diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/jpm.py | 6 | ||||
| -rw-r--r-- | python/external_deriv_marks.py | 4 |
2 files changed, 5 insertions, 5 deletions
diff --git a/python/collateral/jpm.py b/python/collateral/jpm.py index c5ff41ee..f1813975 100644 --- a/python/collateral/jpm.py +++ b/python/collateral/jpm.py @@ -39,10 +39,10 @@ def get_collateral(collat_page): return float(get_col(collat_page, 200, 300, 1000, 1100)[0].replace(",", "")) -def load_positions(positions_page): +def load_positions(positions_page, bottom_offset=25): anchor = next(c for c in positions_page if c.text.startswith("Total Product Group")) - bottom = int(anchor["top"]) - 25 - widths = (10, 160, 300, 380, 450, 500, 550, 635, 700, 780, 850, 960, 1000, 1200) + bottom = int(anchor["top"]) - bottom_offset + widths = (10, 160, 340, 400, 480, 520, 600, 690, 780, 850, 950, 1035, 1100, 1250) cols = [ get_col(positions_page, 200, bottom, l, r) for l, r in zip(widths, widths[1:]) ] diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 5df6979c..dcf8653c 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -272,7 +272,7 @@ def cs_navs(date: datetime.date = None, fund: str = "Serenitas"): def jpm_navs(date: datetime.date = None, fund: str = "BowdSt"): - account = {"Serenitas": 923550, "BowdSt": 909271, "Selene": "1001279"} + account = {"Serenitas": 923550, "BowdSt": 909271, "Selene": 1001279} DATA_DIR = DAILY_DIR / fund / "JPM_reports" if date: glob_str = f"{date:%y%m%d}" @@ -282,7 +282,7 @@ def jpm_navs(date: datetime.date = None, fund: str = "BowdSt"): d = {} for fname in g: pages = load_pdf(fname, pages=True) - df = load_positions(pages[4]) + df = load_positions(pages[4], 15 if fund == "BowdSt" else 25) date = datetime.datetime.strptime(fname.stem.split("-")[2], "%y%m%d").date() df["fx"] = df["Pay CCY"].apply(lambda s: get_fx(date, s)) df["local_navs"] = df["MTM Amount"] / df["fx"] |