def save(self, overwrite: Optional[bool] = False):
if self.portfolios:
raise ValueError('Cannot save portfolios with nested portfolios')
if self.__id:
if not overwrite:
raise ValueError(
f'Portfolio with id {id} already exists. Use overwrite=True to overwrite'
)
else:
if not self.__name:
raise ValueError('name not set')
self.__id = GsPortfolioApi.create_portfolio(
MarqueePortfolio('USD', self.__name)).id
_logger.info(
f'Created Marquee portfolio {self.__name} with id {self.__id}')
position_set = PositionSet(
position_date=self.__position_context.position_date,
positions=tuple(
Position(
asset_id=GsAssetApi.get_or_create_asset_from_instrument(i))
for i in self.instruments))
if len(position_set.positions) > 0:
GsPortfolioApi.update_positions(self.__id, [position_set])
def _create(self):
# If a priceables portfolio, try resolving to MQ portfolio
if self.__priceables:
self.save()
self.priceables = None
return
# If a positions portfolio, create using MQ API
port = GsPortfolioApi.create_portfolio(
portfolio=MQPortfolio(name=self.name,
currency=self.currency,
entitlements=self.entitlements.to_target()))
PositionedEntity.__init__(self, port.id, EntityType.PORTFOLIO)
Entity.__init__(self, port.id, EntityType.PORTFOLIO)
self.__id = port.id
self._PositionedEntity__entity_type = EntityType.PORTFOLIO
self.entitlements = Entitlements.from_target(port.entitlements)
self.currency = Currency(port.currency)
# If the portfolio contains positions, upload them to the MQ portfolio and schedule reports
if self.position_sets:
position_sets = self.position_sets
self.position_sets = None
self.update_positions(position_sets, False)
self._schedule_first_reports(
[pos_set.date for pos_set in position_sets])
self.position_sets = None
def test_create_portfolio(mocker):
id_1 = 'MP1'
portfolio = Portfolio(id=id_1, currency='USD', name='Example Port')
# mock GsSession
mocker.patch.object(GsSession.__class__, 'current', return_value=GsSession.get(Environment.QA, 'client_id', 'secret'))
mocker.patch.object(GsSession.current, '_post', return_value=portfolio)
# run test
response = GsPortfolioApi.create_portfolio(portfolio)
GsSession.current._post.assert_called_with('/portfolios', portfolio, cls=Portfolio)
assert response == portfolio
def save(self):
if not self.name:
raise ValueError('name not set')
try:
portfolio_id = GsPortfolioApi.get_portfolio_by_name(self.name).id
except ValueError:
from gs_quant.target.portfolios import Portfolio as MarqueePortfolio
portfolio_id = GsPortfolioApi.create_portfolio(MarqueePortfolio('USD', self.name)).id
_logger.info('Created Marquee portfolio with ID: {}'.format(portfolio_id))
position_set = PositionSet(
position_date=dt.date.today(),
positions=tuple(Position(asset_id=GsAssetApi.get_or_create_asset_from_instrument(i))
for i in self.instruments))
GsPortfolioApi.update_positions(portfolio_id, (position_set,))
def save(self, overwrite: Optional[bool] = False):
if self.portfolios:
raise ValueError('Cannot save portfolios with nested portfolios')
if self.__id:
if not overwrite:
raise ValueError(
f'Portfolio with id {id} already exists. Use overwrite=True to overwrite'
)
else:
if not self.__name:
raise ValueError('name not set')
try:
self.__id = GsPortfolioApi.get_portfolio_by_name(
self.__name).id
if not overwrite:
raise RuntimeError(
f'Portfolio {self.__name} with id {self.__id} already exists. Use overwrite=True to overwrite'
)
except ValueError:
from gs_quant.target.portfolios import Portfolio as MarqueePortfolio
self.__id = GsPortfolioApi.create_portfolio(
MarqueePortfolio('USD', self.__name)).id
_logger.info(
f'Created Marquee portfolio {self.__name} with id {self.__id}'
)
position_set = PositionSet(
position_date=dt.date.today(),
positions=tuple(
Position(
asset_id=GsAssetApi.get_or_create_asset_from_instrument(i))
for i in self.instruments))
GsPortfolioApi.update_positions(self.__id, (position_set, ))
