diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/cs.py | 21 |
1 files changed, 14 insertions, 7 deletions
diff --git a/python/collateral/cs.py b/python/collateral/cs.py index 47eb62e2..67d827b8 100644 --- a/python/collateral/cs.py +++ b/python/collateral/cs.py @@ -50,13 +50,20 @@ def get_collateral(d): DATA_DIR = DAILY_DIR / "CS_reports" # get most recent file before current date pdf_file = DATA_DIR / f"CollateralCptyStatement161SerenitasCGMFRVM_{d:%m%d%Y}.pdf" - - g = iter(load_pdf(pdf_file)) - for e in g: - if e.text == "Cash USD (US Dollar)": - next(g) - value = next(g).text - return float(value.strip().replace(",", "")) + collat = 0 + for collat_type in ("RVM", "IM"): + pdf_file = ( + DATA_DIR + / f"CollateralCptyStatement161SerenitasCGMF{collat_type}_{d:%m%d%Y}.pdf" + ) + g = iter(load_pdf(pdf_file)) + for e in g: + if e.text == "Cash USD (US Dollar)": + next(g) + value = next(g).text + collat += float(value.strip().replace(",", "")) + break + return collat def collateral(d, dawn_trades, *args): |