diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/baml_isda.py | 11 | ||||
| -rw-r--r-- | python/collateral/bnp.py | 9 | ||||
| -rw-r--r-- | python/collateral/citi.py | 9 | ||||
| -rw-r--r-- | python/collateral/cs.py | 9 | ||||
| -rw-r--r-- | python/collateral/gs.py | 9 | ||||
| -rw-r--r-- | python/collateral/jpm.py | 9 | ||||
| -rw-r--r-- | python/collateral/ms.py | 9 |
7 files changed, 8 insertions, 57 deletions
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py index effc3c1c..938481fd 100644 --- a/python/collateral/baml_isda.py +++ b/python/collateral/baml_isda.py @@ -123,7 +123,7 @@ def load_excel(fname): rows = [] while s.cell(i, 0).ctype != xlrd.XL_CELL_DATE: content = s.cell(i, 0).value - if content.startswith('NOP'): + if content.startswith("NOP"): break if ( content == "" @@ -201,13 +201,6 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df.columns = ["Strategy", "Amount", "Currency"] df.Amount *= -1 df.loc[df.Strategy == "M_CSH_CASH", "Strategy"] = "TCSH" - df = df.append( - { - "Strategy": "M_CSH_CASH", - "Amount": -collateral - df.Amount.sum(), - "Currency": "USD", - }, - ignore_index=True, - ) + df.loc[len(df.index)] = ["M_CSH_CASH", -collateral - df.Amount.sum(), "USD"] df["date"] = d return df.set_index("Strategy") diff --git a/python/collateral/bnp.py b/python/collateral/bnp.py index d9f2d107..87b3be5c 100644 --- a/python/collateral/bnp.py +++ b/python/collateral/bnp.py @@ -58,13 +58,6 @@ def collateral( df = df.reset_index() df.columns = ["Strategy", "Amount", "Currency"] df.Amount *= -1 - df = df.append( - { - "Strategy": "M_CSH_CASH", - "Amount": collateral - df.Amount.sum(), - "Currency": "USD", - }, - ignore_index=True, - ) + df.loc[len(df.index)] = ["M_CSH_CASH", collateral - df.Amount.sum(), "USD"] df["date"] = d return df.set_index("Strategy") diff --git a/python/collateral/citi.py b/python/collateral/citi.py index bac10750..e9acfa88 100644 --- a/python/collateral/citi.py +++ b/python/collateral/citi.py @@ -87,13 +87,6 @@ def collateral(d, dawn_trades, **kwargs): df = df.reset_index() df.columns = ["Strategy", "Amount", "Currency"] df.Amount *= -1 - df = df.append( - { - "Strategy": "M_CSH_CASH", - "Amount": collat - df.Amount.sum(), - "Currency": "USD", - }, - ignore_index=True, - ) + df.loc[len(df.index)] = ["M_CSH_CASH", collat - df.Amount.sum(), "USD"] df["date"] = d return df.set_index("Strategy") diff --git a/python/collateral/cs.py b/python/collateral/cs.py index ad36151c..c1f5c997 100644 --- a/python/collateral/cs.py +++ b/python/collateral/cs.py @@ -145,13 +145,6 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df = df.groupby(["folder", "Currency"], as_index=False).sum() df = df.rename(columns={"folder": "Strategy"}) df.Amount *= -1 - df = df.append( - { - "Strategy": "M_CSH_CASH", - "Amount": -collateral - df.Amount.sum(), - "Currency": "USD", - }, - ignore_index=True, - ) + df.loc[len(df.index)] = ["M_CSH_CASH", -collateral - df.Amount.sum(), "USD"] df["date"] = d return df.set_index("Strategy") diff --git a/python/collateral/gs.py b/python/collateral/gs.py index e2988104..20b34ef2 100644 --- a/python/collateral/gs.py +++ b/python/collateral/gs.py @@ -59,13 +59,6 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df = df.reset_index() df.columns = ["Strategy", "Amount", "Currency"] df.Amount *= -1 - df = df.append( - { - "Strategy": "M_CSH_CASH", - "Amount": -collateral - df.Amount.sum(), - "Currency": "USD", - }, - ignore_index=True, - ) + df = df.loc[len(df.index)] = ["M_CSH_CASH", -collateral - df.Amount.sum(), "USD"] df["date"] = d return df.set_index("Strategy") diff --git a/python/collateral/jpm.py b/python/collateral/jpm.py index 03ab5c4e..84fff107 100644 --- a/python/collateral/jpm.py +++ b/python/collateral/jpm.py @@ -92,13 +92,6 @@ def collateral(d, dawn_trades, *, fund="BowdSt", **kwargs): df["Currency"] = "USD" df = df.reset_index() df.columns = ["Strategy", "Amount", "Currency"] - df = df.append( - { - "Strategy": "M_CSH_CASH", - "Amount": -collat - df.Amount.sum(), - "Currency": "USD", - }, - ignore_index=True, - ) + df.loc[len(df.index)] = ["M_CSH_CASH", -collat - df.Amount.sum(), "USD"] df["date"] = d return df.set_index("Strategy") diff --git a/python/collateral/ms.py b/python/collateral/ms.py index 3a6e1ea8..28909ae3 100644 --- a/python/collateral/ms.py +++ b/python/collateral/ms.py @@ -72,13 +72,6 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df = df.reset_index() df.columns = ["Strategy", "Amount", "Currency"] df.loc[df.Strategy == "TCSH", "Amount"] -= fx_ia - df = df.append( - { - "Strategy": "M_CSH_CASH", - "Amount": -collat - df.Amount.sum(), - "Currency": "USD", - }, - ignore_index=True, - ) + df.loc[len(df.index)] = ["M_CSH_CASH", -collat - df.Amount.sum(), "USD"] df["date"] = d return df.set_index("Strategy") |
