diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/external_deriv_marks.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 6daf15f6..e55d6b27 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -12,6 +12,7 @@ def gs_navs(date: datetime.date = None): df = pd.read_excel(fname, skiprows=9, skipfooter=77, index_col="Trade Id") except ValueError: continue + df = df.dropna(subset=["GS Entity"]) df["Trade Date"] = pd.to_datetime(df["Trade Date"]) df = df[["Trade Date", "Buy/Sell", "Notional (USD)", "NPV (USD)"]] df.columns = ["trade_date", "buy/sell", "notional", "nav"] |