diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/ms.py | 15 |
1 files changed, 12 insertions, 3 deletions
diff --git a/python/collateral/ms.py b/python/collateral/ms.py index 1c4c11eb..1b9b1a6c 100644 --- a/python/collateral/ms.py +++ b/python/collateral/ms.py @@ -48,9 +48,12 @@ def download_files(em, count=20, *, fund="Serenitas", **kwargs): p.write_bytes(attach.content) -def get_total_collateral(date, fund): +def get_total_collateral(date, fund, imr_collateral): df = pd.read_excel( - DAILY_DIR / fund / "MS_reports" / f"Collateral_Detail_{date:%Y%m%d}.xls" + DAILY_DIR + / fund + / "MS_reports" + / f"Collateral_Detail_{'IMR_' if imr_collateral else ''}{date:%Y%m%d}.xls" ) collat = df.loc[1, "coll_val_ccy"].replace(",", "") if "(" in collat: @@ -62,7 +65,13 @@ def get_total_collateral(date, fund): def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): - collat = get_total_collateral(d, fund) + match fund: + case "BowdSt": + collat = get_total_collateral(d, fund, False) + get_total_collateral( + d, fund, True + ) + case _: + collat = get_total_collateral(d, fund, False) df = pd.read_excel(DAILY_DIR / fund / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") try: df_fx = pd.read_excel( |