def get(cls, portfolio_id: str = None, name: str = None, **kwargs):
if portfolio_id is None and name is None:
raise MqValueError(
'Please specify a portfolio ID and/or portfolio name.')
portfolios = GsPortfolioApi.get_portfolios(
portfolio_ids=[portfolio_id] if portfolio_id else None,
portfolio_names=[name] if name else None)
if len(portfolios) == 0:
raise ValueError(
'No portfolios in Marquee match the requested name and/or ID.')
if len(portfolios) > 1:
portfolios = {
'Name': [p.name for p in portfolios],
'ID': [p.id for p in portfolios],
'Created Time': [p.created_time for p in portfolios]
}
cls._print_dict(portfolios)
raise ValueError(
'More than one portfolio matches the requested name and/or ID. To resolve,'
' please find the correct portfolio ID below and set it as your portfolio_id.'
)
port = portfolios[0]
return Portfolio(name=port.name,
portfolio_id=port.id,
currency=port.currency,
entitlements=Entitlements.from_target(
port.entitlements))
def _create(self):
# If a priceables portfolio, try resolving to MQ portfolio
if self.__priceables:
self.save()
self.priceables = None
return
# If a positions portfolio, create using MQ API
port = GsPortfolioApi.create_portfolio(
portfolio=MQPortfolio(name=self.name,
currency=self.currency,
entitlements=self.entitlements.to_target()))
PositionedEntity.__init__(self, port.id, EntityType.PORTFOLIO)
Entity.__init__(self, port.id, EntityType.PORTFOLIO)
self.__id = port.id
self._PositionedEntity__entity_type = EntityType.PORTFOLIO
self.entitlements = Entitlements.from_target(port.entitlements)
self.currency = Currency(port.currency)
# If the portfolio contains positions, upload them to the MQ portfolio and schedule reports
if self.position_sets:
position_sets = self.position_sets
self.position_sets = None
self.update_positions(position_sets, False)
self._schedule_first_reports(
[pos_set.date for pos_set in position_sets])
self.position_sets = None
def get_entitlements(self) -> Entitlements:
if self.positioned_entity_type == EntityType.PORTFOLIO:
response = GsPortfolioApi.get_portfolio(self.id)
elif self.positioned_entity_type == EntityType.ASSET:
response = GsAssetApi.get_asset(self.id)
else:
raise NotImplementedError
return Entitlements.from_target(response.entitlements)
def test_from_target():
replace = Replacer()
mock = replace('gs_quant.api.gs.users.GsUsersApi.get_users', Mock())
mock.return_value = [
TargetUser.from_dict({
'id': 'userId',
'email': '*****@*****.**',
'name': 'Jane Doe',
'company': 'Goldman Sachs Group'
})
]
ent = Entitlements.from_target(
TargetEntitlements(edit=('guid:userId', 'role:roleId')))
replace.restore()
assert ent.edit.users == [get_fake_user()]
assert ent.edit.roles == ['roleId']
def __finish_initialization(self):
""" Fetches remaining data not retrieved during basket initialization """
if has(self, 'id'):
if not has(self, '__initial_positions'):
position_set = GsAssetApi.get_latest_positions(
self.id, PositionType.ANY)
position_set = PositionSet.from_target(position_set)
self.__position_set = position_set
self.__divisor = get(position_set, 'divisor')
self.__initial_positions = set(
deepcopy(self.__position_set.positions))
set_(self.__initial_state, 'divisor', self.__divisor)
set_(self.__initial_state, 'position_set', self.__position_set)
if not has(self.__initial_state, 'initial_price'):
initial_price = GsIndexApi.initial_price(
self.id, dt.date.today())
self.__initial_price = get(initial_price, 'price')
set_(self.__initial_state, 'initial_price',
self.__initial_price)
if not has(self.__initial_state, 'publish_to_bloomberg'):
report = get(self, '__latest_create_report',
self.__get_latest_create_report())
self.__publish_to_bloomberg = get(
report, 'parameters.publish_to_bloomberg')
self.__publish_to_factset = get(
report, 'parameters.publish_to_factset')
self.__publish_to_reuters = get(
report, 'parameters.publish_to_reuters')
set_(self.__initial_state, 'publish_to_bloomberg',
self.__publish_to_bloomberg)
set_(self.__initial_state, 'publish_to_factset',
self.__publish_to_factset)
set_(self.__initial_state, 'publish_to_reuters',
self.__publish_to_reuters)
if not has(self, '__entitlements'):
self.__entitlements = BasketEntitlements.from_target(
self.__initial_entitlements)
self.__set_error_messages()