diff options
| -rw-r--r-- | python/notify_bowdst.py | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/python/notify_bowdst.py b/python/notify_bowdst.py index b9f2d5b6..782dc629 100644 --- a/python/notify_bowdst.py +++ b/python/notify_bowdst.py @@ -38,7 +38,9 @@ df = pd.concat( data = df.loc[ cob, ["tenor", "security_desc", "security_id", "globeop_notional", "db_notional"] ] -inaccurate_balances = data[data["db_notional"] != data["globeop_notional"]] +inaccurate_balances = data[ + round(data["db_notional"], 2) != round(data["globeop_notional"], 2) +] for row in inaccurate_balances.itertuples(): @@ -49,7 +51,9 @@ for row in inaccurate_balances.itertuples(): new_df = df[df["security_desc"] == row.security_desc] try: data = ( - new_df[new_df["globeop_notional"] == new_df["db_notional"]] + new_df[ + round(new_df["globeop_notional"], 2) == round(new_df["db_notional"], 2) + ] .sort_index(ascending=False) .iloc[0, :] ) |