Develop project vault iceberg

ITR/data/data_providers.py

@@ -82,6 +82,14 @@ def get_company_projected_targets(self, company_ids: List[str]) -> pd.DataFrame:
         """
         raise NotImplementedError
 
+    @abstractmethod
+    def get_company_fundamentals(self, company_ids: List[str]) -> pd.DataFrame:
+        """
+        :param company_ids: A list of company IDs
+        :return: A pandas DataFrame with company fundamental info per company
+        """
+        raise NotImplementedError
+
 
 class ProductionBenchmarkDataProvider(ABC):
     """

ITR/data/excel.py

@@ -277,7 +277,6 @@ def _get_historic_data(self, company_ids: List[str], historic_data: pd.DataFrame
         :return: historic data with unit attributes added to yearly data on a per-element basis
         """
         self.historic_years = [column for column in historic_data.columns if type(column) == int]
-
         missing_ids = [company_id for company_id in company_ids if company_id not in historic_data.index]
         if missing_ids:
             error_message = f"Company ids missing in provided historic data: {missing_ids}"

ITR/data/osc_units.py

@@ -2,7 +2,7 @@
 This module handles initialization of pint functionality
 """
 
-from pint import set_application_registry
+from pint import set_application_registry, Quantity
 from pint_pandas import PintArray, PintType
 from openscm_units import unit_registry
 import re

examples/ITR_UI.py

@@ -40,6 +40,19 @@
 import sys
 import argparse
 
+# Initial calculations
+
+
+examples_dir = ''  # 'examples'
+data_dir = "data"
+data_json_units_dir = "json-units"
+root = os.path.abspath('')
+
+# Set input filename (from commandline or default)
+parser = argparse.ArgumentParser()
+parser.add_argument('-file')
+args = parser.parse_args()
+company_data_path = args.file or os.path.join(root, examples_dir, data_dir, "20220720 ITR Tool Sample Data.xlsx")
 
 logger = logging.getLogger(__name__)
 logger.setLevel(logging.INFO)
@@ -681,7 +694,6 @@ def agg_score(agg_method):
             agg_s3 = [agg_method.value,aggregated_scores.long.S3.all.score]
         else:
             agg_s3 = []
-
         return agg_s1s2 + agg_s3
 
     agg_temp_scores = [agg_score(i) for i in PortfolioAggregationMethod]
@@ -747,12 +759,13 @@ def agg_score(agg_method):
         fig1, fig5,
         heatmap_fig, high_score_fig,
         port_score_diff_methods_fig,
-        "{:.2f}".format(scores), # fake for spinner
-        "{:.2f}".format(scores), # portfolio score
-        {'color': 'ForestGreen'} if scores < 2 else {'color': 'Red'}, # conditional color
-        str(round((filt_df.company_ev_plus_cash.sum())/10**9,0)), # sum of total EVIC for companies in portfolio
-        str(round((filt_df.investment_value.sum())/10**6,1)), # portfolio notional
-        str(len(filt_df)), # num of companies
+        "{:.2f}".format(aggregated_scores.long.S1S2.all.score.m),  # fake for spinner
+        "{:.2f}".format(aggregated_scores.long.S1S2.all.score.m),  # portfolio score
+        {'color': 'ForestGreen'} if aggregated_scores.long.S1S2.all.score.m < 2 else {'color': 'Red'},
+        # conditional color
+        str(round((filt_df.company_ev_plus_cash.sum()) / 10 ** 9, 0)),  # sum of total EVIC for companies in portfolio
+        str(round((filt_df.investment_value.sum()) / 10 ** 6, 1)),  # portfolio notional
+        str(len(filt_df)),  # num of companies
         dbc.Table.from_dataframe(df_for_output_table,
                                  striped=True,
                                  bordered=True,

examples/data/mdt-20220116-portfolio.csv

@@ -0,0 +1,62 @@
+company_name;company_lei;company_id;investment_value
+AES Corp.;2NUNNB7D43COUIRE5295;US00130H1059;4351252
+Algonquin Power & Utilities Corp.;549300K5VIUTJXQL7X75;US0158577090;2228185
+ALLETE, Inc.;549300NNLSIMY6Z8OT86;US0185223007;3829481
+Alliant Energy;5493009ML300G373MZ12;US0188021085;3829481
+Ameren Corp.;XRZQ5S7HYJFPHJ78L959;US0236081024;15917812
+American Electric Power Co., Inc.;1B4S6S7G0TW5EE83BO58;US0255371017;45520637
+Avangrid, Inc.;549300OX0Q38NLSKPB49;US05351W1036;10049068
+Avista Corp.;Q0IK63NITJD6RJ47SW96;US05379B1070;2804211
+Cleco Partners LP;5493002H80P81B3HXL31;US18551QAA58;3086052
+CMS Energy;549300IA9XFBAGNIBW29;US1258961002;9153135
+Consolidated Edison, Inc.;54930033SBW53OO8T749;US2091151041;20394113
+Dominion Energy;ILUL7B6Z54MRYCF6H308;US25746U1097;33528082
+DTE Energy;549300IX8SD6XXD71I78;US2333311072;14329945
+Duke Energy Corp.;I1BZKREC126H0VB1BL91;US26441C2044;73069652
+El Paso Electric Co;OZ8GM8L4AHPKSWZMW205;US283677AZ52;2646941
+Emera Inc.;NQZVQT2P5IUF2PGA1Q48;CA2908761018;6631113
+Entergy Corp.;4XM3TW50JULSLG8BNC79;US29364G1031;29844269
+Evergy, Inc.;549300PGTHDQY6PSUI61;US30034W1062;18254954
+Eversource Energy;SJ7XXD41SQU3ZNWUJ746;US30040W1080;18962480
+FirstEnergy Corp.;549300SVYJS666PQJH88;US3379321074;27277340
+Fortis, Inc;549300MQYQ9Y065XPR71;CA3495531079;12428756
+MDU Resources Group;0T6SBMK3JTBI1JR36794;US5526901096;1207049
+National Grid plc;8R95QZMKZLJX5Q2XR704;US6362744095;12281584
+NorthWestern Corp.;3BPWMBHR1R9SHUN7J795;US6680743050;2703150
+OG&E Energy;CE5OG6JPOZMDSA0LAQ19;US6708371033;7251242
+Otter Tail Corp.;549300HHVBQRQUVKKD91;US6896481032;1264277
+Pinnacle West Capital Corp.;TWSEY0NEDUDCKS27AH81;US7234841010;12058547
+PNM Resources, Inc.;5493003JOBJGLZSDDQ28;US69349H1077;3326899
+Portland General Electric Co.;GJOUP9M7C39GLSK9R870;US7365088472;5770964
+PPL;9N3UAJSNOUXFKQLF3V18;US69351T1060;18146577
+Public Service Enterprise Group;PUSS41EMO3E6XXNV3U28;US7445731067;16912134
+Sempra Energy;PBBKGKLRK5S5C0Y4T545;US8168511090;29579515
+Southern Co.;549300FC3G3YU2FBZD92;US8425871071;50294245
+WEC Energy Group;549300IGLYTZUK3PVP70;US92939U1060;11046675
+Xcel Energy, Inc.;LGJNMI9GH8XIDG5RCM61;US98389B1008;27475073
+AK STEEL HOLDING CORP;529900DT4E7ZNETMVC04;US0015471081;10000000
+ARCELORMITTAL;2EULGUTUI56JI9SAL165;LU0140205948;10000000
+CARPENTER TECHNOLOGY CORP;DX6I6ZD3X5WNNCDJKP85;US1442851036;10000000
+COMMERCIAL METALS CO;549300OQS2LO07ZJ7N73;US2017231034;10000000
+FRIEDMAN INDUSTRIES INC;LEI05;US3584351056;10000000
+GENERAL STEEL HOLDINGS INC;5493008ZKBIR02ICY091;US3708532029;10000000
+GERDAU S.A.;254900YDV6SEQQPZVG24;US3737371050;10000000
+GIBRALTAR INDUSTRIES, INC.;LEI08;US3746891072;10000000
+GROUP SIMEC SA DE CV;529900LCYCXPA0TZEU09;MXP4984U1083;10000000
+HAYNES INTERNATIONAL INC;549300I9MS5UZLRFDO40;US4208772016;10000000
+INSTEEL INDUSTRIES INC;52990026LKY4MOX3L174;US45774W1080;10000000
+LEGATO MERGER CORP.;5493006RXIB5GVHWJS53;CA0156581070;10000000
+MECHEL PAO;253400C9GSPBSKERRP65;US5838406081;10000000
+NATIONAL STEEL CO;335800Y6L4X95L2FEF64;INE088B01015;10000000
+NIPPON STEEL CORP;35380065QWQ4U2V3PA33;JP3381000003;10000000
+NUCOR CORP;549300GGJCRSI2TIEJ46;US6703461052;10000000
+OSSEN INNOVATION CO. LTD.;LEI17;US6884102087;10000000
+POSCO;988400E5HRVX81AYLM04;KR7005490008;10000000
+STEEL DYNAMICS INC;549300HGGKEL4FYTTQ83;US8581191009;10000000
+TENARIS SA;549300Y7C05BKC4HZB40;US88031M1099;10000000
+TERNIUM S.A.;529900QG4KU23TEI2E46;US8808901081;10000000
+TIMKENSTEEL CORP;549300QZTZWHDE9HJL14;US8873991033;10000000
+TITAN INTERNATIONAL INC;254900CXRGBE7C4B5A06;US88830M1027;10000000
+UNITED STATES STEEL CORP;JNLUVFYJT1OZSIQ24U47;US9129091081;10000000
+UNIVERSAL STAINLESS & ALLOY PRODUCTS INC;5493001OEIZDUGXZDE09;US9138371003;10000000
+WORTHINGTON INDUSTRIES INC;1WRCIANKYOIK6KYE5E82;US9818111026;10000000

examples/data/rmi-20211120-portfolio.csv

@@ -0,0 +1,51 @@
+company_name;company_lei;company_id;investment_value
+AES Corp.;2NUNNB7D43COUIRE5295;US00130H1059;4351252
+Algonquin Power & Utilities Corp.;549300K5VIUTJXQL7X75;US0158577090;2228185
+"ALLETE, Inc.";549300NNLSIMY6Z8OT86;US0185223007;3829481
+Alliant Energy;5493009ML300G373MZ12;US0188021085;3829481
+Ameren Corp.;XRZQ5S7HYJFPHJ78L959;US0236081024;15917812
+"American Electric Power Co., Inc.";1B4S6S7G0TW5EE83BO58;US0255371017;45520637
+"Avangrid, Inc.";549300OX0Q38NLSKPB49;US05351W1036;10049068
+Avista Corp.;Q0IK63NITJD6RJ47SW96;US05379B1070;2804211
+Cleco Partners LP;5493002H80P81B3HXL31;US18551QAA58;3086052
+CMS Energy;549300IA9XFBAGNIBW29;US1258961002;9153135
+"Consolidated Edison, Inc.";54930033SBW53OO8T749;US2091151041;20394113
+Dominion Energy;ILUL7B6Z54MRYCF6H308;US25746U1097;33528082
+DTE Energy;549300IX8SD6XXD71I78;US2333311072;14329945
+Duke Energy Corp.;I1BZKREC126H0VB1BL91;US26441C2044;73069652
+El Paso Electric Co;OZ8GM8L4AHPKSWZMW205;US283677AZ52;2646941
+Emera Inc.;NQZVQT2P5IUF2PGA1Q48;CA2908761018;6631113
+Entergy Corp.;4XM3TW50JULSLG8BNC79;US29364G1031;29844269
+"Evergy, Inc.";549300PGTHDQY6PSUI61;US30034W1062;18254954
+Eversource Energy;SJ7XXD41SQU3ZNWUJ746;US30040W1080;18962480
+FirstEnergy Corp.;549300SVYJS666PQJH88;US3379321074;27277340
+"Fortis, Inc";549300MQYQ9Y065XPR71;CA3495531079;12428756
+MDU Resources Group;0T6SBMK3JTBI1JR36794;US5526901096;1207049
+National Grid plc;8R95QZMKZLJX5Q2XR704;US6362744095;12281584
+NorthWestern Corp.;3BPWMBHR1R9SHUN7J795;US6680743050;2703150
+OG&E Energy;CE5OG6JPOZMDSA0LAQ19;US6708371033;7251242
+Otter Tail Corp.;549300HHVBQRQUVKKD91;US6896481032;1264277
+Pinnacle West Capital Corp.;TWSEY0NEDUDCKS27AH81;US7234841010;12058547
+"PNM Resources, Inc.";5493003JOBJGLZSDDQ28;US69349H1077;3326899
+Portland General Electric Co.;GJOUP9M7C39GLSK9R870;US7365088472;5770964
+PPL;9N3UAJSNOUXFKQLF3V18;US69351T1060;18146577
+Public Service Enterprise Group;PUSS41EMO3E6XXNV3U28;US7445731067;16912134
+Sempra Energy;PBBKGKLRK5S5C0Y4T545;US8168511090;29579515
+Southern Co.;549300FC3G3YU2FBZD92;US8425871071;50294245
+WEC Energy Group;549300IGLYTZUK3PVP70;US92939U1060;11046675
+"Xcel Energy, Inc.";LGJNMI9GH8XIDG5RCM61;US98389B1008;27475073
+Company AV;LEI01;US6293775085;10000000
+Company AW;LEI02;US7134481081;10000000
+Company A;LEI03;JP0000000001;10000000
+Company B;LEI04;NL0000000002;10000000
+Company C;LEI05;IT0000000003;10000000
+Company D;LEI06;SE0000000004;10000000
+Company E;LEI07;SE0000000005;10000000
+Company F;LEI08;NL0000000006;10000000
+Company G;LEI09;CN0000000007;10000000
+Company H;LEI10;CN0000000008;10000000
+Company I;LEI11;CN0000000009;10000000
+Company J;LEI12;BR0000000010;10000000
+Company K;LEI13;BR0000000011;10000000
+Company L;LEI14;BR0000000012;10000000
+Company M;LEI15;AR0000000013;10000000