diff options
Diffstat (limited to 'python/collateral/baml_isda.py')
| -rw-r--r-- | python/collateral/baml_isda.py | 25 |
1 files changed, 17 insertions, 8 deletions
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py index 685c0a12..c87f8ea1 100644 --- a/python/collateral/baml_isda.py +++ b/python/collateral/baml_isda.py @@ -61,6 +61,7 @@ def download_from_secure_id( paths = { "Serenitas": ["NYops", "Margin Calls Baml"], "BowdSt": ["BowdoinOps", "Margin BoA"], + "Selene": ["SeleneOps", "Margin BoA"], } @@ -176,16 +177,24 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): raise ValueError(f"no collateral data for date {report_date}") df = pd.read_excel(fname, skiprows=6, skipfooter=6) if df.empty: - raise ValueError("empty collateral file") - df = df.drop(0, axis=0) + collateral = 0 + logger.warning("empty collateral file") + else: + df = df.drop(0, axis=0) + try: + collateral = float(df.Notional) + except TypeError: + collateral = df.Notional.sum() try: - collateral = float(df.Notional) - except TypeError: - collateral = df.Notional.sum() - try: - tag = "SLP" if fund == "Serenitas" else "LLC" + match fund: + case "Serenitas": + tag = "TSLP" + case "Bowdst": + tag = "TLLC" + case "Selene": + tag = "INC" fname = next( - REPORTS_DIR.glob(f"301__LMCG_INVESTMENT{tag}_CSA_{report_date:%m%d%Y}_*") + REPORTS_DIR.glob(f"301__LMCG_INVESTMEN{tag}_CSA_{report_date:%m%d%Y}_*") ) except StopIteration: raise ValueError(f"no trade-level data for date {report_date}") |
