def test_create_portfolio_with_properties(self):
_, scope, property_code, _ = self.id_generator.generate_scope_and_code(
"property_definition",
scope=TestDataUtilities.tutorials_scope,
code_prefix="fund-style-",
annotations=["Portfolio"])
data_type_id = models.ResourceId("system", "string")
# property definition
property_definition = models.CreatePropertyDefinitionRequest(
domain="Portfolio",
scope=TestDataUtilities.tutorials_scope,
code=property_code,
value_required=False,
display_name="Fund Style",
life_time="Perpetual",
data_type_id=data_type_id)
# create the property definition
property_definition_result = self.property_definitions_api.create_property_definition(
create_property_definition_request=property_definition)
# property value
property_value = "Active"
portfolio_property = models.ModelProperty(
key=property_definition_result.key,
value=models.PropertyValue(label_value=property_value))
_, scope, portfolio_code = self.id_generator.generate_scope_and_code(
"portfolio",
scope=TestDataUtilities.tutorials_scope,
code_prefix="portfolio-")
# details of the portfolio to be created
request = models.CreateTransactionPortfolioRequest(
display_name=portfolio_code,
code=portfolio_code,
base_currency="GBP",
# set the property value when creating the portfolio
properties={property_definition_result.key: portfolio_property})
# create the portfolio
portfolio = self.transaction_portfolios_api.create_portfolio(
scope=scope, create_transaction_portfolio_request=request)
portfolio_code = portfolio.id.code
self.assertEqual(portfolio_code, request.code)
portfolio_properties = self.portfolios_api.get_portfolio_properties(
TestDataUtilities.tutorials_scope, portfolio_code)
self.assertEqual(len(portfolio_properties.properties), 1)
self.assertEqual(
portfolio_properties.properties[
property_definition_result.key].value.label_value,
property_value)
def test_create_portfolio_with_metric_property(self):
uuid = self.get_guid()
effective_date = datetime(year=2018, month=1, day=1, tzinfo=pytz.utc)
# details of property to be created
metric_property_definition = models.CreatePropertyDefinitionRequest(
domain="Portfolio",
scope=TestDataUtilities.tutorials_scope,
code="fund-NAV-{}".format(uuid),
display_name="fund NAV",
life_time="Perpetual",
value_required=False,
data_type_id=models.resource_id.ResourceId(
scope="system", code="currencyAndAmount"))
# create property definitions
metric_property_definition_result = self.property_definitions_api.create_property_definition(
metric_property_definition)
# create the property values
metric_property_value_request = models.PropertyValue(
metric_value=models.MetricValue(value=1100000, unit="GBP"))
# metric_property_value_request = models.PropertyValue(label_value="Active")
# Details of the new portfolio to be created, created here with the minimum set of mandatory fields
create_portfolio_request = models.CreateTransactionPortfolioRequest(
code="ud-{}".format(uuid),
display_name="portfolio-{}".format(uuid),
base_currency="GBP",
created=effective_date,
properties={
metric_property_definition_result.key:
models.PerpetualProperty(
key=metric_property_definition_result.key,
value=metric_property_value_request)
})
# Create portfolio
portfolio_result = self.transaction_portfolios_api.create_portfolio(
scope=TestDataUtilities.tutorials_scope,
create_transaction_portfolio_request=create_portfolio_request)
portfolio_properties = self.portfolios_api.get_portfolio_properties(
scope=TestDataUtilities.tutorials_scope,
code=portfolio_result.id.code).properties
metric_property = portfolio_properties[
metric_property_definition_result.key]
# Perform assertions on codes, keys, values and units
self.assertEqual(portfolio_result.id.code,
create_portfolio_request.code)
self.assertEqual(
list(portfolio_properties.keys())[0],
metric_property_definition_result.key)
self.assertEqual(metric_property.value.metric_value.value,
metric_property_value_request.metric_value.value)
self.assertEqual(metric_property.value.metric_value.unit,
metric_property_value_request.metric_value.unit)
def create_portfolio_model(code):
model = models.CreateTransactionPortfolioRequest(
display_name=code,
code=code,
base_currency="GBP",
description="Paper transaction portfolio",
created="2020-02-25T00:00:00Z",
)
return model
def test_create_portfolio_with_label_property(self):
# Details of property to be created
uuid = self.get_guid()
effective_date = datetime(year=2018, month=1, day=1, tzinfo=pytz.utc)
label_property_definition = models.CreatePropertyDefinitionRequest(
domain="Portfolio",
scope=TestDataUtilities.tutorials_scope,
code="fund-style-{}".format(uuid),
display_name="fund style",
life_time="Perpetual",
value_required=False,
data_type_id=models.resource_id.ResourceId(scope="system",
code="string"))
# create property definition
label_property_definition_request = self.property_definitions_api.create_property_definition(
label_property_definition)
# create property values
property_value = models.PropertyValue(label_value="Active")
# Details of new portfolio to be created
create_portfolio_request = models.CreateTransactionPortfolioRequest(
code="ud-{}".format(uuid),
display_name="portfolio-{}".format(uuid),
base_currency="GBP",
created=effective_date,
properties={
label_property_definition_request.key:
models.PerpetualProperty(
key=label_property_definition_request.key,
value=property_value)
})
# create portfolio
portfolio_request = self.transaction_portfolios_api.create_portfolio(
scope=TestDataUtilities.tutorials_scope,
create_transaction_portfolio_request=create_portfolio_request)
# get properties for assertions
portfolio_properties = self.portfolios_api.get_portfolio_properties(
scope=TestDataUtilities.tutorials_scope,
code=portfolio_request.id.code).properties
label_property = portfolio_properties[
label_property_definition_request.key]
# Perform assertions on keys, codes and values
self.assertEqual(
list(portfolio_properties.keys())[0],
label_property_definition_request.key)
self.assertEqual(portfolio_request.id.code,
create_portfolio_request.code)
self.assertEqual(label_property.value.label_value,
property_value.label_value)
def create_portfolios_if_not_exist(client, scope, data_frame, required_mapping,
optional_mapping):
"""
This function creates portfolios
:param LusidApi client: The LusidApi client to use
:param str scope: The scope to create the portfolios in
:param dict mapping: The mapping from the data_frame to LUSID
:param pandas DataFrame data_frame: The DataFrame containing the portfolio details
:param datetime created_date: The date from which the portfolios should be effective
:param str accounting_method: The accounting method of the portfolios
:return: dict[str: models.Portfolio]: A dict of the created portfolios keyed by the code
"""
responses = {}
portfolio_codes_to_check = data_frame[required_mapping['code']].unique()
# Get all the portfolios currently in the scope
existing_portfolios_in_scope = client.portfolios.list_portfolios_for_scope(
scope=scope)
existing_portfolio_codes = [
portfolio.id.code for portfolio in existing_portfolios_in_scope.values
]
# Determine which need to be created by excluding those that already exist
portfolio_codes_to_create = list(
set(portfolio_codes_to_check) - set(existing_portfolio_codes))
for code in portfolio_codes_to_create:
portfolio = data_frame.loc[data_frame[required_mapping['code']] ==
code]
# Build the request to create the portfolio
request = models.CreateTransactionPortfolioRequest(
display_name=portfolio[required_mapping['display_name']].values[0],
code=make_code_lusid_friendly(code),
created=portfolio[required_mapping['created']].values[0],
base_currency=portfolio[
required_mapping['base_currency']].values[0])
for lusid_field, column_name in optional_mapping.items():
if column_name is not None:
setattr(request, lusid_field, portfolio[column_name].values[0])
# Call LUSID to create the portfolio
response = client.transaction_portfolios.create_portfolio(
scope=scope, create_request=request)
responses[code] = response
return responses
def create_portfolios(api_factory, scopes, code, currency):
"""
This function creates a portfolio in multiple scopes.
param (lusid.utilities.ClientApiFactory) api_factory: The LUSID api factory to use
param (list[str]) scopes: The scopes to create the portfolio in
param (str) code: The code for the portfolio
param (str) currency: The base/reporting currency of the portfolio
return (list[lusid.models.createportfolioresponse]) responses: The responses from creating the portfolio in each scope
"""
# The date your portfolio was first created
portfolio_creation_date = datetime.now(pytz.UTC) - timedelta(days=5000)
responses = []
for scope in scopes:
try:
api_factory.build(lusid.api.PortfoliosApi).delete_portfolio(
scope=scope, code=code
)
except lusid.ApiException as e:
pass
# Create the request to add your portfolio to LUSID
transaction_portfolio_request = models.CreateTransactionPortfolioRequest(
display_name="Global Fund",
code=code,
base_currency=currency,
created=portfolio_creation_date,
sub_holding_keys=None,
)
# Call LUSID to create your portfolio
response = api_factory.build(
lusid.api.TransactionPortfoliosApi
).create_portfolio(
scope=scope,
create_transaction_portfolio_request=transaction_portfolio_request,
)
responses.append(response)
return responses
def test_create_portfolio(self):
guid = str(uuid.uuid4())
# details of the new portfolio to be created, created here with the minimum set of mandatory fields
request = models.CreateTransactionPortfolioRequest(
# descriptive name for the portfolio
display_name="portfolio-{0}".format(guid),
# unique portfolio code, portfolio codes must be unique across scopes
code="id-{0}".format(guid),
base_currency="GBP")
# create the portfolio in LUSID in the specified scope
result = self.transaction_portfolios_api.create_portfolio(
scope=TestDataUtilities.tutorials_scope, create_request=request)
self.assertEqual(result.id.code, request.code)
def setup_portfolio(api_factory, portfolio_scope, portfolio_code,
portfolio_created_date, properties: dict):
# Create portfolio and assign the corp action source
portfolio_request = models.CreateTransactionPortfolioRequest(
display_name=portfolio_code,
code=portfolio_code,
base_currency="GBP",
created=portfolio_created_date,
properties=properties)
try:
api_factory.build(lusid.api.TransactionPortfoliosApi).create_portfolio(
scope=portfolio_scope,
create_transaction_portfolio_request=portfolio_request)
except ApiException:
print(
f"Portfolio with code {portfolio_code} and scope {portfolio_scope} already exists"
)
def create_transaction_portfolio(self, scope):
guid = str(uuid.uuid4())
# Effective date of the portfolio, this is the date the portfolio was created and became live.
# All dates/times must be supplied in UTC
effective_date = datetime(2018, 1, 1, tzinfo=pytz.utc)
# Details of the new portfolio to be created, created here with the minimum set of mandatory fields
request = models.CreateTransactionPortfolioRequest(display_name="Portfolio-{}".format(guid),
code="Id-{}".format(guid),
base_currency="GBP",
created=effective_date)
# Create the portfolio in LUSID
portfolio = self.transaction_portfolio_api.create_portfolio(scope, transaction_portfolio=request)
assert (portfolio.id.code == request.code)
return portfolio.id.code
def request_transaction_portfolio_creation(portfolio_code,
portfolio_creation_date,
analyst_scope_code, description,
api_factory):
# Create the request to add our portfolio
transaction_portfolio_request = models.CreateTransactionPortfolioRequest(
display_name=portfolio_code,
code=portfolio_code,
base_currency='GBP',
description='Paper transaction portfolio',
created=portfolio_creation_date)
# Call LUSID to create our portfolio
portfolio_response = api_factory.build(
lusid.api.TransactionPortfoliosApi).create_portfolio(
scope=analyst_scope_code,
create_transaction_portfolio_request=transaction_portfolio_request)
# Pretty print the response from LUSID
prettyprint.portfolio_response(portfolio_response)
def create_portfolio(self):
# Details of new portfolio to be created
effective_date = datetime(2020, 12, 1, 0, 0, tzinfo=pytz.utc)
create_portfolio_request = models.CreateTransactionPortfolioRequest(
code=self.code,
display_name=self.code,
base_currency="GBP",
created=effective_date,
)
# create portfolio
try:
self.transaction_portfolios_api.create_portfolio(
scope=self.scope,
create_transaction_portfolio_request=create_portfolio_request,
)
except lusid.ApiException as e:
if json.loads(e.body)["name"] == "PortfolioWithIdAlreadyExists":
self.root_logger.info(
f"Portfolio {create_portfolio_request.code} already exists"
)
def test_create_portfolio(self):
_, scope, portfolio_code = self.id_generator.generate_scope_and_code(
"portfolio",
scope=TestDataUtilities.tutorials_scope,
code_prefix="portfolio-")
# details of the new portfolio to be created, created here with the minimum set of mandatory fields
request = models.CreateTransactionPortfolioRequest(
# descriptive name for the portfolio
display_name=portfolio_code,
# unique portfolio code, portfolio codes must be unique across scopes
code=portfolio_code,
base_currency="GBP")
# create the portfolio in LUSID in the specified scope
result = self.transaction_portfolios_api.create_portfolio(
scope=scope, create_transaction_portfolio_request=request)
self.assertEqual(result.id.code, request.code)
def test_12_pg_add_portfolios_different_scopes(self) -> None:
"""
Test description:
-----------------
Here we test adding portfolios with multiple scopes.
Expected outcome:
-----------------
Request should be successful - returned with portfolios with multiple scopes.
"""
test_case_scope = create_scope_id()
data_frame = self.csv_to_data_frame_with_scope(
"data/port_group_tests/test_12_pg_add_portfolios_different_scopes.csv",
self.portfolio_scope,
)
port_scope_for_test = create_scope_id()
self.api_factory.build(lusid.api.TransactionPortfoliosApi).create_portfolio(
scope=port_scope_for_test,
create_transaction_portfolio_request=models.CreateTransactionPortfolioRequest(
display_name=data_frame["FundCode"][0],
code=data_frame["FundCode"][0],
base_currency="GBP",
),
)
port_group_request = lusid.models.CreatePortfolioGroupRequest(
code=data_frame["PortGroupCode"][0],
display_name=data_frame["PortGroupCode"][0],
values=[
lusid.models.ResourceId(
code=data_frame["FundCode"][0], scope=port_scope_for_test
)
],
)
self.api_factory.build(lusid.api.PortfolioGroupsApi).create_portfolio_group(
scope=test_case_scope, create_portfolio_group_request=port_group_request,
)
responses = self.cocoon_load_from_dataframe(
scope=test_case_scope, data_frame=data_frame,
)
self.log_error_requests_title("portfolio_groups", responses)
self.assertTrue(
expr=all(
[
id in responses["portfolio_groups"]["success"][0].portfolios
for id in [
lusid.models.ResourceId(
code=data_frame["FundCode"][1], scope=data_frame["Scope"][1]
),
lusid.models.ResourceId(
code=data_frame["FundCode"][0], scope=port_scope_for_test
),
lusid.models.ResourceId(
code=data_frame["FundCode"][0], scope=data_frame["Scope"][0]
),
lusid.models.ResourceId(
code=data_frame["FundCode"][2], scope=data_frame["Scope"][2]
),
]
]
)
)
token=lusid.utilities.RefreshingToken(config),
api_secrets_filename=secrets_file_path)
api_client = api_factory.api_client
instruments_api = api_factory.build(lusid.api.InstrumentsApi)
tx_portfolios_api = api_factory.build(lusid.api.TransactionPortfoliosApi)
# Create a portfolio
# You need to set the timezone or it will throw an error
portfolio_creation_date = datetime.datetime(2021, 3, 20, tzinfo=pytz.utc)
scope = "GettingStartedScope"
guid = uuid.uuid4()
portfolio_request = models.CreateTransactionPortfolioRequest(
display_name=f"Portfolio-{guid}",
code=f"Id-{guid}",
base_currency="GBP",
created=portfolio_creation_date)
portfolio = tx_portfolios_api.create_portfolio(
scope, create_transaction_portfolio_request=portfolio_request)
portfolio_code = portfolio.id.code
print("portfolio:", portfolio_code)
# Add instruments
# FIGIs are from https://www.openfigi.com/search#!?page=1
figis_to_create = {
figi: models.InstrumentDefinition(
name=name, identifiers={"Figi": models.InstrumentIdValue(value=figi)})
for figi, name in [("BBG000C6K6G9",
"VODAFONE GROUP PLC"), ("BBG000C04D57",
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)
config = ApiConfigurationLoader.load(secrets_file_path)
api_factory = lusid.utilities.ApiClientFactory(
token=lusid.utilities.RefreshingToken(config),
api_secrets_filename=secrets_file_path
)
# Create portfolio
tx_portfolios_api = api_factory.build(lusid.api.TransactionPortfoliosApi)
scope = "GettingStartedScope"
guid = uuid.uuid4()
portfolio_request = models.CreateTransactionPortfolioRequest(
display_name=f"Portfolio-{guid}",
code=f"Id-{guid}",
base_currency="GBP",
created=datetime.datetime(2021, 3, 20, tzinfo=pytz.utc)
)
portfolio = tx_portfolios_api.create_portfolio(scope, create_transaction_portfolio_request=portfolio_request)
portfolio_code = portfolio.id.code
print("Porfolio Code:", portfolio_code)
# Upsert instruments
instruments_api = api_factory.build(lusid.api.InstrumentsApi)
# FIGI is from https://www.openfigi.com/id/BBG000C6K6G9
figis_to_create = {
"BBG000C6K6G9": models.InstrumentDefinition(name="VODAFONE GROUP PLC",
identifiers={"Figi": models.InstrumentIdValue(value="BBG000C6K6G9")}
)