diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/cs.py | 9 |
1 files changed, 5 insertions, 4 deletions
diff --git a/python/collateral/cs.py b/python/collateral/cs.py index c7a5cc86..66326ada 100644 --- a/python/collateral/cs.py +++ b/python/collateral/cs.py @@ -102,21 +102,22 @@ def load_cs_positions(d: datetime.date, fund: str, legacy=False): else: df = pd.read_excel( DATA_DIR / f"CollateralCptyStatement161{full_name[fund]}RVM_{d:%m%d%Y}.xls", - header=5, - skipfooter=28, + header=8, + skipfooter=25, ) - df.columns = [c.replace("\n", " ").strip() for c in df.columns] df = df[1:] if df.empty: raise ValueError(f"empty position statement for {d}") for i, e in df["Structure ID"].items(): + if e.startswith("CSIWFX"): + continue try: int(e) except ValueError: df = df[: (i - 1)] break - df["Trade ID"] = df["Trade ID"].astype("int").astype("str") + df["Trade ID"] = df["Trade ID"].astype("str") df = df.rename(columns={"Notional1 CCY": "Currency"}) return df |
