def get_calendar(self, start_date: dt.date = None, end_date: dt.date = None) -> RiskModelCalendar:
""" Get risk model calendar for existing risk model between start and end date
:param start_date: list returned including and after start_date
:param end_date: list returned up to and including end_date """
calendar = GsRiskModelApi.get_risk_model_calendar(self.id)
if not start_date and not end_date:
return calendar
start_idx = get_closest_date_index(start_date, calendar.business_dates, 'after') if start_date else 0
end_idx = get_closest_date_index(end_date, calendar.business_dates, 'before') if end_date else len(
calendar.business_dates)
return RiskModelCalendar(calendar.business_dates[start_idx:end_idx + 1])
def test_get_risk_model_calendar(mocker):
calendar = RiskModelCalendar.from_dict(
{"businessDates": ["2020-01-01", "2020-11-01"]})
# mock GsSession
mocker.patch.object(GsSession.__class__,
'default_value',
return_value=GsSession.get(Environment.QA, 'client_id',
'secret'))
mocker.patch.object(GsSession.current, '_get', return_value=calendar)
# run test
response = GsRiskModelApi.get_risk_model_calendar('id')
GsSession.current._get.assert_called_with(
'/risk/models/{id}/calendar'.format(id='id'), cls=RiskModelCalendar)
assert response == calendar
def get_calendar(self) -> RiskModelCalendar:
""" Retrieve risk model calendar for existing risk model """
return GsRiskModelApi.get_risk_model_calendar(self.model.id)
