diff options
| -rw-r--r-- | python/collateral/cs.py | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/python/collateral/cs.py b/python/collateral/cs.py index e6babbe4..ff11c191 100644 --- a/python/collateral/cs.py +++ b/python/collateral/cs.py @@ -99,6 +99,12 @@ def load_cs_positions(d: datetime.date, fund: str, legacy=False): ) df.columns = [c.replace("\n", " ").strip() for c in df.columns] df = df[1:] + for i, e in df["Structure ID"].items(): + try: + int(e) + except ValueError: + df = df[: (i - 1)] + break df["Trade ID"] = df["Trade ID"].astype("int").astype("str") df = df.rename(columns={"Notional1 CCY": "Currency"}) return df |