def parse(extend=None, args=None):
return (stdargs.Parser(
"Get targets",
["portfolio", "scope", "date_range", "filename", "limit", "asat"],
).add("--date",
help="YYYY-MM-DD - if provided will query the holdings").extend(
extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser(
"Get Quotes", ["scope", "filename", "limit", "asat"]).add(
"date", help="Date for which you require quotes").add(
"instrument", nargs="*").add(
"--identifier",
"-i",
default="LusidInstrumentId",
help="Instrument identifer type",
).add("-p", "--provider", default="", help="Provider").add(
"-s", "--source", default="", help="Price source").add(
"-q",
"--quote-type",
default="Price",
choices=["Price", "Rate", "rate"],
help="quote type",
).add("--field",
dest="field",
default="Mid",
help="quote field").add(
"--from",
dest="from_file",
nargs=2,
metavar=("filename.csv", "column"),
help="load values from file",
).extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Upload a Portfolio", ["scope", "portfolio"]).add(
"-t", "--transactions", help="csv or excel file of transactions"
).add(
"-p",
"--positions",
nargs=2,
metavar=("filename", "YYYY-MM-DD"),
help="Positions filename and date",
).add(
"-c",
"--create",
nargs=3,
metavar=("DISPLAY-NAME", "CURRENCY", "YYYY-MM-DD"),
help=
"Provide the display-name, currency and creation date when creating a portfolio",
).add(
"-a",
"--accounting_method",
choices=["FIFO", "LIFO", "HCF", "LCF"],
default="AverageCost",
help="Alternate accounting method. Default is average-cost",
).add("--shk", nargs="+", help="sub-holding keys").add(
"--map",
action="store_true",
help="use mapping tool to set instruments").extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Upload quotes", [
"scope", "filename"
]).add("input", nargs="+").add(
"--map",
action="store_true",
help="use mapping tool to set instruments").extend(extend).parse(args))
def parse(extend=None, args=None):
return (
stdargs.Parser("Query Instruments", ["filename", "limit", "properties"])
.add("--batch", type=int, default=2000)
.add("--filter")
.extend(extend)
.parse(args)
)
def parse(extend=None, args=None):
return (stdargs.Parser(
"Create property definitions", ["filename", "quiet", "NODFQ"]).add(
"--property",
nargs="+").add("--type",
default="Label",
choices=["Label",
"Metric"]).extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser(
"Get Property definitions", ["filename", "limit"]).add(
"-s",
"--scope",
metavar="scope",
help="Scope. Use default for system properties",
).add("-d", "--domain", metavar="domain",
help="Property domain").extend(extend).parse(args))
def parse(extend=None, args=None):
return (
stdargs.Parser("Get Scopes", ["filename", "limit"])
.add("--portfolios", action="store_true")
.add("--batch", type=int, default=1000)
.add("--monitor", action="store_true")
.extend(extend)
.parse(args)
)
def parse(extend=None, args=None):
return (stdargs.Parser("Map Instruments", ["filename"]).add(
"--folder", help="include all 'txn' files in the folder").add(
"input",
nargs="*",
metavar="file",
help="file(s) containing instruments").add(
"--column",
metavar="input-column",
default="instrument_uid",
help="column name for instrument column",
).extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Create Orders", ["filename", "limit", "test"]).add(
"input", nargs="+").add(
"--mappings",
nargs="+",
help="column name mappings of the form TICKER=col1 etc",
).add(
"--identifiers",
nargs="+",
default=["ClientInternal", "Figi"],
help="Identifier types provided",
).extend(extend).parse(args))
def parse(extend=None, args=None):
return (
stdargs.Parser("Get Aggregate Holdings", ["filename", "limit", "properties"])
.add("scope", help="Scope")
.add("portfolio", help="Portfolio id")
.add("dates", nargs="+", metavar="YYYY-MM_DD")
.add("-m", "--monitor", action="store_true", help="monitor the run")
.add("--group", action="store_true", help="group instead of portfolio")
.add("--pricing-scope", dest="pricing_scope", help="scope for pricing")
.add("--recipe", default="default", help="valuatione engine recipe")
.extend(extend)
.parse(args)
)
def parse(extend=None, args=None):
return (stdargs.Parser(
"Get Instruments",
["filename", "limit", "asat"]).add("instrument", nargs="*").add(
"--type", "-t", default="ClientInternal",
help="Instrument type").add(
"--identifiers", nargs="*", help="identifiers to display").add(
"--properties",
nargs="*",
help="properties required for display").add(
"--from",
dest="from_file",
nargs=2,
metavar=("filename.csv", "column"),
help="load values from file",
).add("--effective_at").extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser(
"Get Transactions",
["filename", "limit", "scope", "portfolio", "date_range", "asat"],
).add("--properties", nargs="*",
help="properties required for display").add(
"-t",
"--type",
metavar="type",
default="input",
choices=["input", "output"],
help="Choose input or output",
).add("--cancels", action="store_true",
help="Show cancelled trades").add(
"--brief",
action="store_true",
help="Show fewer data points").extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Get/Set transaction configuration", [
"filename", "limit"
]).add(
"action",
choices=("get", "set", "try"),
help=
"get or set the config. 'Try' can be used to validate a custom encoding",
).add(
"--raw", action="store_true", help="use raw (non custom) encoding"
).add(
"--json", action="store_true", help="display the json to be sent"
).add("--group", action="store_true",
help="set a single group").add(
"--force",
action="store_true",
help="set a single group, remove existing aliases for the group",
).extend(extend).parse(args))
def parse(extend=None, args=None):
return (
stdargs.Parser(
"Get Constituents",
[
"filename",
"limit",
"scope",
"portfolio",
"date",
"properties",
"asat",
"properties",
],
)
.extend(extend)
.parse(args)
)
def parse(extend=None, args=None):
return (stdargs.Parser(
"Get Holdings Reconciliation",
["filename", "limit"]).add("scope_left", help="Scope - left").add(
"portfolio_left", help="Portfolio id - left").add(
"date_left", nargs="+", metavar="YYYY-MM_DD").add(
"scope_right",
help="Scope - right").add("portfolio_right",
help="Portfolio id - right").add(
"date_right",
nargs="+",
metavar="YYYY-MM_DD").add(
"-m",
"--monitor",
action="store_true",
help="monitor the run").
add("--group",
action="store_true",
help="group instead of portfolio").extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser(
"Get Holdings",
["filename", "limit", "scope", "portfolio", "asat"]).add(
"dates", nargs="*", metavar="YYYY-MM-DD").add(
"-i",
"--instrument",
metavar="instrument-id",
help="filter an instrument").add(
"-m",
"--monitor",
action="store_true",
help="monitor the run").add(
"-t",
"--taxlots",
action="store_true",
help="view at tax-lot level").add(
"--properties", nargs="+",
default=[]).extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Get Portfolios",
["filename", "limit", "scope", "properties"
]).extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Upload Prices", ["filename", "scope", "date"]).add(
"date", metavar="YYYY-MM-DD").add("--update", action="store_true").add(
"--fx", action="store_true").extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Get Portfolio Groups",
["filename", "limit", "scope"
]).add("--group").extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Get Scopes", ["filename", "limit"]).add(
"--portfolios", action="store_true").extend(extend).parse(args))
#!/usr/bin/python3
import pandas as pd
from lusidtools.lpt import stdargs
from lusidtools.lpt import lse
from lusidtools.lpt import lpt
args = stdargs.Parser("Delete Portfolio Properties",
["scope", "portfolio", "properties"]).parse()
api = lse.connect(args)
api.call.delete_portfolio_properties(
scope=args.scope,
code=args.portfolio,
portfolio_property_keys=args.properties).match(
left=lpt.display_error, right=lambda r: print("Done!"))
def parse(extend=None, args=None):
return (stdargs.Parser("Search Instruments", ["filename", "limit"]).add(
"--properties", nargs="*",
help="properties to search").extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser(
"Upload a Portfolio",
["scope", "portfolio", "input", "date"]).extend(extend).parse(args))
def parse(extend=None, args=None):
return stdargs.Parser("Create Portfolios").add("input").extend(
extend).parse(args)
#!/usr/bin/python3
import lusid.models as models
from lusidtools.lpt import stdargs
from lusidtools.lpt import lse
from lusidtools.lpt import lpt
args = (stdargs.Parser(
"Set Portfolio Properties",
["scope", "portfolio"]).add("property").add("value").add("--date").add(
"--metric", action="store_true").add("--test",
action="store_true").parse())
api = lse.connect(args)
def metric(m):
return api.models.PropertyValue(metric_value=models.MetricValue(
value=float(m)))
def label(l):
return api.models.PropertyValue(label_value=str(l))
property_request = {
args.property:
api.models.ModelProperty(
key=args.property,
value=metric(args.value) if args.metric else label(args.value),
effective_from=lpt.to_date(args.date) if args.date else None,
)
def parse(extend=None, args=None):
return (stdargs.Parser("Query Instrument Identifiers",
["filename", "limit"]).extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Get Portfolios",
["filename", "limit", "portfolio", "scope", "asat"
]).add("--date").extend(extend).parse(args))
def parse(extend=None, args=None):
return (stdargs.Parser("Create Portfolio Groups",
["scope", "filename"]).add(
"input", nargs="*").extend(extend).parse(args))