def __populate_current_attributes_for_existing_basket(
self, gs_asset: GsAsset):
self.__description = get(gs_asset, 'description', None)
self.__gs_asset_type = get(gs_asset, 'type', None)
self.__live_date = get(gs_asset, 'live_date', None)
self.__ticker = get(gs_asset, 'xref.ticker', None)
self.__clone_parent_id = get(gs_asset, 'parameters.clone_parent_id',
None)
self.__default_backcast = get(gs_asset, 'parameters.default_backcast',
None)
self.__flagship = get(gs_asset, 'parameters.flagship', None)
self.__hedge_id = get(gs_asset, 'parameters.hedge_id', None)
self.__return_type = get(gs_asset, 'parameters.index_calculation_type',
None)
last_positions = GsAssetApi.get_latest_positions(self.__id)
self.__divisor = get(last_positions, 'divisor', None)
last_initial_price = GsIndexApi.initial_price(gs_asset.id,
DateLimit.TODAY.value)
self.__initial_price = get(last_initial_price, 'price', None)
report = self.__get_last_create_report()
self.__include_price_history = get(report,
'parameters.include_price_history',
None)
self.__publish_to_bloomberg = get(report,
'parameters.publish_to_bloomberg',
None)
self.__publish_to_factset = get(report,
'parameters.publish_to_factset', None)
self.__publish_to_reuters = get(report,
'parameters.publish_to_reuters', None)
def get_latest_position_set(
self,
position_type: PositionType = PositionType.CLOSE) -> PositionSet:
if self.positioned_entity_type == EntityType.ASSET:
response = GsAssetApi.get_latest_positions(self.id, position_type)
return PositionSet.from_target(response)
raise NotImplementedError
def get_latest_positions(self,
position_type: PositionType = PositionType.CLOSE,
format: ReturnFormat = ReturnFormat.DICT) -> Union[PositionSet, Dict, pd.DataFrame]:
if self.positioned_entity_type == EntityType.ASSET:
response = GsAssetApi.get_latest_positions(self.id, position_type)
position_set = response if type(response) == PositionSet else PositionSet.from_dict(response)
return self.__convert_position_set(position_set, format)
raise MqTypeError(f'{self.__invalid_entity_message} {self.positioned_entity_type}')
def get_latest_position_set(self,
position_type: PositionType = PositionType.CLOSE) -> PositionSet:
if self.positioned_entity_type == EntityType.ASSET:
response = GsAssetApi.get_latest_positions(self.id, position_type)
return PositionSet.from_target(response)
if self.positioned_entity_type == EntityType.PORTFOLIO:
response = GsPortfolioApi.get_latest_positions(portfolio_id=self.id,
position_type=position_type.value)
return PositionSet.from_target(response)
raise NotImplementedError
def from_asset_id(asset_id: str, date=None):
asset = GsAssetApi.get_asset(asset_id)
response = GsAssetApi.get_asset_positions_for_date(asset_id, date) if date else \
GsAssetApi.get_latest_positions(asset_id)
response = response[0] if isinstance(response, tuple) else response
positions = response.positions if isinstance(response, PositionSet) else response['positions']
instruments = GsAssetApi.get_instruments_for_positions(positions)
ret = Portfolio(instruments, name=asset.name)
ret.__id = asset_id
return ret
def __finish_populating_attributes_for_existing_basket(self):
""" Populates all values not originally fetched during initialization due to required API calls """
if self.__populate_api_attrs:
position_set = GsAssetApi.get_latest_positions(self.id, PositionType.ANY)
report = get(self, '__latest_create_report', self.__get_latest_create_report())
self.__divisor = get(position_set, 'divisor')
self.__initial_price = get(GsIndexApi.initial_price(self.id, dt.date.today()), 'price')
self.__parent_basket = None if self.__clone_parent_id is None else \
get(GsAssetApi.get_asset(self.__clone_parent_id), 'id')
self.__position_set = PositionSet.from_target(position_set)
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, 'divisor', self.__divisor)
set_(self.__initial_state, 'initial_price', self.__initial_price)
set_(self.__initial_state, 'position_set', self.__position_set)
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)
self.__initial_positions = set(deepcopy(self.__position_set.positions))
self.__populate_api_attrs = False
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()