diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 836c68ee..fb4c1ccc 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -9,6 +9,7 @@ from pathlib import Path from time import sleep from pandas.tseries.offsets import BDay from paramiko import Transport, SFTPClient, RSAKey +from parse_citi_pdf import get_citi_collateral from sqlalchemy.exc import IntegrityError DAILY_DIR = Path(os.environ["DAILY_DIR"]) @@ -348,7 +349,6 @@ def gs_collateral(d, dawn_trades): df = df.append({'Strategy': "M_CSH_CASH", 'Amount': -collateral - df.Amount.sum(), 'Currency': "USD"}, ignore_index=True) - df = df.groupby('Strategy').agg({'Amount': 'sum', 'Currency': 'first'}).reset_index() return df @@ -359,7 +359,7 @@ def citi_collateral(d, dawn_trades): df = df.groupby('folder').sum() df = df.sum(axis=1).to_frame(name='Amount') df['Currency'] = 'USD' - df = df.reset_idnex() + df = df.reset_index() df.columns = ['Strategy', 'Amount', 'Currency'] df.amount *=1 df = df.append({"Strategy": "M_CSH_CASH", @@ -394,7 +394,6 @@ if __name__ == "__main__": #download_sftp_files(d) download_baml_files() dawn_trades = get_dawn_trades() - df_citi = citi_collateral(d, dawn_trades) try: df_ms = ms_collateral(d, dawn_trades) except FileNotFoundError as e: |