diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 97a446d5..b120005a 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -162,7 +162,10 @@ def sg_collateral(d): def ms_collateral(d): df = pd.read_excel(DAILY_DIR / "MS_reports" / f"Collateral_Detail_{d:%Y%m%d}.xls") - collat = float(df.loc[1, 'coll_val_ccy'].replace(",", "")) + collat = df.loc[1, 'coll_val_ccy'].replace(",", "") + if "(" in collat: + collat = collat[1:-1] + collat = float(collat) df = pd.read_excel(DAILY_DIR / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") d = {'TRCDX': 'IGTCDSCSH', 'ABINT': 'MBSCDSCSH', |