def test_get_portfolio_positions_for_date(mocker):
id_1 = 'MP1'
date = dt.date(2019, 2, 18)
mock_response = {'results': (
PositionSet.from_dict({
'id': 'mock1',
'positionDate': '2019-02-18',
'lastUpdateTime': '2019-02-19T12:10:32.401Z',
'positions': [
{'assetId': 'MQA123', 'quantity': 0.3},
{'assetId': 'MQA456', 'quantity': 0.7}
]
}),
)}
expected_response = (
PositionSet('mock1', date, dup.parse('2019-02-19T12:10:32.401Z'), (
Position(assetId='MQA123', quantity=0.3),
Position(assetId='MQA456', quantity=0.7)
))
)
# 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_for_date(id_1, date)
GsSession.current._get.assert_called_with('/portfolios/{id}/positions/{d}?type=close'.format(id=id_1, d=date), cls=PositionSet)
assert response == expected_response
def from_portfolio_id(portfolio_id: str, date=None):
portfolio = GsPortfolioApi.get_portfolio(portfolio_id)
response = GsPortfolioApi.get_positions_for_date(portfolio_id, date) if date else \
GsPortfolioApi.get_latest_positions(portfolio_id)
response = response[0] if isinstance(response, tuple) else response
positions = response.positions if isinstance(
response, PositionSet) else response['positions']
instruments = GsAssetApi.get_instruments_for_positions(positions)
ret = Portfolio(instruments, name=portfolio.name)
ret.__id = portfolio_id
return ret
def get_position_set_for_date(self,
date: dt.date,
position_type: PositionType = PositionType.CLOSE) -> PositionSet:
if self.positioned_entity_type == EntityType.ASSET:
response = GsAssetApi.get_asset_positions_for_date(self.id, date, position_type)[0]
return PositionSet.from_target(response)
if self.positioned_entity_type == EntityType.PORTFOLIO:
response = GsPortfolioApi.get_positions_for_date(portfolio_id=self.id,
position_date=date,
position_type=position_type.value)
return PositionSet.from_target(response) if response else None
raise NotImplementedError
def _get_instruments(self, position_date: dt.date, in_place: bool, return_priceables: bool = True):
if self.id:
dates_prior = list(filter(lambda date: date < position_date,
GsPortfolioApi.get_position_dates(self.id)))
if len(dates_prior) == 0:
raise ValueError('Your portfolio has no positions on the PositionContext date')
date = max(dates_prior)
response = GsPortfolioApi.get_positions_for_date(self.id, date)
positions = response.positions if response else []
instruments = GsAssetApi.get_instruments_for_positions(positions)
if in_place:
self.__priceables = instruments
return instruments
return self.__priceables if return_priceables else self.all_instruments
