1 files changed, 16 insertions, 0 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py
index 0c47457e..4f6eb3bf 100644
--- a/python/external_deriv_marks.py
+++ b/python/external_deriv_marks.py
@@ -109,6 +109,22 @@ def bnp_navs(date: datetime.date = None):
     return df
 
 
+# def bnp_navs_old(date: datetime.date = None):
+#     d = {}
+#     date_str = date.strftime("%d%b%Y") if date else ""
+#     for fname in (DAILY_DIR / "BNP_reports").glob(f"SERENITAS*0_*{date_str}.csv"):
+#         try:
+#             df = pd.read_csv(fname)
+#         except ValueError:
+#             continue
+#         df = df.set_index("Contract")
+#         df["COB Date"] = pd.to_datetime(df["COB Date"])
+#         df = df[["COB Date", "B/S", "Notional", "Reval PV"]]
+#         df.columns = ["trade_date", "buy/sell", "notional", "nav"]
+#         d[datetime.datetime.strptime(fname.name.split("_")[3], "%d%b%Y").date()] = df
+#     df = pd.concat(d)
+#     return df
+
 if __name__ == "__main__":
     import argparse
     import logging