diff options
Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 15 |
1 files changed, 12 insertions, 3 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index c730209c..3b878a1d 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -118,9 +118,17 @@ def citi_navs(date: datetime.date = None, **kwargs): def baml_navs(date: datetime.date = None, fund: str = "Serenitas"): dfs = [] glob_str = f"{next_business_day(date):%m%d%Y}" if date else "*" - tag = "SLP" if fund == "Serenitas" else "LLC" + match fund: + case "Serenitas": + tag = "TSLP" + case "BowdSt": + tag = "TLLC" + case "Selene": + tag = "INC" + case "Brinker": + tag = "BOGUS" for fname in (DAILY_DIR / fund / "BoA_reports").glob( - f"301__LMCG_INVESTMENT{tag}_CSA_{glob_str}_*.xls" + f"301__LMCG_INVESTMEN{tag}_CSA_{glob_str}_*.xls" ): df = load_excel(fname) df = df.set_index(["Market Value Date", "Trade ID"]) @@ -223,6 +231,7 @@ def cs_navs(date: datetime.date = None, fund: str = "Serenitas"): "Serenitas": "SerenitasCGMF", "BowdSt": "BostonBPStLLC", "Brinker": "", + "Selene": "", } g = DATA_DIR.glob(f"CollateralCptyStatement161{full_name[fund]}RVM_{glob_str}.xls") for fname in g: @@ -360,7 +369,7 @@ if __name__ == "__main__": logger = logging.getLogger("external_marks") logger.setLevel(logging.DEBUG if args.debug else logging.INFO) for cp in ("MS", "CITI", "GS", "BAML", "BNP", "CS", "JPM"): - for fund in ("Serenitas", "Brinker", "BowdSt"): + for fund in ("Serenitas", "Brinker", "BowdSt", "Selene"): logger.info(f"{cp} at {fund}") try: df = globals()[f"{cp.lower()}_navs"](date, fund=fund) |