def create(cls,
coverage: Union[CoverageType, str],
id_: str,
name: str,
term: Union[Term, str],
universe_identifier: Union[UniverseIdentifier, str],
vendor: str,
version: float,
entitlements: Union[Entitlements, Dict] = None,
description: str = None):
""" Creates new factor risk model and uploads factor risk model object to Marquee
:param coverage: coverage of risk model asset universe
:param id_: risk model id (cannot be changed)
:param name: risk model name
:param term: horizon term
:param universe_identifier: identifier used in asset universe upload (cannot be changed)
:param vendor: risk model vendor
:param version: version of model
:param entitlements: entitlements associated with risk model
:param description: risk model description
:return: Factor Risk Model object """
new_model = RiskModelBuilder(coverage,
id_,
name,
term,
universe_identifier,
vendor,
version,
entitlements=entitlements,
description=description)
GsRiskModelApi.create_risk_model(new_model)
return FactorRiskModel(id_)
def upload(self):
""" Upload current Factor Risk Model object to Marquee """
new_model = RiskModelBuilder(self.coverage,
self.id,
self.name,
self.term,
self.universe_identifier,
self.vendor,
self.version,
entitlements=self.entitlements,
description=self.description)
GsRiskModelApi.create_risk_model(new_model)
def test_create_risk_model(mocker):
model = RiskModel.from_dict({
"coverage": "Global",
"id": "WW_TEST_MODEL",
"name": "World Wide Medium Term Test Model",
"term": "Medium",
"vendor": "Goldman Sachs",
"universeIdentifier": "gsid",
"version": 4
})
expected_response = RiskModel(coverage='Global',
id='WW_TEST_MODEL',
name='World Wide Medium Term Test Model',
term='Medium',
vendor='Goldman Sachs',
version=4,
universe_identifier='gsid')
# 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=model)
# run test
response = GsRiskModelApi.create_risk_model(model)
GsSession.current._post.assert_called_with('/risk/models',
model,
cls=RiskModel)
assert response == expected_response
def save(self):
""" Upload current Risk Model object to Marquee """
model = RiskModelBuilder(
self.coverage,
self.id,
self.name,
self.term,
self.universe_identifier,
self.vendor,
self.version,
type_=self.type,
description=self.description,
entitlements=self.entitlements,
expected_update_time=self.expected_update_time.strftime('%H:%M:%S')
if self.expected_update_time else None)
try:
GsRiskModelApi.create_risk_model(model)
except MqRequestError:
GsRiskModelApi.update_risk_model(model)
