Position Analysis - Dates and File Paths Documentation

Generated: 2025-06-10 17:49:55

Date Information

Date Type	Date (YYYYMMDD)	Description
Target Date	20250610	Date requested for analysis (command line argument or today)
Position Date	20250611	Date of pre-trade positions used (next weekday from target + fallback if needed)
Market Data Date	20250610	Date used for market data (prices, returns, alpha, borrow data)
Report Generation Date	20250610	Date when this report was generated

Configuration and Environment

Configuration Item	Value	Description
SIMCONFIG	EGConfigProd1	Simulation configuration environment variable
SimConfig Type	SimulationConfig	Actual simulation configuration object used

Configuration Item

Value

Description

SIMCONFIG

EGConfigProd1

Simulation configuration environment variable

SimConfig Type

SimulationConfig

Actual simulation configuration object used

Directory Structure

Directory Type	Full Path	Status	Purpose
Web Directory	/mnt/signal/simulation/EGProd1/web_status	EXISTS	Base web output directory from EG.webDir()
Simulation Directory	/mnt/signal/simulation/EGProd1	EXISTS	Parent directory of web directory
Data Directory	/mnt/signal/simulation/EGProd1/position_comparison_data	EXISTS	Data storage directory (position_comparison_data)
Input Directory	/mnt/signal/simulation/EGProd1/position_comparison_data/input	EXISTS	Input CSV files directory
Output Directory	/mnt/signal/simulation/EGProd1/web_status/20250610/position_comparison	EXISTS	HTML report output directory

Directory Type

Full Path

Status

Purpose

Web Directory

/mnt/signal/simulation/EGProd1/web_status

EXISTS

Base web output directory from EG.webDir()

Simulation Directory

/mnt/signal/simulation/EGProd1

EXISTS

Parent directory of web directory

Data Directory

/mnt/signal/simulation/EGProd1/position_comparison_data

EXISTS

Data storage directory (position_comparison_data)

Input Directory

/mnt/signal/simulation/EGProd1/position_comparison_data/input

EXISTS

Input CSV files directory

Output Directory

/mnt/signal/simulation/EGProd1/web_status/20250610/position_comparison

EXISTS

HTML report output directory

Input Files

File Type	Primary Path	Backup Path	Primary Status	Backup Status	Description
Buy Recommendations	/mnt/signal/simulation/EGProd1/position_comparison_data/input/buys.csv	/mnt/nfs/home/prod/scratch/cs300/input/buys.csv	EXISTS	MISSING	CSV file containing buy recommendations with Bloomberg tickers
Sell Recommendations	/mnt/signal/simulation/EGProd1/position_comparison_data/input/sells.csv	/mnt/nfs/home/prod/scratch/cs300/input/sells.csv	EXISTS	MISSING	CSV file containing sell recommendations with Bloomberg tickers
Borrow Data	/data/PBData/GS/GS_CN_Availability_20250610.csv	N/A	EXISTS	N/A	Goldman Sachs China availability data for date 20250610

File Type

Primary Path

Backup Path

Primary Status

Backup Status

Description

Buy Recommendations

/mnt/signal/simulation/EGProd1/position_comparison_data/input/buys.csv

/mnt/nfs/home/prod/scratch/cs300/input/buys.csv

EXISTS

MISSING

CSV file containing buy recommendations with Bloomberg tickers

Sell Recommendations

/mnt/signal/simulation/EGProd1/position_comparison_data/input/sells.csv

/mnt/nfs/home/prod/scratch/cs300/input/sells.csv

EXISTS

MISSING

CSV file containing sell recommendations with Bloomberg tickers

Borrow Data

/data/PBData/GS/GS_CN_Availability_20250610.csv

N/A

EXISTS

N/A

Goldman Sachs China availability data for date 20250610

Position Data Source

Data Source	Method	Date Used	Description
Position File	simConfig.loadPositionFile(tradeDate='{position_date if position_date else "N/A"}', step='pretrade')	{position_date if position_date else "N/A"}	Pre-trade positions for next trading day (uses PyDate.nextWeekday from target date)

Data Source

Method

Date Used

Description

Position File

simConfig.loadPositionFile(tradeDate='{position_date if position_date else "N/A"}', step='pretrade')

{position_date if position_date else "N/A"}

Pre-trade positions for next trading day (uses PyDate.nextWeekday from target date)

Market Data Sources

Data Type	Source Method	Date Used	Description
Price Frame	SignalMgr.get('price_frame_latest', signal_date)	{actual_date}	Latest prices for position valuation
Lot Size	SignalMgr.getFrame('trading_lot_size', signal_date)	{actual_date}	Trading lot sizes for position sizing calculations
Returns Frame	SignalMgr.get('returns_frame', signal_date)	{actual_date}	Return data for analysis

Data Type

Source Method

Date Used

Description

Price Frame

SignalMgr.get('price_frame_latest', signal_date)

{actual_date}

Latest prices for position valuation

Lot Size

SignalMgr.getFrame('trading_lot_size', signal_date)

{actual_date}

Trading lot sizes for position sizing calculations

Returns Frame

SignalMgr.get('returns_frame', signal_date)

{actual_date}

Return data for analysis

Important Date Logic:

Position Date: Uses PyDate.nextWeekday({target_date}) to find pre-trade positions for the next trading day
Market Data Date: Uses the target date ({actual_date}) for all market data queries
Fallback: If no positions found for next weekday, searches up to 5 days back

File Processing: Bloomberg tickers in CSV files are automatically converted to RIC codes for matching with internal position data. The conversion process handles various ticker formats and exchange codes.

Output Reports: All generated HTML reports are saved in the output directory shown above, organized by target date for easy navigation and historical reference.