diff options
Diffstat (limited to 'python/collateral/gs.py')
| -rw-r--r-- | python/collateral/gs.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/collateral/gs.py b/python/collateral/gs.py index a011259f..bfb4f7f7 100644 --- a/python/collateral/gs.py +++ b/python/collateral/gs.py @@ -30,7 +30,10 @@ def load_file(d, pattern): def collateral(d, dawn_trades, *args): df = load_file(d, "Collateral_Detail") df = df.dropna(subset=["Quantity"]) - collateral = float(df.Quantity) + try: + collateral = float(df.Quantity) + except TypeError: + collateral = df.Quantity.sum() df = load_file(d, "Trade_Detail") df = df.dropna(subset=["GS Entity"]) df = df[["Trade Id", "Transaction Type", "NPV (USD)", "Initial Margin Required"]] |