diff options
| -rw-r--r-- | python/collateral/__main__.py | 2 | ||||
| -rw-r--r-- | python/collateral/cs.py | 19 |
2 files changed, 20 insertions, 1 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index f8781003..36d424ba 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -31,7 +31,7 @@ parser.add_argument( "-s", "--send-email", action="store_true", help="send email to Globeop" ) args = parser.parse_args() -counterparties = ["citi", "baml_isda", "ms", "gs", "bnp", "baml_fcm", "wells"] +counterparties = ["citi", "baml_isda", "ms", "gs", "bnp", "baml_fcm", "wells", "cs"] if args.download: for cp in counterparties: cp_mod = import_module(f".{cp}", "collateral") diff --git a/python/collateral/cs.py b/python/collateral/cs.py new file mode 100644 index 00000000..b2d5c959 --- /dev/null +++ b/python/collateral/cs.py @@ -0,0 +1,19 @@ +import pandas as pd +from . import DAILY_DIR + + +def download_files(count=20): + from exchange import ExchangeMessage + + em = ExchangeMessage() + emails = em.get_msgs( + path=["NYops", "Margin calls CS"], count=count, subject__contains="Margin" + ) + DATA_DIR = DAILY_DIR / "CS_reports" + for msg in emails: + for attach in msg.attachments: + fname = attach.name + if fname.endswith("xlsx"): + p = DATA_DIR / fname + if not p.exists(): + p.write_bytes(attach.content) |