diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/jpm.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/collateral/jpm.py b/python/collateral/jpm.py index b2666e32..03ab5c4e 100644 --- a/python/collateral/jpm.py +++ b/python/collateral/jpm.py @@ -85,9 +85,9 @@ def collateral(d, dawn_trades, *, fund="BowdSt", **kwargs): df = df.merge(dawn_trades, how="left", left_on="Deal ID", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Deal ID"] if not missing_ids.empty: - raise ValueError(f"{missing_ids.tolist()} not in the database") + logger.error(f"{missing_ids.tolist()} not in the database") df = df[["folder", "MTM Amount", "IM Amount"]] - df = df.groupby("folder").sum() + df = df.groupby("folder", dropna=False).sum() df = df.sum(axis=1).to_frame(name="Amount") df["Currency"] = "USD" df = df.reset_index() |