examples/rlab_table_example.ipynb

{
 "worksheets": [
  {
   "cells": [
    {
     "cell_type": "code",
     "metadata": {},
     "outputs": [],
     "input": [
      "import numpy as np\n",
      "import pandas as pd\n",
      "import IPython.display as display\n",
      "\n",
      "from reportlab.lib import colors\n",
      "\n",
      "from tia.analysis.perf import returns_cumulative\n",
      "import tia.rlab as rlab"
     ],
     "language": "python",
     "prompt_number": 1
    },
    {
     "cell_type": "heading",
     "metadata": {},
     "level": 3,
     "source": [
      "The goal is to construct a table which looks like this"
     ]
    },
    {
     "cell_type": "code",
     "metadata": {},
     "outputs": [
      {
       "output_type": "display_data",
       "png": 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       "text": [
        "<IPython.core.display.Image at 0x39ba5f8>"
       ],
       "metadata": {}
      }
     ],
     "input": [
      "# The goal is to build a table which looks like the following\n",
      "display.Image('returns.png')"
     ],
     "language": "python",
     "prompt_number": 2
    },
    {
     "cell_type": "heading",
     "metadata": {},
     "level": 3,
     "source": [
      "First, Create some fake fund data"
     ]
    },
    {
     "cell_type": "code",
     "metadata": {},
     "outputs": [
      {
       "output_type": "pyout",
       "html": [
        "<div style=\"max-height:1000px;max-width:1500px;overflow:auto;\">\n",
        "<table border=\"1\" class=\"dataframe\">\n",
        "  <thead>\n",
        "    <tr style=\"text-align: right;\">\n",
        "      <th></th>\n",
        "      <th>Portfolio_1</th>\n",
        "      <th>Portfolio_2</th>\n",
        "      <th>Portfolio_3</th>\n",
        "      <th>Fund</th>\n",
        "    </tr>\n",
        "  </thead>\n",
        "  <tbody>\n",
        "    <tr>\n",
        "      <th>2014-01</th>\n",
        "      <td>-0.048752</td>\n",
        "      <td>-0.004033</td>\n",
        "      <td> 0.005801</td>\n",
        "      <td>-0.046984</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-02</th>\n",
        "      <td>-0.013185</td>\n",
        "      <td>-0.001041</td>\n",
        "      <td> 0.040603</td>\n",
        "      <td> 0.026377</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-03</th>\n",
        "      <td> 0.006299</td>\n",
        "      <td> 0.015496</td>\n",
        "      <td> 0.006989</td>\n",
        "      <td> 0.028784</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-04</th>\n",
        "      <td> 0.017744</td>\n",
        "      <td> 0.007020</td>\n",
        "      <td>-0.001317</td>\n",
        "      <td> 0.023446</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-05</th>\n",
        "      <td> 0.019605</td>\n",
        "      <td>-0.056622</td>\n",
        "      <td>-0.019955</td>\n",
        "      <td>-0.056972</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-06</th>\n",
        "      <td> 0.043809</td>\n",
        "      <td>-0.007819</td>\n",
        "      <td>-0.020782</td>\n",
        "      <td> 0.015208</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-07</th>\n",
        "      <td> 0.012296</td>\n",
        "      <td>-0.001631</td>\n",
        "      <td>-0.005637</td>\n",
        "      <td> 0.005028</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-08</th>\n",
        "      <td>-0.020952</td>\n",
        "      <td> 0.026630</td>\n",
        "      <td> 0.014684</td>\n",
        "      <td> 0.020362</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-09</th>\n",
        "      <td> 0.000942</td>\n",
        "      <td>-0.038948</td>\n",
        "      <td> 0.002801</td>\n",
        "      <td>-0.035205</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-10</th>\n",
        "      <td>-0.022562</td>\n",
        "      <td>-0.013278</td>\n",
        "      <td>-0.026065</td>\n",
        "      <td>-0.061905</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-11</th>\n",
        "      <td>-0.021469</td>\n",
        "      <td>-0.003409</td>\n",
        "      <td> 0.009949</td>\n",
        "      <td>-0.014928</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2014-12</th>\n",
        "      <td>      NaN</td>\n",
        "      <td>      NaN</td>\n",
        "      <td>      NaN</td>\n",
        "      <td>      NaN</td>\n",
        "    </tr>\n",
        "  </tbody>\n",
        "</table>\n",
        "</div>"
       ],
       "text": [
        "         Portfolio_1  Portfolio_2  Portfolio_3      Fund\n",
        "2014-01    -0.048752    -0.004033     0.005801 -0.046984\n",
        "2014-02    -0.013185    -0.001041     0.040603  0.026377\n",
        "2014-03     0.006299     0.015496     0.006989  0.028784\n",
        "2014-04     0.017744     0.007020    -0.001317  0.023446\n",
        "2014-05     0.019605    -0.056622    -0.019955 -0.056972\n",
        "2014-06     0.043809    -0.007819    -0.020782  0.015208\n",
        "2014-07     0.012296    -0.001631    -0.005637  0.005028\n",
        "2014-08    -0.020952     0.026630     0.014684  0.020362\n",
        "2014-09     0.000942    -0.038948     0.002801 -0.035205\n",
        "2014-10    -0.022562    -0.013278    -0.026065 -0.061905\n",
        "2014-11    -0.021469    -0.003409     0.009949 -0.014928\n",
        "2014-12          NaN          NaN          NaN       NaN"
       ],
       "metadata": {}
      }
     ],
     "input": [
      "# create fake returns for year\n",
      "index = pd.PeriodIndex(start='1/2014', end='12/2014', freq='M')\n",
      "returns = pd.DataFrame(.025 * np.random.randn(12, 3), index=index, columns=['Portfolio_{0}'.format(i) for i in range(1, 4)])\n",
      "# remove last month to see how table handles no data\n",
      "returns.iloc[-1, :] = np.nan\n",
      "returns['Fund'] = returns.sum(axis=1)\n",
      "returns"
     ],
     "language": "python",
     "prompt_number": 3
    },
    {
     "cell_type": "heading",
     "metadata": {},
     "level": 3,
     "source": [
      "Manipulate the data to look like the view"
     ]
    },
    {
     "cell_type": "code",
     "metadata": {},
     "outputs": [
      {
       "output_type": "pyout",
       "html": [
        "<div style=\"max-height:1000px;max-width:1500px;overflow:auto;\">\n",
        "<table border=\"1\" class=\"dataframe\">\n",
        "  <thead>\n",
        "    <tr>\n",
        "      <th></th>\n",
        "      <th colspan=\"13\" halign=\"left\">2014 Returns</th>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th></th>\n",
        "      <th>Jan</th>\n",
        "      <th>Feb</th>\n",
        "      <th>Mar</th>\n",
        "      <th>Apr</th>\n",
        "      <th>May</th>\n",
        "      <th>Jun</th>\n",
        "      <th>Jul</th>\n",
        "      <th>Aug</th>\n",
        "      <th>Sep</th>\n",
        "      <th>Oct</th>\n",
        "      <th>Nov</th>\n",
        "      <th>Dec</th>\n",
        "      <th>YTD</th>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>Portfolio</th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "    </tr>\n",
        "  </thead>\n",
        "  <tbody>\n",
        "    <tr>\n",
        "      <th>Portfolio_1</th>\n",
        "      <td>-0.048752</td>\n",
        "      <td>-0.013185</td>\n",
        "      <td> 0.006299</td>\n",
        "      <td> 0.017744</td>\n",
        "      <td> 0.019605</td>\n",
        "      <td> 0.043809</td>\n",
        "      <td> 0.012296</td>\n",
        "      <td>-0.020952</td>\n",
        "      <td> 0.000942</td>\n",
        "      <td>-0.022562</td>\n",
        "      <td>-0.021469</td>\n",
        "      <td>NaN</td>\n",
        "      <td>-0.029194</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>Portfolio_2</th>\n",
        "      <td>-0.004033</td>\n",
        "      <td>-0.001041</td>\n",
        "      <td> 0.015496</td>\n",
        "      <td> 0.007020</td>\n",
        "      <td>-0.056622</td>\n",
        "      <td>-0.007819</td>\n",
        "      <td>-0.001631</td>\n",
        "      <td> 0.026630</td>\n",
        "      <td>-0.038948</td>\n",
        "      <td>-0.013278</td>\n",
        "      <td>-0.003409</td>\n",
        "      <td>NaN</td>\n",
        "      <td>-0.077535</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>Portfolio_3</th>\n",
        "      <td> 0.005801</td>\n",
        "      <td> 0.040603</td>\n",
        "      <td> 0.006989</td>\n",
        "      <td>-0.001317</td>\n",
        "      <td>-0.019955</td>\n",
        "      <td>-0.020782</td>\n",
        "      <td>-0.005637</td>\n",
        "      <td> 0.014684</td>\n",
        "      <td> 0.002801</td>\n",
        "      <td>-0.026065</td>\n",
        "      <td> 0.009949</td>\n",
        "      <td>NaN</td>\n",
        "      <td> 0.005297</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>Fund</th>\n",
        "      <td>-0.046984</td>\n",
        "      <td> 0.026377</td>\n",
        "      <td> 0.028784</td>\n",
        "      <td> 0.023446</td>\n",
        "      <td>-0.056972</td>\n",
        "      <td> 0.015208</td>\n",
        "      <td> 0.005028</td>\n",
        "      <td> 0.020362</td>\n",
        "      <td>-0.035205</td>\n",
        "      <td>-0.061905</td>\n",
        "      <td>-0.014928</td>\n",
        "      <td>NaN</td>\n",
        "      <td>-0.098515</td>\n",
        "    </tr>\n",
        "  </tbody>\n",
        "</table>\n",
        "</div>"
       ],
       "text": [
        "             2014 Returns                                                    \\\n",
        "                      Jan       Feb       Mar       Apr       May       Jun   \n",
        "Portfolio                                                                     \n",
        "Portfolio_1     -0.048752 -0.013185  0.006299  0.017744  0.019605  0.043809   \n",
        "Portfolio_2     -0.004033 -0.001041  0.015496  0.007020 -0.056622 -0.007819   \n",
        "Portfolio_3      0.005801  0.040603  0.006989 -0.001317 -0.019955 -0.020782   \n",
        "Fund            -0.046984  0.026377  0.028784  0.023446 -0.056972  0.015208   \n",
        "\n",
        "                                                                              \n",
        "                  Jul       Aug       Sep       Oct       Nov  Dec       YTD  \n",
        "Portfolio                                                                     \n",
        "Portfolio_1  0.012296 -0.020952  0.000942 -0.022562 -0.021469  NaN -0.029194  \n",
        "Portfolio_2 -0.001631  0.026630 -0.038948 -0.013278 -0.003409  NaN -0.077535  \n",
        "Portfolio_3 -0.005637  0.014684  0.002801 -0.026065  0.009949  NaN  0.005297  \n",
        "Fund         0.005028  0.020362 -0.035205 -0.061905 -0.014928  NaN -0.098515  "
       ],
       "metadata": {}
      }
     ],
     "input": [
      "# Create the View for the pdf\n",
      "view = returns.copy()\n",
      "view.index = [i.strftime('%b') for i in view.index]\n",
      "# YTD Returns\n",
      "ytd = returns_cumulative(view)\n",
      "ytd.name = 'YTD'\n",
      "\n",
      "# transpose so dates are the columns\n",
      "view = view.append(ytd.to_frame().T)\n",
      "view = view.T\n",
      "view.index.name = 'Portfolio'\n",
      "# make a multi-level header\n",
      "view.columns = pd.MultiIndex.from_arrays([ ['2014 Returns']*len(view.columns), view.columns])\n",
      "view"
     ],
     "language": "python",
     "prompt_number": 4
    },
    {
     "cell_type": "heading",
     "metadata": {},
     "level": 3,
     "source": [
      "Create a pdf builder, create a template, and build the 2 tables. (1 table is fixed width\n",
      " and height, 1 table expands to fill frame)"
     ]
    },
    {
     "cell_type": "code",
     "metadata": {},
     "outputs": [],
     "input": [
      "# Setup the builder and any templates\n",
      "FONT_SZ = 8\n",
      "FONT = 'Helvetica'\n",
      "FONT_BOLD = 'Helvetica-Bold'\n",
      "FONT_COLOR = colors.HexColor('#3b595f')\n",
      "GRID_COLOR = colors.HexColor('#a8c2cb')\n",
      "RPAD = LPAD = 3\n",
      "TPAD = BPAD = 4\n",
      "LEADING = FONT_SZ\n",
      "ROW_COLORS = [colors.HexColor('#eff4f6'), colors.white]\n",
      "\n",
      "pdf_path = 'returns_example.pdf'\n",
      "pdf = rlab.PdfBuilder(pdf_path, showBoundary=0)\n",
      "t = rlab.GridTemplate('page1', 100, 100)\n",
      "\n",
      "t.define_frames({'tbl': t[5:95, 5:95]})  # whole page\n",
      "t.register(pdf)\n",
      "\n",
      "# helper method to place box around a region\n",
      "def add_box(rng):\n",
      "    rng.apply_style('BOX', .7, GRID_COLOR)\n",
      "\n",
      "    \n",
      "tf = rlab.TableFormatter(view)\n",
      "\n",
      "\n",
      "# Styles for all cells\n",
      "# Use direct method\n",
      "tf.all.apply_styles({\n",
      "    'FONTSIZE': FONT_SZ, 'FONTNAME': FONT, 'TEXTCOLOR': FONT_COLOR,\n",
      "    'VALIGN': 'MIDDLE', 'ALIGN': 'RIGHT',\n",
      "    'LEADING': LEADING, \n",
      "    'RIGHTPADDING': RPAD, \"BOTTOMPADDING\": BPAD, 'TOPPADDING': TPAD, 'LEFTPADDING': LPAD,\n",
      "})\n",
      "\n",
      "\n",
      "# \n",
      "# Can use methods which means you do not have to remember style names and arguments\n",
      "# \n",
      "box_args = {'weight': .7, 'color': GRID_COLOR}\n",
      "regions = [tf.all, tf.cells, tf.header, tf.index, tf.all.iloc[-1:, :], tf.header.iloc[:1, :]]\n",
      "[region.set_box(**box_args) for region in regions]\n",
      "\n",
      "# cells Style\n",
      "tf.cells.set_row_backgrounds(ROW_COLORS)\n",
      "\n",
      "\n",
      "\n",
      "# make the last column bold\n",
      "tf.all.iloc[-1:, :].set_font(FONT_BOLD)\n",
      "# make the last row bold\n",
      "tf.all.iloc[:, -1:].set_font(FONT_BOLD)\n",
      "# format as percent and use red for negatives\n",
      "tf.cells.percent_format()\n",
      "\n",
      "# Header\n",
      "tf.header.set_fontname(FONT_BOLD)\n",
      "tf.header.set_align_center()\n",
      "tf.header.detect_colspans()\n",
      "\n",
      "# Index\n",
      "tf.index.set_font(FONT_BOLD)\n",
      "tf.index.set_row_backgrounds(ROW_COLORS)\n",
      "\n",
      "# Index-Header\n",
      "tf.index_header.set_fontname(FONT_BOLD)\n",
      "\n",
      "# don't allow table to expand or shrink\n",
      "pdf.build_page('page1', {'tbl': tf.build(expand=None, shrink=None)})\n",
      "# allow table to expand both width and height wise\n",
      "pdf.build_page('page1', {'tbl': tf.build(expand='wh', shrink=None)})\n",
      "pdf.save()"
     ],
     "language": "python",
     "prompt_number": 13
    },
    {
     "cell_type": "heading",
     "metadata": {},
     "level": 3,
     "source": [
      "Open the directory to find the returns_example.pdf"
     ]
    },
    {
     "cell_type": "markdown",
     "metadata": {},
     "source": [
      "[Click ME](https://github.com/bpsmith/tia/raw/master/examples/returns_example.pdf)."
     ]
    },
    {
     "cell_type": "code",
     "metadata": {},
     "outputs": [],
     "input": [
      ""
     ],
     "language": "python"
    }
   ]
  }
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