diff options
| -rw-r--r-- | python/external_deriv_marks.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 670ac115..914ef321 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -150,7 +150,7 @@ def bnp_navs(date: datetime.date = None, fund: str = "Serenitas"): df = pd.read_excel(fname, skiprows=7) except ValueError: continue - df["Trade Ref"] = df["Trade Ref"].str.replace("MBO-", "") + df["Trade Ref"] = df["Trade Ref"].str.replace("(FOC-|MBO-)", "", regex=True) df = df.set_index("Trade Ref") df["Trade Date"] = pd.to_datetime(df["Trade Date"], dayfirst=True) df["Exposure Amount"] = df["Exposure Amount"].where( @@ -230,7 +230,7 @@ def cs_navs(date: datetime.date = None, fund: str = "Serenitas"): except ValueError: continue if df.empty: - raise ValueError(f"empty position statement for {d}") + raise ValueError(f"CS: empty position statement for {date}") df.columns = [c.replace("\n", " ").strip() for c in df.columns] df = df[1:] df = df.set_index("Structure ID") |