diff options
Diffstat (limited to 'python/collateral/cs.py')
| -rw-r--r-- | python/collateral/cs.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/collateral/cs.py b/python/collateral/cs.py index b70b32b9..ad36151c 100644 --- a/python/collateral/cs.py +++ b/python/collateral/cs.py @@ -52,6 +52,7 @@ def get_collateral(d: datetime.date, fund): "Serenitas": "SerenitasCGMF", "BowdSt": "BostonBPStLLC", } + collat = {} for collat_type in ("RVM", "IM", "FXIM"): pdf_file = ( DATA_DIR @@ -62,7 +63,7 @@ def get_collateral(d: datetime.date, fund): if e.text == "Cash USD (US Dollar)": next(g) value = next(g).text - collat += float( + collat[collat_type] = float( value.strip().replace(",", "").replace("(", "-").replace(")", "") ) break @@ -121,7 +122,7 @@ def load_cs_positions(d: datetime.date, fund: str, legacy=False): def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): - collateral = get_collateral(next_business_day(d), fund) + collateral = sum(get_collateral(next_business_day(d), fund).values()) try: df = load_cs_positions(d, fund) except ValueError as e: |