||
|
"3 A EUR FR0010135103 \n",
|
||||||
|
"4 A EUR FR0010135103 \n",
|
||||||
|
"\n",
|
||||||
|
" Centralisation Date Quantity - AUM Value - AUM CCY Value - AUM € \n",
|
||||||
|
"0 2015-03-31 35.368 24648.6666 24648.6666 \n",
|
||||||
|
"1 2015-11-30 35.368 22413.0553 22413.0553 \n",
|
||||||
|
"2 2015-12-31 35.368 22051.2406 22051.2406 \n",
|
||||||
|
"3 2016-03-31 35.368 21626.1173 21626.1173 \n",
|
||||||
|
"4 2016-11-30 35.368 22489.4502 22489.4502 "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 3,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"dg = aum_data['AUM ENSAE V2 -20251105.csv']\n",
|
||||||
|
"dg.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 4,
|
||||||
|
"id": "1d9cd20d-2e79-47b8-91f1-09fee4962dc6",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"df_ids = set(df['Registrar Account - ID'].unique())\n",
|
||||||
|
"dg_ids = set(dg['Registrar Account - ID'].unique())\n",
|
||||||
|
"\n",
|
||||||
|
"intersect = df_ids & dg_ids # comptes dans les deux\n",
|
||||||
|
"only_df = df_ids - dg_ids # comptes seulement dans df\n",
|
||||||
|
"only_dg = dg_ids - df_ids # comptes seulement dans dg\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 5,
|
||||||
|
"id": "1a374690-119e-4bbb-a12d-13d0305780ad",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"name": "stdout",
|
||||||
|
"output_type": "stream",
|
||||||
|
"text": [
|
||||||
|
" Comptes présents\n",
|
||||||
|
"Seulement dans df 118\n",
|
||||||
|
"Seulement dans dg 5777\n",
|
||||||
|
"Dans les deux 6724\n"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"summary = pd.DataFrame({\n",
|
||||||
|
" \"Comptes présents\": [\n",
|
||||||
|
" len(only_df),\n",
|
||||||
|
" len(only_dg),\n",
|
||||||
|
" len(intersect)\n",
|
||||||
|
" ]\n",
|
||||||
|
"}, index=[\"Seulement dans df\", \"Seulement dans dg\", \"Dans les deux\"])\n",
|
||||||
|
"\n",
|
||||||
|
"print(summary)\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 9,
|
||||||
|
"id": "1b35a706-e94b-4bbb-8255-be5de03cb33b",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"name": "stdout",
|
||||||
|
"output_type": "stream",
|
||||||
|
"text": [
|
||||||
|
"Nombre de comptes seulement dans dg de stocks indentiquements nuls : 4657\n"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"aum_max = dg.groupby('Registrar Account - ID')['Quantity - AUM'].max()\n",
|
||||||
|
"accounts_always_zero = aum_max[aum_max == 0].index\n",
|
||||||
|
"\n",
|
||||||
|
"accounts_always_zero_set = set(accounts_always_zero)\n",
|
||||||
|
"\n",
|
||||||
|
"intersection = accounts_always_zero_set & only_dg\n",
|
||||||
|
"\n",
|
||||||
|
"print(\"Nombre de comptes seulement dans dg de stocks indentiquements nuls :\", len(intersection))"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3 (ipykernel)",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python3"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.13.11"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 5
|
||||||
|
}
|
||||||
|
|
@ -193,7 +193,7 @@
|
||||||
"name": "python",
|
"name": "python",
|
||||||
"nbconvert_exporter": "python",
|
"nbconvert_exporter": "python",
|
||||||
"pygments_lexer": "ipython3",
|
"pygments_lexer": "ipython3",
|
||||||
"version": "3.13.8"
|
"version": "3.13.11"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"nbformat": 4,
|
"nbformat": 4,
|
||||||
|
|
|
||||||
|
|
@ -84,3 +84,70 @@ def detect_ruptures(df, epsilon=0.05):
|
||||||
ruptures_df.columns = ['date','old_account','new_account','value']
|
ruptures_df.columns = ['date','old_account','new_account','value']
|
||||||
|
|
||||||
return ruptures_df
|
return ruptures_df
|
||||||
|
|
||||||
|
|
||||||
|
def check_isin_continuity(df, rupture, tol=0.05):
|
||||||
|
"""
|
||||||
|
Vérifie que les ISIN évoluent continuellement entre old_account et new_account.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
df
|
||||||
|
rupture (pd.DataFrame): Table avec colonnes ['date', 'old_account', 'new_account', 'value']
|
||||||
|
tol (float): Tolérance relative maximale (5%)
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
pd.DataFrame: Table avec colonnes supplémentaires :
|
||||||
|
'isin', 'old_value', 'new_value', 'relative_change', 'check'
|
||||||
|
"""
|
||||||
|
df['Centralisation Date'] = pd.to_datetime(df['Centralisation Date'])
|
||||||
|
rupture['date'] = pd.to_datetime(rupture['date'])
|
||||||
|
|
||||||
|
# Dictionnaire des dates disponibles par compte pour trouver la date précédente
|
||||||
|
dates_by_account = df.groupby('Registrar Account - ID')['Centralisation Date'].unique().to_dict()
|
||||||
|
|
||||||
|
records = []
|
||||||
|
|
||||||
|
for _, row in rupture.iterrows():
|
||||||
|
date = row['date']
|
||||||
|
old_account = row['old_account']
|
||||||
|
new_account = row['new_account']
|
||||||
|
|
||||||
|
# Date précédente pour l'ancien compte
|
||||||
|
past_dates = [d for d in dates_by_account.get(old_account, []) if d < date]
|
||||||
|
if not past_dates:
|
||||||
|
continue
|
||||||
|
prev_date = max(past_dates)
|
||||||
|
|
||||||
|
# Filtrer df pour old_account à date précédente et new_account à date de rupture
|
||||||
|
df_old = df[(df['Registrar Account - ID'] == old_account) &
|
||||||
|
(df['Centralisation Date'] == prev_date)]
|
||||||
|
df_new = df[(df['Registrar Account - ID'] == new_account) &
|
||||||
|
(df['Centralisation Date'] == date)]
|
||||||
|
|
||||||
|
# Tous les ISIN concernés
|
||||||
|
isins = set(df_old['Product - Isin']).union(df_new['Product - Isin'])
|
||||||
|
|
||||||
|
for isin in isins:
|
||||||
|
old_val = df_old[df_old['Product - Isin'] == isin]['Quantity - AUM'].sum()
|
||||||
|
new_val = df_new[df_new['Product - Isin'] == isin]['Quantity - AUM'].sum()
|
||||||
|
old = df_old['Quantity - AUM'].sum()
|
||||||
|
|
||||||
|
if old_val == 0:
|
||||||
|
rel_change = None
|
||||||
|
check = True
|
||||||
|
else:
|
||||||
|
rel_change = (new_val - old_val) / old
|
||||||
|
check = abs(rel_change) <= tol
|
||||||
|
|
||||||
|
records.append({
|
||||||
|
'date': date,
|
||||||
|
'old_account': old_account,
|
||||||
|
'new_account': new_account,
|
||||||
|
'isin': isin,
|
||||||
|
'old_value': old_val,
|
||||||
|
'new_value': new_val,
|
||||||
|
'relative_change': rel_change,
|
||||||
|
'check': check
|
||||||
|
})
|
||||||
|
|
||||||
|
return pd.DataFrame(records)
|
||||||
32
function.py
32
function.py
|
|
@ -1,6 +1,36 @@
|
||||||
import matplotlib.pyplot as plt
|
import matplotlib.pyplot as plt
|
||||||
import pandas as pd
|
import pandas as pd
|
||||||
|
|
||||||
|
|
||||||
|
def evolution_compte(df, id1, id = 'Registrar Account - ID'):
|
||||||
|
def prepare_df(idt):
|
||||||
|
df_id = df[df[id] == idt].copy()
|
||||||
|
df_id['Centralisation Date'] = pd.to_datetime(df_id['Centralisation Date'])
|
||||||
|
df_agg = (
|
||||||
|
df_id
|
||||||
|
.groupby('Centralisation Date')['Quantity - AUM']
|
||||||
|
.sum()
|
||||||
|
.reset_index()
|
||||||
|
.sort_values('Centralisation Date')
|
||||||
|
)
|
||||||
|
return df_agg
|
||||||
|
|
||||||
|
df1 = prepare_df(id1)
|
||||||
|
|
||||||
|
plt.figure(figsize=(12, 6))
|
||||||
|
|
||||||
|
# Courbe du compte
|
||||||
|
plt.plot(df1['Centralisation Date'], df1['Quantity - AUM'],
|
||||||
|
marker='.', linestyle='-', label=f'Account {id1}')
|
||||||
|
|
||||||
|
plt.title(f"Évolution AUM pour le compte {id1}")
|
||||||
|
plt.xlabel("Date")
|
||||||
|
plt.ylabel("Quantity - AUM")
|
||||||
|
plt.grid(True)
|
||||||
|
plt.legend()
|
||||||
|
plt.tight_layout()
|
||||||
|
plt.show()
|
||||||
|
|
||||||
def evolution_2_comptes(df, id1, id2):
|
def evolution_2_comptes(df, id1, id2):
|
||||||
def prepare_df(id):
|
def prepare_df(id):
|
||||||
df_id = df[df['Registrar Account - ID'] == id].copy()
|
df_id = df[df['Registrar Account - ID'] == id].copy()
|
||||||
|
|
@ -64,7 +94,7 @@ def evolution_3_comptes(df, id1, id2, id3):
|
||||||
plt.plot(df3['Centralisation Date'], df3['Quantity - AUM'],
|
plt.plot(df3['Centralisation Date'], df3['Quantity - AUM'],
|
||||||
marker='.', linestyle='-', label=f'Account {id3}')
|
marker='.', linestyle='-', label=f'Account {id3}')
|
||||||
|
|
||||||
plt.title("Évolution des AUM pour trois comptes")
|
plt.title("Evolution of AUM for three accounts")
|
||||||
plt.xlabel("Date")
|
plt.xlabel("Date")
|
||||||
plt.ylabel("Quantity - AUM")
|
plt.ylabel("Quantity - AUM")
|
||||||
plt.grid(True)
|
plt.grid(True)
|
||||||
|
|
|
||||||
1135
rupture.ipynb
1135
rupture.ipynb
File diff suppressed because one or more lines are too long
Loading…
Reference in New Issue
Block a user