diff options
| -rw-r--r-- | python/collateral/barclays.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/collateral/barclays.py b/python/collateral/barclays.py index 08b86d80..7a3484f1 100644 --- a/python/collateral/barclays.py +++ b/python/collateral/barclays.py @@ -27,7 +27,7 @@ def load_file(d, fund, pattern): except StopIteration: raise FileNotFoundError(f"BARCLAYS file not found for date {d}") if fname.name.endswith("xls"): - return pd.read_excel(fname, skiprows=3, skipfooter=23) + return pd.read_excel(fname, skiprows=3, skipfooter=24) else: return fname @@ -64,7 +64,6 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df = load_file(d, fund, "Exposure Report") df = df[["Trade Reference", "Exposure (USD)", "Ind Amt (USD)"]] df["Trade Reference"] = df["Trade Reference"].astype(str) - df = df[df["Trade Reference"] != "0 Trades Exposure (USD) "] df = df.merge( dawn_trades, how="left", left_on="Trade Reference", right_on="cpty_id" ) |