diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/external_deriv_marks.py | 16 |
1 files changed, 16 insertions, 0 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 0c47457e..4f6eb3bf 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -109,6 +109,22 @@ def bnp_navs(date: datetime.date = None): return df +# def bnp_navs_old(date: datetime.date = None): +# d = {} +# date_str = date.strftime("%d%b%Y") if date else "" +# for fname in (DAILY_DIR / "BNP_reports").glob(f"SERENITAS*0_*{date_str}.csv"): +# try: +# df = pd.read_csv(fname) +# except ValueError: +# continue +# df = df.set_index("Contract") +# df["COB Date"] = pd.to_datetime(df["COB Date"]) +# df = df[["COB Date", "B/S", "Notional", "Reval PV"]] +# df.columns = ["trade_date", "buy/sell", "notional", "nav"] +# d[datetime.datetime.strptime(fname.name.split("_")[3], "%d%b%Y").date()] = df +# df = pd.concat(d) +# return df + if __name__ == "__main__": import argparse import logging |