diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index d27271f2..d562795a 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -495,6 +495,7 @@ def ms_collateral(d, dawn_trades): else: collat = float(collat) df = pd.read_excel(DAILY_DIR / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") + df = df.dropna(subset=["trade_ccy"]) df = df.merge(dawn_trades, how="left", left_on="trade_id", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "trade_id"] if not missing_ids.empty: |