def test_get_many_assets(mocker, monkeypatch):
marquee_id_1 = 'MQA1234567890'
marquee_id_2 = 'MQA4567890123'
query = {'id': [marquee_id_1, marquee_id_2]}
as_of = dt.datetime.utcnow()
inputs = EntityQuery(where=FieldFilterMap(**query),
fields=None,
asOfTime=as_of,
limit=100)
mock_response = {
'results': (GsAsset.from_dict({
'id': marquee_id_1,
'assetClass': 'Equity',
'type': 'Single Stock',
'name': 'Test 1'
}),
GsAsset.from_dict({
'id': marquee_id_2,
'assetClass': 'Equity',
'type': 'Single Stock',
'name': 'Test 2'
}))
}
expected_response = (GsAsset(id=marquee_id_1,
assetClass='Equity',
type='Single Stock',
name='Test 1'),
GsAsset(id=marquee_id_2,
assetClass='Equity',
type='Single Stock',
name='Test 2'))
# 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=mock_response)
# run test
monkeypatch.delenv(ENABLE_ASSET_CACHING, raising=False)
response = GsAssetApi.get_many_assets(id=[marquee_id_1, marquee_id_2],
as_of=as_of)
GsSession.current._post.assert_called_with('/assets/query',
cls=GsAsset,
payload=inputs)
assert response == expected_response
monkeypatch.setenv(ENABLE_ASSET_CACHING, 1) # run 2x with cache on
response = GsAssetApi.get_many_assets(id=[marquee_id_1, marquee_id_2],
as_of=as_of)
assert response == expected_response
response = GsAssetApi.get_many_assets(id=[marquee_id_1, marquee_id_2],
as_of=as_of)
assert response == expected_response
def __get_gs_asset(self, identifier: str) -> GsAsset:
response = GsAssetApi.resolve_assets(identifier=[identifier],
limit=1)[identifier]
gs_asset = None if len(response) == 0 else GsAsset.from_dict(
response[0])
if gs_asset is None:
raise MqValueError(
f'Basket could not be found using identifier {identifier}')
return gs_asset
def get_asset(cls,
id_value: str,
id_type: AssetIdentifier,
as_of: Union[dt.date, dt.datetime] = None,
exchange_code: ExchangeCode = None,
asset_type: AssetType = None,
sort_by_rank: bool = False) -> Asset:
"""
Get an asset by identifier and identifier type
:param id_value: identifier value
:param id_type: identifier type
:param exchange_code: exchange code
:param asset_type: asset type
:param as_of: As of date for query
:param sort_by_rank: whether to sort assets by rank.
:return: Asset object or None
**Usage**
Get asset object using a specified identifier and identifier type. Where the identifiers are temporal (and can
change over time), will use the current MarketContext to evaluate based on the specified date.
**Examples**
Get asset by bloomberg id:
>>> gs = SecurityMaster.get_asset("GS UN", AssetIdentifier.BLOOMBERG_ID)
Get asset by ticker and exchange code:
>>> gs = SecurityMaster.get_asset("GS", AssetIdentifier.TICKER, exchange_code=ExchangeCode.NYSE)
Get asset by ticker and asset type:
>>> spx = SecurityMaster.get_asset("SPX", AssetIdentifier.TICKER, asset_type=AssetType.INDEX)
**See also**
:class:`AssetIdentifier`
:func:`get_many_assets`
"""
if not as_of:
as_of = PricingContext.current.pricing_date
if isinstance(as_of, dt.date):
as_of = dt.datetime.combine(as_of, dt.time(0, 0), pytz.utc)
if id_type is AssetIdentifier.MARQUEE_ID:
gs_asset = GsAssetApi.get_asset(id_value)
return cls.__gs_asset_to_asset(gs_asset)
query = {id_type.value.lower(): id_value}
if exchange_code is not None:
query['exchange'] = exchange_code.value
if asset_type is not None:
query['type'] = [
t.value for t in cls.__asset_type_to_gs_types(asset_type)
]
if sort_by_rank:
results = GsAssetApi.get_many_assets(as_of=as_of,
return_type=dict,
order_by=['>rank'],
**query)
result = get(results, '0')
if result:
result = GsAsset.from_dict(result)
else:
results = GsAssetApi.get_many_assets(as_of=as_of, **query)
result = next(iter(results), None)
if result:
return cls.__gs_asset_to_asset(result)
