diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/parse_citi_pdf.py | 12 |
1 files changed, 7 insertions, 5 deletions
diff --git a/python/parse_citi_pdf.py b/python/parse_citi_pdf.py index c4cfa007..71bdc4c8 100644 --- a/python/parse_citi_pdf.py +++ b/python/parse_citi_pdf.py @@ -26,7 +26,7 @@ def parse_num(s): def get_df(l, col1, col2, col3): df = pd.DataFrame({"amount": get_col(l, *col2), - "currency": get_col(l, *col3)}, + "currency": get_col(l, *col3)}, index=get_col(l, *col1)) df.amount = df.amount.apply(parse_num) df.index = df.index.str.lstrip() @@ -44,10 +44,12 @@ def get_citi_collateral(d): col3 = (370, 500, 500, 600) variation_margin = get_df(l, col1, col2, col3) - - col1 = (650, 800, 70, 100) - col2 = (650, 800, 100, 500) - col3 = (650, 800, 500, 600) + 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, 500) + col3 = (top, bottom, 500, 600) initial_margin = get_df(l, col1, col2, col3) return variation_margin.loc["VM Total Collateral", "amount"] + \ initial_margin.loc["Non Reg IM Total Collateral", "amount"] |