diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/wells.py | 31 |
1 files changed, 22 insertions, 9 deletions
diff --git a/python/collateral/wells.py b/python/collateral/wells.py index 52a9165c..a9cb4b1b 100644 --- a/python/collateral/wells.py +++ b/python/collateral/wells.py @@ -129,18 +129,31 @@ def collateral(d, positions, engine): .reset_index(["folder", "currency"]) ) df = df.rename(columns={"folder": "Strategy", "currency": "Currency"}) - df_margin = pd.read_csv( - DAILY_DIR - / "Wells_reports" - / f"OTC_Moneyline_Activity_{account}_{d:%m%d%Y}.csv", - usecols=["CURRENCY_NAME", "CURRENT_IM", "VALUE_DATE"], - parse_dates=["VALUE_DATE"], - index_col=["CURRENCY_NAME"], - ) + col_names = ["CURRENCY_NAME", "CURRENT_IM", "VALUE_DATE"] + try: + df_margin = pd.read_csv( + DAILY_DIR + / "Wells_reports" + / f"OTC_Moneyline_Activity_{account}_{d:%m%d%Y}.csv", + usecols=col_names, + parse_dates=[col_names[-1]], + index_col=[col_names[0]], + ) + except ValueError as e: + # reports downloaded from the website have Title case column names + col_names = [c.replace("_", "").title() for c in col_names] + df_margin = pd.read_csv( + DAILY_DIR + / "Wells_reports" + / f"OTC_Moneyline_Activity_{account}_{d:%m%d%Y}.csv", + usecols=col_names, + parse_dates=[col_names[-1]], + index_col=[col_names[0]], + ) try: engine.execute( "INSERT INTO fcm_im " "VALUES(%s, 'WFNSCLMFCM', 'USD', %s)", - df_margin.loc["ZZZZZ", ["VALUE_DATE", "CURRENT_IM"]].tolist(), + df_margin.loc["ZZZZZ", col_names[1:]].tolist(), ) except IntegrityError: pass |