diff options
Diffstat (limited to 'python/collateral/gs.py')
| -rw-r--r-- | python/collateral/gs.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/collateral/gs.py b/python/collateral/gs.py index 61b9d803..054d1c1e 100644 --- a/python/collateral/gs.py +++ b/python/collateral/gs.py @@ -41,6 +41,7 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df = df[["Trade Id", "Transaction Type", "NPV (USD)", "Initial Margin Required"]] df = df.merge(dawn_trades, how="left", left_on="Trade Id", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Trade Id"] + missing_ids = missing_ids[~missing_ids.str.startswith("FX")] if not missing_ids.empty: raise ValueError(f"{missing_ids.tolist()} not in the database") df = df[["folder", "NPV (USD)", "Initial Margin Required"]] |