def get_factor_data(self,
start_date: dt.date = None,
end_date: dt.date = None,
identifiers: List[str] = None,
include_performance_curve: bool = None) -> List[Dict]:
""" Retrieve factor data for existing risk model """
start_date = dt.datetime.strptime(
GsRiskModelApi.get_risk_model_dates(self.model.id)[0],
'%Y-%m-%d') if not start_date else start_date
id_to_category_for_date_range = GsRiskModelApi.get_risk_model_data(
model_id=self.model.id,
start_date=start_date,
end_date=end_date,
assets=None,
measures=[Measure.Factor_Id, Measure.Factor_Category],
limit_factors=False,
data_format=None).get('results')
factor_id_to_category = _build_id_to_category(
id_to_category_for_date_range)
factor_data = GsRiskModelApi.get_risk_model_factor_data(
self.model.id, start_date, end_date, identifiers,
include_performance_curve)
for factor in factor_data:
factor['factorCategory'] = factor_id_to_category.get(
factor.get('identifier'), factor.get('name'))
return factor_data
def get_dates(self,
start_date: dt.date = None,
end_date: dt.date = None) -> List:
""" Retrieve risk model dates for existing risk model
:param start_date: list returned including and after start_date
:param end_date: list returned up to and including end_date """
return GsRiskModelApi.get_risk_model_dates(self.id, start_date,
end_date)
def get_dates(self, start_date: dt.date = None, end_date: dt.date = None, event_type: RiskModelEventType = None) \
-> List[dt.date]:
""" Get risk model dates for existing risk model
:param start_date: list returned including and after start_date
:param end_date: list returned up to and including end_date
:param event_type: which event type to retrieve
:return: list of dates where risk model data is present
"""
return [
dt.datetime.strptime(date, "%Y-%m-%d").date()
for date in GsRiskModelApi.get_risk_model_dates(
self.id, start_date, end_date, event_type=event_type)
]
def get_dates(self,
start_date: dt.date = None,
end_date: dt.date = None) -> List:
""" Retrieve risk model dates for existing risk model """
return GsRiskModelApi.get_risk_model_dates(self.model.id, start_date,
end_date)
