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-rw-r--r--python/external_deriv_marks.py4
1 files changed, 2 insertions, 2 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py
index 670ac115..914ef321 100644
--- a/python/external_deriv_marks.py
+++ b/python/external_deriv_marks.py
@@ -150,7 +150,7 @@ def bnp_navs(date: datetime.date = None, fund: str = "Serenitas"):
df = pd.read_excel(fname, skiprows=7)
except ValueError:
continue
- df["Trade Ref"] = df["Trade Ref"].str.replace("MBO-", "")
+ df["Trade Ref"] = df["Trade Ref"].str.replace("(FOC-|MBO-)", "", regex=True)
df = df.set_index("Trade Ref")
df["Trade Date"] = pd.to_datetime(df["Trade Date"], dayfirst=True)
df["Exposure Amount"] = df["Exposure Amount"].where(
@@ -230,7 +230,7 @@ def cs_navs(date: datetime.date = None, fund: str = "Serenitas"):
except ValueError:
continue
if df.empty:
- raise ValueError(f"empty position statement for {d}")
+ raise ValueError(f"CS: empty position statement for {date}")
df.columns = [c.replace("\n", " ").strip() for c in df.columns]
df = df[1:]
df = df.set_index("Structure ID")