Created
October 17, 2014 05:14
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def defineBenchmark(securities): | |
put into benchmark table somehow | |
> id, name | |
for(sec in securities): | |
#iterate | |
if not in mastersecurities, add to that table | |
> generate id w/ sequence, security name | |
else if it is, get the id | |
add new row to benchmark_security for current benchmark | |
> benchmark id,security id, security weight (whatever is mapped to sec) | |
def getBenchmarkReturns(benchmark, timerange, cumulative): | |
getBenchmark | |
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