diff options
Diffstat (limited to 'python/collateral_calc.py')
| -rw-r--r-- | python/collateral_calc.py | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index af2e49c3..9bed262d 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -96,6 +96,7 @@ def download_ms_emails(count=20): with open(DATA_DIR / fname, "wb") as fh: fh.write(attach.content) + def download_gs_emails(count=20): emails = get_msgs(path=["NYops", "Margin calls"], subject_filter="Regulatory VM Margin", @@ -180,15 +181,17 @@ def ms_collateral(d): r.append(["M_CSH_CASH", -collat - acc, "USD"]) return pd.DataFrame.from_records(r, columns=['Strategy', 'Amount', 'Currency']) + def load_gs_file(d, pattern): try: - fname = next( (DAILY_DIR / "GS_reports"). - glob(f"{pattern}*{d.strftime('%d_%b_%Y')}*")) + fname = next((DAILY_DIR / "GS_reports"). + glob(f"{pattern}*{d.strftime('%d_%b_%Y')}*")) except StopIteration: raise FileNotFoundError(f"GS {pattern} file not found for date {d}") df = pd.read_excel(fname, skiprows=9, skipfooter=77) return df + def gs_collateral(d): df = load_gs_file(d, "Collateral_Detail") collateral = float(df.Quantity) @@ -207,6 +210,7 @@ def gs_collateral(d): 'Currency': "USD"}, ignore_index=True) return df + def send_email(account, df_ms, df_sg, df_gs): pd.set_option('display.float_format', '{:.2f}'.format) content = HTMLBody('<html><body>' |