diff options
Diffstat (limited to 'python/collateral/citi.py')
| -rw-r--r-- | python/collateral/citi.py | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/python/collateral/citi.py b/python/collateral/citi.py index ce4356af..00722b4c 100644 --- a/python/collateral/citi.py +++ b/python/collateral/citi.py @@ -1,7 +1,6 @@ import pandas as pd -from pandas.tseries.offsets import BDay from . import DAILY_DIR -from .common import load_pdf, get_col +from .common import load_pdf, get_col, next_business_day def load_file(d): @@ -76,7 +75,7 @@ def get_total_collateral(d): def collateral(d, dawn_trades, **kwargs): - df = load_file(d + BDay()) + df = load_file(next_business_day(d)) collat = get_total_collateral(d) df = df[["Operations File", "Market Value", "BasicAmt"]].dropna( subset=["Operations File"] |