diff options
| -rw-r--r-- | python/collateral/gs_fcm.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/collateral/gs_fcm.py b/python/collateral/gs_fcm.py index 75beb456..cf2c865b 100644 --- a/python/collateral/gs_fcm.py +++ b/python/collateral/gs_fcm.py @@ -25,7 +25,7 @@ def get_filename(d: datetime.date, name: str): def collateral(d: datetime.date, positions, *, engine, **kwargs): df = pd.read_csv( - get_filename(next_business_day(d), "Open_Trades_Redcode"), + get_filename(d + datetime.timedelta(days=1), "Open_Trades_Redcode"), usecols=[ "Notional", "Direction", @@ -65,7 +65,9 @@ def collateral(d: datetime.date, positions, *, engine, **kwargs): df["date"] = cob_date df_margin = pd.read_csv( - get_filename(next_business_day(d), "Account_Balances_and_Margin_extended"), + get_filename( + d + datetime.timedelta(days=1), "Account_Balances_and_Margin_extended" + ), parse_dates=["COB Date"], thousands=",", ) |