diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/external_deriv_marks.py | 15 |
1 files changed, 11 insertions, 4 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 20693d9d..7b6ee322 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -32,9 +32,12 @@ def gs_navs(date: datetime.date = None, **kwargs): (date_string,) = m.groups() date = datetime.datetime.strptime(date_string, "%d_%b_%Y") d[date] = df - df = pd.concat(d) - # nav is from Goldman's point of view - df.nav *= -1.0 + if d: + df = pd.concat(d) + # nav is from Goldman's point of view + df.nav *= -1.0 + else: + df = pd.DataFrame(columns=["trade_date", "buy/sell", "notional", "nav", "ia"]) return df @@ -59,7 +62,11 @@ def ms_navs(date: datetime.date = None, fund: str = "Serenitas"): (date_string,) = m.groups() date = datetime.datetime.strptime(date_string, "%Y%m%d") d[date] = df - return pd.concat(d) + if d: + df = pd.concat(d) + else: + df = pd.DataFrame(columns=["trade_date", "buy/sell", "notional", "nav", "ia"]) + return df def citi_navs(date: datetime.date = None, **kwargs): |