diff options
Diffstat (limited to 'python/collateral/__main__.py')
| -rw-r--r-- | python/collateral/__main__.py | 11 |
1 files changed, 6 insertions, 5 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index c927535f..50244580 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -9,6 +9,7 @@ from .common import get_dawn_trades, send_email from pandas.tseries.offsets import BDay import argparse +import datetime import logging fh = SerenitasFileHandler("collateral_calc.log") @@ -20,8 +21,8 @@ parser = argparse.ArgumentParser() parser.add_argument( "workdate", nargs="?", - type=lambda s: pd.datetime.strptime(s, "%Y-%m-%d").date(), - default=pd.Timestamp.today().normalize(), + type=datetime.datetime.fromisoformat, + default=datetime.date.today(), ) parser.add_argument( "-d", "--download", action="store_true", help="download counterparty reports" @@ -30,8 +31,8 @@ parser.add_argument( "-s", "--send-email", action="store_true", help="send email to Globeop" ) args = parser.parse_args() -counterparties = ["citi", "ms", "gs", "baml_fcm", "baml_isda", "wells"] - +# counterparties = ["citi", "ms", "gs", "bnp", "baml_fcm", "baml_isda", "wells"] +counterparties = ["citi", "baml_isda"] if args.download: for cp in counterparties: cp_mod = import_module(f".{cp}", "collateral") @@ -63,7 +64,7 @@ for cp in counterparties: ) except ValueError as e: logger.error(e) - if cp == "citi": + if cp == "citi": # all cp except CITI operate on previous business day args.workdate = args.workdate - BDay() df = pd.concat(df, names=["broker", "strategy"]).reset_index() |