diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/cs.py | 18 |
1 files changed, 16 insertions, 2 deletions
diff --git a/python/collateral/cs.py b/python/collateral/cs.py index 2fe89a31..2d47a4c8 100644 --- a/python/collateral/cs.py +++ b/python/collateral/cs.py @@ -1,8 +1,11 @@ import datetime +import logging import pandas as pd from . import DAILY_DIR from .common import load_pdf, next_business_day +logger = logging.getLogger(__name__) + paths = { "Serenitas": ["NYops", "Margin Calls CS"], "BowdSt": ["BowdoinOps", "Margin CS"], @@ -98,7 +101,7 @@ def load_cs_positions(d: datetime.date, fund: str, legacy=False): skipfooter=29, ) if df.empty: - raise ValueError(f"empty collateral statement for {d}") + raise ValueError(f"empty position statement for {d}") df.columns = [c.replace("\n", " ").strip() for c in df.columns] df = df[1:] for i, e in df["Structure ID"].items(): @@ -114,7 +117,18 @@ def load_cs_positions(d: datetime.date, fund: str, legacy=False): def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): collateral = get_collateral(next_business_day(d), fund) - df = load_cs_positions(d, fund) + try: + df = load_cs_positions(d, fund) + except ValueError as e: + logger.warning(e) + return pd.DataFrame( + { + "Strategy": ["M_CSH_CASH"], + "Amount": [-collateral], + "Currency": ["USD"], + "date": [d], + } + ).set_index("Strategy") df = df.merge(dawn_trades, how="left", left_on="Structure ID", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Structure ID"] if not missing_ids.empty: |