diff options
| -rw-r--r-- | python/collateral/gs.py | 24 | ||||
| -rw-r--r-- | python/external_deriv_marks.py | 6 |
2 files changed, 18 insertions, 12 deletions
diff --git a/python/collateral/gs.py b/python/collateral/gs.py index 6b88069f..61b9d803 100644 --- a/python/collateral/gs.py +++ b/python/collateral/gs.py @@ -1,12 +1,16 @@ import pandas as pd from . import DAILY_DIR +paths = { + "Serenitas": ["NYops", "Margin calls"], + "Brinker": ["NYops", "Margin Calls GS-Brinker"], + "BowdSt": ["BowdoinOps", "Margin GS"], +} -def download_files(em, count=20, **kwargs): - emails = em.get_msgs( - path=["NYops", "Margin calls"], count=count, subject__contains="Margin" - ) - DATA_DIR = DAILY_DIR / "GS_reports" + +def download_files(em, count=20, *, fund="Serenitas", **kwargs): + emails = em.get_msgs(path=paths[fund], count=count, subject__contains="Margin") + DATA_DIR = DAILY_DIR / fund / "GS_reports" for msg in emails: for attach in msg.attachments: fname = attach.name @@ -16,22 +20,22 @@ def download_files(em, count=20, **kwargs): p.write_bytes(attach.content) -def load_file(d, pattern): +def load_file(d, fund, pattern): try: - fname = next((DAILY_DIR / "GS_reports").glob(f"{pattern}*{d:%d_%b_%Y}*")) + fname = next((DAILY_DIR / fund / "GS_reports").glob(f"{pattern}*{d:%d_%b_%Y}*")) except StopIteration: raise FileNotFoundError(f"GS {pattern} file not found for date {d}") return pd.read_excel(fname, skiprows=9, skipfooter=77) -def collateral(d, dawn_trades, **kwargs): - df = load_file(d, "Collateral_Detail") +def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): + df = load_file(d, fund, "Collateral_Detail") df = df.dropna(subset=["Quantity"]) try: collateral = float(df.Quantity) except TypeError: collateral = df.Quantity.sum() - df = load_file(d, "Trade_Detail") + df = load_file(d, fund, "Trade_Detail") df = df.dropna(subset=["GS Entity"]) df = df[df["Notional (USD)"] != 0.0] df = df[["Trade Id", "Transaction Type", "NPV (USD)", "Initial Margin Required"]] diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 7b6ee322..bd9cf97a 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -7,10 +7,12 @@ from collateral.citi import load_pdf, get_col from dates import bus_day -def gs_navs(date: datetime.date = None, **kwargs): +def gs_navs(date: datetime.date = None, fund: str = "Serenitas"): d = {} date_str = date.strftime("%d_%b_%Y") if date else "" - for fname in (DAILY_DIR / "GS_reports").glob(f"Trade_Detail*{date_str}*.xls"): + for fname in (DAILY_DIR / fund / "GS_reports").glob( + f"Trade_Detail*{date_str}*.xls" + ): try: df = pd.read_excel(fname, skiprows=9, skipfooter=77, index_col="Trade Id") except ValueError: |