def setUpClass(cls) -> None:
secrets_file = Path(__file__).parent.parent.parent.joinpath(
"secrets.json")
cls.api_factory = lusid.utilities.ApiClientFactory(
api_secrets_filename=secrets_file)
cls.logger = logger.LusidLogger("debug")
cls.loop = cocoon.async_tools.start_event_loop_new_thread()
def setUpClass(cls) -> None:
secrets_file = Path(__file__).parent.parent.parent.joinpath(
"secrets.json")
cls.api_factory = lusid.utilities.ApiClientFactory(
api_secrets_filename=secrets_file)
cls.portfolios_api = cls.api_factory.build(lusid.api.PortfoliosApi)
cls.unique_id = create_scope_id()
cls.logger = logger.LusidLogger("debug")
cls.scope = "ModelFundTest"
cls.file_name = "data/reference-portfolio/reference-test.csv"
def setUpClass(cls):
secrets_file = Path(__file__).parent.parent.parent.joinpath(
"secrets.json")
cls.api_factory = lusid.utilities.ApiClientFactory(
api_secrets_filename=secrets_file)
cls.logger = logger.LusidLogger("debug")
cls.instruments_api = cls.api_factory.build(lusid.api.InstrumentsApi)
# Set test parameters as class methods
cls.scope = "TestScope"
cls.mapping_required = {
"name": "Name",
"definition.start_date": "Issue Date",
"definition.maturity_date": "Maturity Date",
"definition.dom_ccy": "Currency",
"definition.instrument_type": "Instrument Type",
"definition.principal": "Principal",
"definition.coupon_rate": "Coupon",
"definition.identifiers.ClientInternal": "Client Internal",
"definition.flow_conventions.currency": "Currency",
"definition.flow_conventions.payment_frequency":
"Payment Frequency",
"definition.flow_conventions.day_count_convention":
"Day Count Convention",
"definition.flow_conventions.roll_convention": "Roll Convention",
"definition.flow_conventions.payment_calendars":
"Payment Calendars",
"definition.flow_conventions.reset_calendars": "Reset Calendars",
"definition.flow_conventions.settle_days": "Settlement Days",
"definition.flow_conventions.reset_days": "Reset Days",
}
cls.mapping_optional = {}
cls.identifier_mapping = {
"Isin": "ISIN",
"ClientInternal": "Client Internal"
}
cls.file_name = "data/global-fund-fixed-income-master.csv"
def setUpClass(cls) -> None:
cls.logger = logger.LusidLogger("debug")
def setUpClass(cls) -> None:
secrets_file = Path(__file__).parent.parent.parent.joinpath(
"secrets.json")
cls.api_factory = lusid.utilities.ApiClientFactory(
api_secrets_filename=secrets_file)
cls.logger = logger.LusidLogger("debug")
def setUpClass(cls) -> None:
secrets_file = Path(__file__).parent.parent.parent.joinpath("secrets.json")
cls.logger = logger.LusidLogger("debug")
def setUpClass(cls) -> None:
# Use a mock of the lusid.ApiClientFactory
secrets_file = Path(__file__).parent.parent.parent.joinpath(
"secrets.json")
cls.api_factory = cls.MockApiFactory(api_secrets_filename=secrets_file)
cls.logger = logger.LusidLogger("debug")
def setUpClass(cls) -> None:
secrets_file = Path(__file__).parent.parent.parent.joinpath(
"secrets.json")
cls.api_factory = lusid.utilities.ApiClientFactory(
api_secrets_filename=secrets_file)
cls.logger = logger.LusidLogger("debug")
cls.scope = scope
portfolio_holdings = pd.read_csv(
Path(__file__).parent.joinpath("./data/holdings-example.csv"))
portfolio_groups = pd.read_csv(
Path(__file__).parent.joinpath("./data/portfolio-groups.csv"))
# Create portfolios
response = cocoon.load_from_data_frame(
api_factory=cls.api_factory,
scope=cls.scope,
data_frame=portfolio_holdings,
mapping_required={
"code": "FundCode",
"display_name": "FundCode",
"created": "$2010-10-09T08:00:00Z",
"base_currency": "$AUD",
},
mapping_optional={},
file_type="portfolios",
property_columns=[],
)
assert len(response["portfolios"]["errors"]) == 0
# Add holdings
response = cocoon.load_from_data_frame(
api_factory=cls.api_factory,
scope=cls.scope,
data_frame=portfolio_holdings,
mapping_required={
"code": "FundCode",
"effective_at": "Effective Date",
"tax_lots.units": "Quantity",
},
mapping_optional={
"tax_lots.cost.amount": "Local Market Value",
"tax_lots.cost.currency": "Local Currency Code",
"tax_lots.portfolio_cost": None,
"tax_lots.price": None,
"tax_lots.purchase_date": None,
"tax_lots.settlement_date": None,
},
file_type="holdings",
identifier_mapping={
"ClientInternal": "SEDOL Security Identifier",
"Currency": "is_cash_with_currency",
},
property_columns=[],
holdings_adjustment_only=True,
)
assert len(response["holdings"]["errors"]) == 0
# Create groups
response = cocoon.load_from_data_frame(
api_factory=cls.api_factory,
scope=cls.scope,
data_frame=portfolio_groups,
mapping_required={
"code": "PortGroupCode",
"display_name": "PortGroupDisplayName",
"created": "$2010-10-09T08:00:00Z",
},
mapping_optional={
"values.scope": f"${cls.scope}",
"values.code": "FundCode",
},
file_type="portfolio_group",
property_columns=[],
)
assert len(response["portfolio_groups"]["errors"]) == 0
# Create group with sub-groups
response = cls.api_factory.build(
lusid.api.PortfolioGroupsApi).create_portfolio_group(
scope=cls.scope,
create_portfolio_group_request=lusid.models.
CreatePortfolioGroupRequest(
code="SubGroups",
display_name="SubGroups",
created="2010-10-09T08:00:00Z",
values=[
lusid.models.ResourceId(scope=cls.scope,
code="Portfolio-Y")
],
sub_groups=[
lusid.models.ResourceId(scope=cls.scope, code="ABC12")
],
),
)
assert isinstance(response, lusid.models.PortfolioGroup)
