diff options
Diffstat (limited to 'python/collateral/citi.py')
| -rw-r--r-- | python/collateral/citi.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/collateral/citi.py b/python/collateral/citi.py index b1d51eb0..5ea8ce60 100644 --- a/python/collateral/citi.py +++ b/python/collateral/citi.py @@ -102,8 +102,8 @@ def get_total_collateral(d): def collateral(d, dawn_trades, *args): - df = load_file(d) - collat = get_total_collateral(d - BDay()) + df = load_file(d + BDay()) + collat = get_total_collateral(d) df = df[["Operations File", "Market Value", "BasicAmt"]].dropna( subset=["Operations File"] ) # missing Operations File means assignment usually @@ -127,5 +127,5 @@ def collateral(d, dawn_trades, *args): }, ignore_index=True, ) - df["date"] = d - bus_day + df["date"] = d return df.set_index("Strategy") |