diff options
| -rw-r--r-- | python/collateral/baml_fcm.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/baml_fcm.py b/python/collateral/baml_fcm.py index 7508aad1..1d986941 100644 --- a/python/collateral/baml_fcm.py +++ b/python/collateral/baml_fcm.py @@ -145,7 +145,7 @@ def collateral(d, positions, *, engine, fund="Serenitas", positions_irs, **kwarg } ) df_margin = df_margin.set_index("AT", append=True) - df_margin = df_margin.groupby(level=(0, 1)).sum() + df_margin = df_margin.groupby(level=(0, 1)).sum(numeric_only=True) df_margin = df_margin.reset_index() df_margin_fut.AT = "USD" df_margin_fut = df_margin_fut.reset_index() |