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-rw-r--r--python/parse_emails.py6
1 files changed, 5 insertions, 1 deletions
diff --git a/python/parse_emails.py b/python/parse_emails.py
index 9f33fd6f..4bb44d27 100644
--- a/python/parse_emails.py
+++ b/python/parse_emails.py
@@ -39,7 +39,11 @@ def makedf(r, indextype, quote_source):
df = pd.DataFrame.from_records(r, columns=cols)
for col in ['delta_rec', 'delta_pay', 'vol', 'price_vol', 'gamma', 'tail']:
if col in df:
- df[col] = df[col].str.strip("%").astype('float') / 100
+ try:
+ df[col] = df[col].str.rstrip("%").astype('float') / 100
+ except ValueError: #typo in one email
+ df[col] = (df[col].str.rstrip("%").
+ str.replace("n", "").astype("float") / 100)
if quote_source == "GS":
for col in ["pay_bid", "pay_offer", "rec_bid", "rec_offer"]:
df[col] = df[col].str.strip('-')