diff options
Diffstat (limited to 'python/collateral/__main__.py')
| -rw-r--r-- | python/collateral/__main__.py | 5 |
1 files changed, 1 insertions, 4 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index e2958d27..f8781003 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -41,6 +41,7 @@ dawn_trades = get_dawn_trades(args.workdate, dawn_engine) df = {} mapping = {"baml_fcm": "BAML", "wells": "WF"} +args.workdate -= BDay() for cp in counterparties: cp_mod = import_module("." + cp, "collateral") if cp in ["baml_fcm", "wells"]: @@ -63,10 +64,6 @@ for cp in counterparties: ) except ValueError as e: logger.error(e) - if ( - cp == "baml_isda" - ): # all cp except CITI and BAML operate on previous business day - args.workdate = args.workdate - BDay() df = pd.concat(df, names=["broker", "strategy"]).reset_index() df.strategy = df.strategy.str.replace("^(M_|SER_)?", "", 1) |