diff options
Diffstat (limited to 'python/collateral/bnp.py')
| -rw-r--r-- | python/collateral/bnp.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/collateral/bnp.py b/python/collateral/bnp.py index 39f7e72a..da8a4360 100644 --- a/python/collateral/bnp.py +++ b/python/collateral/bnp.py @@ -12,7 +12,9 @@ def download_files(em, count: int = 20, *, fund="Serenitas", **kwargs): if fund not in paths: return emails = em.get_msgs( - path=paths[fund], count=count, sender="bnppnycollateralmgmt@us.bnpparibas.com", + path=paths[fund], + count=count, + sender="bnppnycollateralmgmt@us.bnpparibas.com", ) DATA_DIR = DAILY_DIR / fund / "BNP_reports" for msg in emails: @@ -44,7 +46,7 @@ def collateral( collateral = sign * df.at[0, "Mkt Val (Agmt Ccy)"] df = load_file(d, "Exposure Statement", fund) df = df[["Trade Ref", "Exposure Amount (Agmt Ccy)", "Lock Up (Agmt Ccy)"]] - df["Trade Ref"] = df["Trade Ref"].str.replace("MBO-", "") + df["Trade Ref"] = df["Trade Ref"].str.replace("FOC-", "") df = df.merge(dawn_trades, how="left", left_on="Trade Ref", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Trade Ref"] if not missing_ids.empty: |