diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 13 |
1 files changed, 10 insertions, 3 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 07ed1bd8..7dd218d2 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -138,8 +138,11 @@ def ms_collateral(d): return pd.DataFrame.from_records(r, columns=['Strategy', 'Amount', 'Currency']) def gs_collateral(d): - fname = next( (DAILY_DIR / "GS_reports"). - glob(f"Trade_Detail*{d.strftime('%d_%b_%Y')}*")) + try: + fname = next( (DAILY_DIR / "GS_reports"). + glob(f"Trade_Detail*{d.strftime('%d_%b_%Y')}*")) + except StopIteration: + raise IOError(f"GS trade file not found for date {d}") df = pd.read_excel(fname, skiprows=9, skipfooter=77) df = df[['Transaction Type', 'NPV (USD)', 'Initial Margin Required']] df = df.groupby('Transaction Type').sum() @@ -182,6 +185,10 @@ if __name__ == "__main__": download_files(d) df_ms = ms_collateral(d - BDay()) df_sg = sg_collateral(d) - df_gs = gs_collateral(d) + try: + df_gs = gs_collateral(d) + except IOError as e: + logging.info(e) + df_gs = gs_collateral(d - BDay()) account = get_account('ghorel@lmcg.com') send_email(account, df_ms, df_sg, df_gs) |