diff options
Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 10 |
1 files changed, 7 insertions, 3 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index bd9cf97a..68664cdb 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -98,10 +98,10 @@ def citi_navs(date: datetime.date = None, **kwargs): return df -def baml_navs(date: datetime.date = None, **kwargs): +def baml_navs(date: datetime.date = None, fund: str = "Serenitas"): dfs = [] glob_str = f"{date + bus_day:%m%d%Y}" if date else "*" - for fname in (DAILY_DIR / "BAML_ISDA_reports").glob( + for fname in (DAILY_DIR / fund / "BoA_reports").glob( f"301__LMCG_INVESTMENTSLP_CSA_{glob_str}_*.xls" ): df = load_excel(fname) @@ -109,7 +109,11 @@ def baml_navs(date: datetime.date = None, **kwargs): df = df[["Trade Date", "Buy/Sell", "Notional 1", "MTM(USD)", "ia",]] df.columns = ["trade_date", "buy/sell", "notional", "nav", "ia"] dfs.append(df) - return pd.concat(dfs) + if dfs: + df = pd.concat(dfs) + else: + df = pd.DataFrame(columns=["trade_date", "buy/sell", "notional", "nav", "ia"]) + return df def bnp_navs(date: datetime.date = None, fund: str = "Serenitas"): |