diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/cs.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/collateral/cs.py b/python/collateral/cs.py index 2d47a4c8..e6dfe244 100644 --- a/python/collateral/cs.py +++ b/python/collateral/cs.py @@ -77,7 +77,9 @@ def load_cs_positions(d: datetime.date, fund: str, legacy=False): } if legacy and fund == "Serenitas": df = pd.read_excel( - DATA_DIR / f"DERV048829_{d:%b%d%Y}.xlsx", header=9, skipfooter=50, + DATA_DIR / f"DERV048829_{d:%b%d%Y}.xlsx", + header=9, + skipfooter=50, ) df = df[["Order No", "Mid Price", "Notional Currency"]] |