diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/baml_isda.py | 18 |
1 files changed, 10 insertions, 8 deletions
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py index d8aebed0..f389713c 100644 --- a/python/collateral/baml_isda.py +++ b/python/collateral/baml_isda.py @@ -169,10 +169,19 @@ def load_excel(fname): def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): + match fund: + case "Serenitas": + tag = "TSLP" + case "BowdSt": + tag = "TLLC" + case "Selene": + tag = "INC" report_date = d + BDay() REPORTS_DIR = DAILY_DIR / fund / "BoA_reports" try: - fname = next(REPORTS_DIR.glob(f"Collat_*{report_date:%m%d%Y}_*.xls")) + fname = next( + REPORTS_DIR.glob(f"Collat_LMCG_INVESTMEN{tag}_CSA_{report_date:%m%d%Y}_*") + ) except StopIteration: raise ValueError(f"no collateral data for date {report_date}") df = pd.read_excel(fname, skiprows=6, skipfooter=6) @@ -186,13 +195,6 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): except TypeError: collateral = df.Notional.sum() try: - match fund: - case "Serenitas": - tag = "TSLP" - case "BowdSt": - tag = "TLLC" - case "Selene": - tag = "INC" fname = next( REPORTS_DIR.glob(f"301__LMCG_INVESTMEN{tag}_CSA_{report_date:%m%d%Y}_*") ) |