diff options
Diffstat (limited to 'python/collateral/common.py')
| -rw-r--r-- | python/collateral/common.py | 14 |
1 files changed, 9 insertions, 5 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index de63f35e..6dac36bc 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -1,7 +1,6 @@ import logging import pandas as pd from exchangelib import HTMLBody -from . import ExchangeMessage logger = logging.getLogger(__name__) @@ -25,20 +24,23 @@ def compare_notionals(df, positions, fcm: str): def get_dawn_trades(d, engine): df_cds = pd.read_sql_query( - "SELECT cpty_id, folder FROM cds " + "SELECT cpty_id, folder, initial_margin_percentage * notional / 100 as IA " + "FROM cds " "WHERE cpty_id IS NOT NULL AND trade_date <= %s", engine, params=(d,), ) df_swaptions = pd.read_sql_query( - "SELECT cpty_id, folder FROM swaptions " + "SELECT cpty_id, folder, initial_margin_percentage * notional / 100 AS IA " + "FROM swaptions " "WHERE cpty_id IS NOT NULL " "AND trade_date <= %s", engine, params=(d,), ) df_caps = pd.read_sql_query( - "SELECT cpty_id, folder FROM capfloors " + "SELECT cpty_id, folder, initial_margin_percentage * amount / 100 AS IA " + "FROM capfloors " "WHERE cpty_id IS NOT NULL " "AND trade_date <= %s", engine, @@ -68,6 +70,8 @@ def get_dawn_trades(d, engine): def send_email(d, df): + from exchange import ExchangeMessage + pd.set_option("display.float_format", "{:.2f}".format) df = df.drop("date", axis=1).set_index("broker") cp_mapping = { @@ -75,7 +79,7 @@ def send_email(d, df): "MS": "Morgan Stanley", "GS": "Goldman Sachs", "BAML_FCM": "Baml FCM", - # "BAML_ISDA": "Baml OTC", + "BAML_ISDA": "Baml OTC", "WELLS": "Wells Fargo", } html = "<html><body>" |