diff options
Diffstat (limited to 'python/collateral/ms.py')
| -rw-r--r-- | python/collateral/ms.py | 9 |
1 files changed, 7 insertions, 2 deletions
diff --git a/python/collateral/ms.py b/python/collateral/ms.py index dba13c67..1c4c11eb 100644 --- a/python/collateral/ms.py +++ b/python/collateral/ms.py @@ -48,9 +48,9 @@ def download_files(em, count=20, *, fund="Serenitas", **kwargs): p.write_bytes(attach.content) -def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): +def get_total_collateral(date, fund): df = pd.read_excel( - DAILY_DIR / fund / "MS_reports" / f"Collateral_Detail_{d:%Y%m%d}.xls" + DAILY_DIR / fund / "MS_reports" / f"Collateral_Detail_{date:%Y%m%d}.xls" ) collat = df.loc[1, "coll_val_ccy"].replace(",", "") if "(" in collat: @@ -58,6 +58,11 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): collat = -float(collat) else: collat = float(collat) + return collat + + +def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): + collat = get_total_collateral(d, fund) df = pd.read_excel(DAILY_DIR / fund / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") try: df_fx = pd.read_excel( |