diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/citi.py | 14 |
1 files changed, 7 insertions, 7 deletions
diff --git a/python/collateral/citi.py b/python/collateral/citi.py index 25fc1b23..8ddc22d4 100644 --- a/python/collateral/citi.py +++ b/python/collateral/citi.py @@ -48,16 +48,16 @@ def get_total_collateral(d): except StopIteration: raise FileNotFoundError(f"CITI file not found for date {d.date()}") l = load_pdf(fname) - col1 = (370, 500, 70, 100) - col2 = (370, 500, 100, 510) - col3 = (370, 500, 510, 600) + col1 = (370, 500, 70, 250) + col2 = (370, 500, 300, 530) + col3 = (370, 500, 530, 600) variation_margin = get_df(l, col1, col2, col3) anchor = next(c for c in l if c.text == "Non Regulatory Initial Margin") top = int(anchor["top"]) + 10 - bottom = top + 150 - col1 = (top, bottom, 70, 100) - col2 = (top, bottom, 100, 505) - col3 = (top, bottom, 505, 600) + bottom = top + 160 + col1 = (top, bottom, 70, 320) + col2 = (top, bottom, 320, 530) + col3 = (top, bottom, 530, 600) initial_margin = get_df(l, col1, col2, col3) return ( variation_margin.loc["VM Total Collateral", "amount"] |