CDI Valuation Data

• Extract Data from options.json

• Create and Adjust a Pandas DataFrame for CDI

• Create a New File with CDI Valuation

Extract Data from options.json

Using the METRICS/CDI key in options.json, two parameters are retrieved.

Name	Description
START_DATE	Optional parameter (YYYY-MM-DD).
END_DATE	Optional parameter (YYYY-MM-DD).

Create and Adjust a Pandas DataFrame for CDI

The START_DATE and END_DATE parameters are used to control how CDI data is processed.

Tip

If START_DATE or END_DATE is not present in options.json during execution, the program automatically updates the file by:

• Setting START_DATE to the earliest available date;

• Setting END_DATE to the latest available date.

The CDI_TAX column is removed, and a new column, VALUATION_PERCENT, is added to calculate the cumulative return. This calculation follows specific rules:

• The first valid date (row date greater than or equal to START_DATE) is set to 0.00% and used as the baseline for future calculations.

Create a New File with CDI Valuation

The program generates a new file named cdi_valuation.csv in the /data directory.

Warning

This section does not describe low-level implementation details. It focuses only on the main components and on aspects that may cause confusion.