diff options
Diffstat (limited to 'python/collateral/gs.py')
| -rw-r--r-- | python/collateral/gs.py | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/python/collateral/gs.py b/python/collateral/gs.py index b4889677..e2988104 100644 --- a/python/collateral/gs.py +++ b/python/collateral/gs.py @@ -51,6 +51,10 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df = df[["folder", "NPV (USD)", "Initial Margin Required"]] df = df.groupby("folder", dropna=False).sum() df = df.sum(axis=1).to_frame(name="Amount") + # handle missing ids (allocate all to TCSH) + df = df.reset_index() + df.loc[df.folder.isnull(), "folder"] = "TCSH" + df = df.groupby("folder").sum() df["Currency"] = "USD" df = df.reset_index() df.columns = ["Strategy", "Amount", "Currency"] |