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import pandas as pd
import subprocess
from bs4 import BeautifulSoup
from env import DAILY_DIR
def load_pdf(file_path):
proc = subprocess.run(["pdftohtml", "-xml", "-stdout", "-i",
file_path.as_posix()],
capture_output=True)
soup = BeautifulSoup(proc.stdout, features="lxml")
l = soup.findAll("text")
l = sorted(l, key=lambda x: (int(x["top"]), int(x["left"])))
return l
def get_col(l, top, bottom, left, right):
return [c.text for c in l if int(c["left"]) >= left and \
int(c["left"]) < right and \
int(c["top"]) >= top and int(c["top"]) < bottom ]
def parse_num(s):
s = s.replace(",", "")
if s[0] == "(":
return -float(s[1:-1])
else:
return float(s)
def get_df(l, col1, col2, col3):
df = pd.DataFrame({"amount": get_col(l, *col2),
"currency": get_col(l, *col3)},
index=get_col(l, *col1))
df.amount = df.amount.apply(parse_num)
df.index = df.index.str.lstrip()
return df
def get_citi_collateral(d):
try:
fname = next((DAILY_DIR / "CITI_reports").
glob(f"262966_MarginNotice_{d.strftime('%Y%m%d')}_*.pdf"))
except StopIteration:
raise FileNotFoundError(f"CITI file not found for date {d.date()}")
l = load_pdf(fname)
col1 = (370, 500, 70, 100)
col2 = (370, 500, 100, 500)
col3 = (370, 500, 500, 600)
variation_margin = get_df(l, col1, col2, col3)
anchor = next(c for c in l if c.text == "Non Regulatory Initial Margin")
top = int(anchor["top"]) + 10
bottom = top + 150
col1 = (top, bottom, 70, 100)
col2 = (top, bottom, 100, 500)
col3 = (top, bottom, 500, 600)
initial_margin = get_df(l, col1, col2, col3)
return variation_margin.loc["VM Total Collateral", "amount"] + \
initial_margin.loc["Non Reg IM Total Collateral", "amount"]
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