def _handle_results(cls, request: RiskRequest, results: Iterable) -> dict:
formatted_results = {}
pricing_key = PricingKey(
request.pricing_and_market_data_as_of,
request.pricing_location.value,
request.parameters,
request.scenario
)
for measure_idx, position_results in enumerate(results):
risk_measure = request.measures[measure_idx]
for position_idx, date_results in enumerate(position_results):
if len(date_results) != len(pricing_key):
raise RuntimeError('Number of results did not match requested days')
handler = result_handlers.get(date_results[0].get('$type'))
position = request.positions[position_idx]
try:
date_results = handler(date_results, pricing_key, position.instrument) if handler else date_results
except Exception as e:
error = str(e)
date_results = ErrorValue(pricing_key, error)
_logger.error(error)
formatted_results.setdefault(risk_measure, {})[position] = date_results
return formatted_results
def _handle_results(cls, request: RiskRequest,
results: Union[Iterable, Exception]) -> dict:
formatted_results = {}
if isinstance(results, Exception):
date_results = [{
'$type': 'Error',
'errorString': str(results)
}] * len(request.pricing_and_market_data_as_of)
position_results = [date_results] * len(request.positions)
results = [position_results] * len(request.measures)
for risk_measure, position_results in zip(request.measures, results):
for position, date_results in zip(request.positions,
position_results):
for as_of, date_result in zip(
request.pricing_and_market_data_as_of, date_results):
handler = result_handlers.get(date_result.get('$type'))
risk_key = RiskKey(cls, as_of.pricing_date, as_of.market,
request.parameters, request.scenario,
risk_measure)
try:
result = handler(
date_result, risk_key,
position.instrument) if handler else date_result
except Exception as e:
result = ErrorValue(risk_key, str(e))
_logger.error(result)
formatted_results[(risk_key, position.instrument)] = result
return formatted_results
def _handle_results(cls, request: RiskRequest, results: Iterable) -> dict:
formatted_results = {}
for risk_measure, position_results in zip(request.measures, results):
for position, date_results in zip(request.positions,
position_results):
for as_of, date_result in zip(
request.pricing_and_market_data_as_of, date_results):
handler = result_handlers.get(date_result.get('$type'))
# TODO Handle this better
market = LiveMarket(request.pricing_location) if isinstance(as_of.market_data_as_of, dt.datetime)\
else ClosingMarket(request.pricing_location, as_of.market_data_as_of)
risk_key = RiskKey(cls, as_of.pricing_date, market,
request.parameters, request.scenario,
risk_measure)
try:
result = handler(
date_result, risk_key,
position.instrument) if handler else date_result
except Exception as e:
result = ErrorValue(risk_key, str(e))
_logger.error(result)
formatted_results[(risk_key, position.instrument)] = result
return formatted_results