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Diffstat (limited to 'python/collateral/barclays.py')
| -rw-r--r-- | python/collateral/barclays.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/collateral/barclays.py b/python/collateral/barclays.py index 999e5b28..08b86d80 100644 --- a/python/collateral/barclays.py +++ b/python/collateral/barclays.py @@ -64,6 +64,7 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df = load_file(d, fund, "Exposure Report") df = df[["Trade Reference", "Exposure (USD)", "Ind Amt (USD)"]] df["Trade Reference"] = df["Trade Reference"].astype(str) + df = df[df["Trade Reference"] != "0 Trades Exposure (USD) "] df = df.merge( dawn_trades, how="left", left_on="Trade Reference", right_on="cpty_id" ) |