diff options
Diffstat (limited to 'python/collateral/ms.py')
| -rw-r--r-- | python/collateral/ms.py | 28 |
1 files changed, 20 insertions, 8 deletions
diff --git a/python/collateral/ms.py b/python/collateral/ms.py index 415b92c8..c1dad7db 100644 --- a/python/collateral/ms.py +++ b/python/collateral/ms.py @@ -1,14 +1,24 @@ import pandas as pd from . import DAILY_DIR +paths = { + "Serenitas": ["NYops", "Margin calls MS"], + "Brinker": ["NYops", "Margin Calls MS-Brinker"], + "BowdSt": ["BowdoinOps", "Margin MS"], +} -def download_files(em, count=20): +subjects = { + "Serenitas": "SERCX **Daily", + "Brinker": "061761QY1***BRINKER", + "BowdSt": "Margin Statement", +} + + +def download_files(em, count=20, *, fund="Serenitas", **kwargs): emails = em.get_msgs( - path=["NYops", "Margin calls MS"], - count=count, - subject__contains="SERCX **Daily", + path=paths[fund], count=count, subject__contains=subjects[fund], ) - DATA_DIR = DAILY_DIR / "MS_reports" + DATA_DIR = DAILY_DIR / fund / "MS_reports" for msg in emails: for attach in msg.attachments: if "NETSwaps" in attach.name: @@ -22,15 +32,17 @@ def download_files(em, count=20): p.write_bytes(attach.content) -def collateral(d, dawn_trades, *args): - df = pd.read_excel(DAILY_DIR / "MS_reports" / f"Collateral_Detail_{d:%Y%m%d}.xls") +def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): + df = pd.read_excel( + DAILY_DIR / fund / "MS_reports" / f"Collateral_Detail_{d:%Y%m%d}.xls" + ) collat = df.loc[1, "coll_val_ccy"].replace(",", "") if "(" in collat: collat = collat[1:-1] collat = -float(collat) else: collat = float(collat) - df = pd.read_excel(DAILY_DIR / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") + df = pd.read_excel(DAILY_DIR / fund / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") 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"] |