diff options
Diffstat (limited to 'python/collateral/bnp.py')
| -rw-r--r-- | python/collateral/bnp.py | 27 |
1 files changed, 17 insertions, 10 deletions
diff --git a/python/collateral/bnp.py b/python/collateral/bnp.py index 331a2187..a89dc19c 100644 --- a/python/collateral/bnp.py +++ b/python/collateral/bnp.py @@ -2,14 +2,19 @@ import datetime import pandas as pd from . import DAILY_DIR +paths = { + "Serenitas": ["NYops", "Margin Calls BNP"], + "BowdSt": ["BowdoinOps", "Margin BNP"], +} -def download_files(em, count: int = 20): + +def download_files(em, count: int = 20, *, fund="Serenitas", **kwargs): + if fund not in paths: + return emails = em.get_msgs( - path=["NYops", "Margin Calls BNP"], - count=count, - sender="bnppnycollateralmgmt@us.bnpparibas.com", + path=paths[fund], count=count, sender="bnppnycollateralmgmt@us.bnpparibas.com", ) - DATA_DIR = DAILY_DIR / "BNP_reports" + DATA_DIR = DAILY_DIR / fund / "BNP_reports" for msg in emails: for attach in msg.attachments: p = DATA_DIR / attach.name @@ -17,22 +22,24 @@ def download_files(em, count: int = 20): p.write_bytes(attach.content) -def load_file(d: datetime.date, report_type: str): +def load_file(d: datetime.date, report_type: str, fund: str): fname = ( f"{report_type} - BNP PARIBAS - SERENITAS CREDIT GAMMA " f"MASTER FUND, LP - COB {d:%Y%m%d}.XLS" ) - return pd.read_excel(DAILY_DIR / "BNP_reports" / fname, skiprows=7) + return pd.read_excel(DAILY_DIR / fund / "BNP_reports" / fname, skiprows=7) -def collateral(d: datetime.date, dawn_trades: pd.DataFrame, *args): - df = load_file(d, "Collateral Positions") +def collateral( + d: datetime.date, dawn_trades: pd.DataFrame, *, fund="Serenitas", **kwargs +): + df = load_file(d, "Collateral Positions", fund) if df.at[0, "Held/Posted"] == "Posted": sign = 1.0 else: sign = -1.0 collateral = sign * df.at[0, "Mkt Val (Agmt Ccy)"] - df = load_file(d, "Exposure Statement") + 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 = df.merge(dawn_trades, how="left", left_on="Trade Ref", right_on="cpty_id") |