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-rw-r--r--python/collateral/cs.py9
1 files changed, 5 insertions, 4 deletions
diff --git a/python/collateral/cs.py b/python/collateral/cs.py
index c7a5cc86..66326ada 100644
--- a/python/collateral/cs.py
+++ b/python/collateral/cs.py
@@ -102,21 +102,22 @@ def load_cs_positions(d: datetime.date, fund: str, legacy=False):
else:
df = pd.read_excel(
DATA_DIR / f"CollateralCptyStatement161{full_name[fund]}RVM_{d:%m%d%Y}.xls",
- header=5,
- skipfooter=28,
+ header=8,
+ skipfooter=25,
)
-
df.columns = [c.replace("\n", " ").strip() for c in df.columns]
df = df[1:]
if df.empty:
raise ValueError(f"empty position statement for {d}")
for i, e in df["Structure ID"].items():
+ if e.startswith("CSIWFX"):
+ continue
try:
int(e)
except ValueError:
df = df[: (i - 1)]
break
- df["Trade ID"] = df["Trade ID"].astype("int").astype("str")
+ df["Trade ID"] = df["Trade ID"].astype("str")
df = df.rename(columns={"Notional1 CCY": "Currency"})
return df