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Diffstat (limited to 'python/collateral/gs_fcm.py')
| -rw-r--r-- | python/collateral/gs_fcm.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/collateral/gs_fcm.py b/python/collateral/gs_fcm.py index 11385e96..b6517e87 100644 --- a/python/collateral/gs_fcm.py +++ b/python/collateral/gs_fcm.py @@ -108,6 +108,7 @@ def collateral(d: datetime.date, positions, *, engine, fund, **kwargs): } df_margin_futures = df_margin_futures.rename(columns=col_mapping) df_margin_futures["pai"] = 0.0 + df_margin = df_margin.groupby(["date", "account", "currency"], as_index=False).sum() df_margin = pd.concat([df_margin, df_margin_futures]) place_holders = ",".join(["%s"] * len(cols)) engine.execute( |