Python GsRiskModelApi.create_risk_model_factor Examples

Example #1

def test_create_risk_model_factor(mocker):
    factor = RiskModelFactor.from_dict({
        "identifier": "Factor1",
        "type": "Factor"
    })

    expected_response = RiskModelFactor(identifier='Factor1', type='Factor')

    # mock GsSession
    mocker.patch.object(GsSession.__class__,
                        'default_value',
                        return_value=GsSession.get(Environment.QA, 'client_id',
                                                   'secret'))
    mocker.patch.object(GsSession.current, '_post', return_value=factor)

    # run test
    response = GsRiskModelApi.create_risk_model_factor(model_id='id',
                                                       factor=factor)
    GsSession.current._post.assert_called_with('/risk/models/id/factors',
                                               factor,
                                               cls=RiskModelFactor)
    assert response == expected_response

Example #2

File: risk_model.py Project: pxlogpx/gs-quant

 def create_factor(self, factor: RiskModelFactor):
     """ Create a new risk model factor """
     GsRiskModelApi.create_risk_model_factor(self.model.id, factor)