def test_get_portfolio_positions(mocker):
id_1 = 'MP1'
start_date = dt.date(2019, 2, 18)
end_date = dt.date(2019, 2, 19)
mock_response = {'positionSets': (
{
'id': 'mock1',
'positionDate': '2019-02-18',
'lastUpdateTime': '2019-02-19T12:10:32.401Z',
'positions': [
{'assetId': 'MQA123', 'quantity': 0.3},
{'assetId': 'MQA456', 'quantity': 0.7}
]
},
{
'id': 'mock2',
'positionDate': '2019-02-19',
'lastUpdateTime': '2019-02-20T05:04:32.981Z',
'positions': [
{'assetId': 'MQA123', 'quantity': 0.4},
{'assetId': 'MQA456', 'quantity': 0.6}
]
}
)}
expected_response = (
PositionSet('mock1', start_date, dup.parse('2019-02-19T12:10:32.401Z'), (
Position(assetId='MQA123', quantity=0.3),
Position(assetId='MQA456', quantity=0.7)
)),
PositionSet('mock2', end_date, dup.parse('2019-02-20T05:04:32.981Z'), (
Position(assetId='MQA123', quantity=0.4),
Position(assetId='MQA456', quantity=0.6)
))
)
# mock GsSession
mocker.patch.object(
GsSession.__class__,
'current',
return_value=GsSession.get(
Environment.QA,
'client_id',
'secret'))
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
# run test
response = GsPortfolioApi.get_positions(id_1, start_date, end_date)
GsSession.current._get.assert_called_with(
'/portfolios/{id}/positions?type=close&startDate={sd}&endDate={ed}'.format(id=id_1, sd=start_date, ed=end_date))
assert response == expected_response
def get_position_sets(self,
start: dt.date = DateLimit.LOW_LIMIT.value,
end: dt.date = dt.date.today(),
position_type: PositionType = PositionType.CLOSE) -> List[PositionSet]:
if self.positioned_entity_type == EntityType.ASSET:
response = GsAssetApi.get_asset_positions_for_dates(self.id, start, end, position_type)
return [PositionSet.from_target(position_set) for position_set in response]
if self.positioned_entity_type == EntityType.PORTFOLIO:
response = GsPortfolioApi.get_positions(portfolio_id=self.id,
start_date=start,
end_date=end)
return [PositionSet.from_target(position_set) for position_set in response]
raise NotImplementedError
