diff options
Diffstat (limited to 'python/collateral/ms.py')
| -rw-r--r-- | python/collateral/ms.py | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/python/collateral/ms.py b/python/collateral/ms.py index 0acccedb..e92be447 100644 --- a/python/collateral/ms.py +++ b/python/collateral/ms.py @@ -52,7 +52,11 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): else: collat = float(collat) df = pd.read_excel(DAILY_DIR / fund / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") - df = df.dropna(subset=["trade_ccy"]) + df_fx = pd.read_excel( + DAILY_DIR / fund / "MS_reports" / f"Trade_Detail_FX_{d:%Y%m%d}.xls" + ) + df = pd.concat([df, df_fx]) + # df = df.dropna(subset=["trade_ccy"]) 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"] if not missing_ids.empty: |