def get(cls, portfolio_id: str = None, portfolio_name: str = None):
if portfolio_name:
portfolio = GsPortfolioApi.get_portfolio_by_name(portfolio_name)
portfolio_id = portfolio.id
position_date = PositionContext.current.position_date if PositionContext.is_entered else dt.date.today(
)
portfolio = GsPortfolioApi.get_portfolio(portfolio_id)
ret = Portfolio(name=portfolio.name)
ret.__id = portfolio_id
ret._get_instruments(position_date, True)
return ret
def save(self):
if not self.name:
raise ValueError('name not set')
try:
portfolio_id = GsPortfolioApi.get_portfolio_by_name(self.name).id
except ValueError:
from gs_quant.target.portfolios import Portfolio as MarqueePortfolio
portfolio_id = GsPortfolioApi.create_portfolio(MarqueePortfolio('USD', self.name)).id
_logger.info('Created Marquee portfolio with ID: {}'.format(portfolio_id))
position_set = PositionSet(
position_date=dt.date.today(),
positions=tuple(Position(asset_id=GsAssetApi.get_or_create_asset_from_instrument(i))
for i in self.instruments))
GsPortfolioApi.update_positions(portfolio_id, (position_set,))
def save(self, overwrite: Optional[bool] = False):
if self.portfolios:
raise ValueError('Cannot save portfolios with nested portfolios')
if self.__id:
if not overwrite:
raise ValueError(
f'Portfolio with id {id} already exists. Use overwrite=True to overwrite'
)
else:
if not self.__name:
raise ValueError('name not set')
try:
self.__id = GsPortfolioApi.get_portfolio_by_name(
self.__name).id
if not overwrite:
raise RuntimeError(
f'Portfolio {self.__name} with id {self.__id} already exists. Use overwrite=True to overwrite'
)
except ValueError:
from gs_quant.target.portfolios import Portfolio as MarqueePortfolio
self.__id = GsPortfolioApi.create_portfolio(
MarqueePortfolio('USD', self.__name)).id
_logger.info(
f'Created Marquee portfolio {self.__name} with id {self.__id}'
)
position_set = PositionSet(
position_date=self.__position_context.position_date,
positions=tuple(
Position(
asset_id=GsAssetApi.get_or_create_asset_from_instrument(i))
for i in self.instruments))
GsPortfolioApi.update_positions(self.__id, [position_set])
def load_from_portfolio_name(name: str):
portfolio = GsPortfolioApi.get_portfolio_by_name(name)
return Portfolio.load_from_portfolio_id(portfolio.id)
def from_portfolio_name(name: str):
portfolio = GsPortfolioApi.get_portfolio_by_name(name)
ret = Portfolio.load_from_portfolio_id(portfolio.id)
ret.name = name
return ret
