def create_ratings_property(self, *ratings):
ratings = [*ratings]
global scope
scope = "Derived"
for rating in ratings:
property_definition = models.CreatePropertyDefinitionRequest(
domain="Instrument",
scope=scope,
code=f"{rating}Rating",
display_name=f"{rating}Rating",
data_type_id=lusid.ResourceId(scope="system", code="number"),
)
try:
# create property definition
self.property_definitions_api.create_property_definition(
create_property_definition_request=property_definition
)
except lusid.ApiException as e:
if json.loads(e.body)["name"] == "PropertyAlreadyExists":
logging.info(
f"Property {property_definition.domain}/{property_definition.scope}/{property_definition.display_name} already exists"
)
def test_derived_property(self):
self.create_ratings_property("Fitch", "Moodys")
# create instrument property edge cases and upsert (using arbitrary numeric ratings)
self.upsert_ratings_property("BBG00KTDTF73",
fitch_value=10,
moodys_value=5)
self.upsert_ratings_property("BBG00Y271826")
self.upsert_ratings_property("BBG00L7XVNP1", moodys_value=5)
self.upsert_ratings_property("BBG005D5KGM0", fitch_value=10)
# create derived property using the 'Coalesce' derivation formula
code = "DerivedRating"
derivation_formula = f"Coalesce(Properties[Instrument/{scope}/MoodysRating], Properties[Instrument/{scope}/FitchRating], 0)"
# create derived property request
derived_prop_definition_req = models.CreateDerivedPropertyDefinitionRequest(
domain="Instrument",
scope=scope,
code=code,
display_name=code,
data_type_id=lusid.ResourceId(scope="system", code="number"),
derivation_formula=derivation_formula,
)
try:
# create property definition
self.property_definitions_api.create_derived_property_definition(
derived_prop_definition_req)
except lusid.ApiException as e:
if json.loads(e.body)["name"] == "PropertyAlreadyExists":
logging.info(
f"Property {derived_prop_definition_req.domain}{derived_prop_definition_req.scope}/{derived_prop_definition_req.display_name} already exists"
)
finally:
self.id_generator.add_scope_and_code(
"property_definition", derived_prop_definition_req.scope,
derived_prop_definition_req.code, ["Instrument"])
# test case for derived property with both ratings
moodys_then_fitch = self.get_instruments_with_derived_prop(
"BBG00KTDTF73")
self.assertEqual(moodys_then_fitch, 5.0)
# test case for derived property with no ratings
no_ratings = self.get_instruments_with_derived_prop("BBG00Y271826")
self.assertEqual(no_ratings, 0.0)
# # test case for derived property with fitch only
fitch_only = self.get_instruments_with_derived_prop("BBG005D5KGM0")
self.assertEqual(fitch_only, 10.0)
# test case for derived property with moodys only
moodys_only = self.get_instruments_with_derived_prop("BBG00L7XVNP1")
self.assertEqual(moodys_only, 5.0)
def load_properties(properties_api, id_generator, scopes, codes):
for scope in scopes:
for code in codes:
try:
properties_api.create_property_definition(
create_property_definition_request=models.CreatePropertyDefinitionRequest(
domain="Order",
scope=scope,
code=code,
display_name=code,
constraint_style="Property",
data_type_id=lusid.ResourceId(scope="system", code="string"),
)
)
except lusid.ApiException as e:
if json.loads(e.body)["name"] == "PropertyAlreadyExists":
pass # ignore if the property definition exists
finally:
id_generator.add_scope_and_code("property_definition", scope, code, ["Order"])
def create_transaction_property(self):
# Details of the property
property_definition = models.CreatePropertyDefinitionRequest(
domain="Transaction",
scope=self.scope,
code=self.code,
display_name=self.code,
data_type_id=lusid.ResourceId(scope="system", code="string"),
)
# create property definition
try:
self.property_definitions_api.create_property_definition(
create_property_definition_request=property_definition
)
except lusid.ApiException as e:
if json.loads(e.body)["name"] == "PropertyAlreadyExists":
self.root_logger.info(
f"Property {property_definition.domain}/{property_definition.scope}/{property_definition.code} already exists"
)
def test_create_portfolio_with_mv_property(self):
# Details of property to be created
effective_date = datetime(year=2018, month=1, day=1, tzinfo=pytz.utc)
scope = "MultiValueProperties"
code = "MorningstarQuarterlyRating"
portfolio_code = "Portfolio-MVP"
multi_value_property_definition = models.CreatePropertyDefinitionRequest(
domain="Portfolio",
scope=scope,
code=code,
display_name=code,
constraint_style="Collection",
data_type_id=lusid.ResourceId(scope="system", code="string"),
)
# create property definition
try:
self.property_definitions_api.create_property_definition(
create_property_definition_request=
multi_value_property_definition)
except lusid.ApiException as e:
if json.loads(e.body)["name"] == "PropertyAlreadyExists":
logging.info(
f"Property {multi_value_property_definition.domain}/{multi_value_property_definition.scope}/{multi_value_property_definition.display_name} already exists"
)
finally:
self.id_generator.add_scope_and_code(
"property_definition", multi_value_property_definition.scope,
multi_value_property_definition.code, ["Portfolio"])
schedule = [
'{ "2019-12-31" : "5"}',
'{ "2020-03-31" : "4"}',
'{ "2020-06-30" : "3"}',
'{ "2020-09-30" : "3"}',
]
# Details of new portfolio to be created
create_portfolio_request = models.CreateTransactionPortfolioRequest(
code=portfolio_code,
display_name=portfolio_code,
base_currency="GBP",
created=effective_date,
)
# create portfolio
try:
self.transaction_portfolios_api.create_portfolio(
scope=scope,
create_transaction_portfolio_request=create_portfolio_request,
)
except lusid.ApiException as e:
if json.loads(e.body)["name"] == "PortfolioWithIdAlreadyExists":
logging.info(
f"Portfolio {create_portfolio_request.code} already exists"
)
finally:
self.id_generator.add_scope_and_code("portfolio", scope,
portfolio_code)
self.portfolios_api.upsert_portfolio_properties(
scope=scope,
code=portfolio_code,
request_body={
f"Portfolio/{scope}/{code}":
models.ModelProperty(
key=f"Portfolio/{scope}/{code}",
value=models.PropertyValue(
label_value_set=models.LabelValueSet(values=schedule)),
)
},
)
# get properties for assertions
portfolio_properties = self.portfolios_api.get_portfolio_properties(
scope=scope, code=portfolio_code).properties
label_value_set = portfolio_properties[
f"Portfolio/MultiValueProperties/{code}"].value.label_value_set.values
self.assertCountEqual(label_value_set, schedule)