diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/external_deriv_marks.py | 13 |
1 files changed, 8 insertions, 5 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 0690d87c..ea8acdc8 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -161,10 +161,10 @@ def bnp_navs(date: datetime.date = None, fund: str = "Serenitas"): return df -def cs_navs(date: datetime.date = None, **kwargs): +def cs_navs(date: datetime.date = None, fund: str = "Serenitas"): d = {} glob_str = f"{date:%b%d%Y}" if date else "*" - for fname in (DAILY_DIR / "CS_reports").glob(f"DERV048829_{glob_str}.xlsx"): + for fname in (DAILY_DIR / fund / "CS_reports").glob(f"DERV048829_{glob_str}.xlsx"): try: df = pd.read_excel(fname, skiprows=9, skipfooter=50, thousands=",") except ValueError: @@ -183,9 +183,12 @@ def cs_navs(date: datetime.date = None, **kwargs): df_ia = get_ia(date) df = df.join(df_ia) d[datetime.datetime.strptime(fname.stem.split("_")[1], "%b%d%Y").date()] = df - df = pd.concat(d) - # nav is from CS's point of view - df[["local_nav", "base_nav"]] *= -1.0 + if d: + df = pd.concat(d) + # nav is from CS's point of view + df[["local_nav", "base_nav"]] *= -1.0 + else: + df = pd.DataFrame(columns=COLUMNS) return df |