diff options
Diffstat (limited to 'python/collateral_calc.py')
| -rw-r--r-- | python/collateral_calc.py | 16 |
1 files changed, 14 insertions, 2 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 139e89a0..69e96c35 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -45,7 +45,7 @@ def download_files(d=None, ftp.retrbinary('RETR ' + f, fh.write) -def download_emails(): +def download_ms_emails(): emails = get_msgs(path=["NYops"], subject_filter="SERCX **Daily") DATA_DIR = DAILY_DIR / "MS_reports" for msg in emails: @@ -55,6 +55,17 @@ def download_emails(): with open(DATA_DIR / fname, "wb") as fh: fh.write(attach.content) +def download_gs_emails(): + emails = get_msgs(path=["NYops", "Margin calls"], + subject_filter="Regulatory VM Margin") + DATA_DIR = DAILY_DIR / "GS_reports" + for msg in emails: + for attach in msg.attachments: + fname = attach.name + if fname.endswith('xls'): + with open(DATA_DIR / fname, "wb") as fh: + fh.write(attach.content) + def sg_collateral(d): df_activity = pd.read_csv(DAILY_DIR / "SG_reports" / f"{d:%Y%m%d}_OTC_CASH_ACTIVITY.csv") @@ -144,7 +155,8 @@ def send_email(account, df_ms, df_sg): if __name__ == "__main__": - download_emails() + download_ms_emails() + download_gs_emails() d = (pd.Timestamp.today() - BDay()).normalize() download_files(d) df_ms = ms_collateral(d - BDay()) |