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 from_dict(cls, obj):
workspace_components = obj['parameters']['components']
layout = obj['parameters']['layout']
stack = deque()
row_layout = ''
row_layouts = []
for c in layout[1:]:
if c == '(':
stack.append('(')
elif c == ')':
stack.pop()
if len(stack) == 0:
row_layouts.append(row_layout[row_layout.index('c'):])
row_layout = ''
row_layout += c
workspace_rows = [WorkspaceRow(components=Workspace._parse(row_layout, workspace_components))
for row_layout in row_layouts]
component_count = 0
# The rest of the components not in the layout should be selector components
selector_components = []
if component_count < len(workspace_components):
for i in range(component_count, len(workspace_components)):
component = workspace_components[i]
selector_components.append(TYPE_TO_COMPONENT[component['type']].from_dict(component))
params = obj['parameters']
tabs = [WorkspaceTab.from_dict(tab) for tab in params.get('tabs', [])]
return Workspace(name=obj['name'], rows=workspace_rows, selector_components=selector_components,
alias=obj.get('alias'), tabs=tabs,
entitlements=Entitlements.from_dict(obj.get('entitlements', {})),
description=obj.get('description'),
disclaimer=params.get('disclaimer'), maintainers=params.get('maintainers'))
def test_set_entitlements(mocker):
mock_portfolio = TargetPortfolio(id='MP',
currency='USD',
name='Example Port')
entitlements = Entitlements(view=EntitlementBlock(users=[
User(user_id='fakeId',
name='Fake User',
email='*****@*****.**',
company='Goldman Sachs')
]))
mocker.patch.object(GsPortfolioApi,
'get_portfolio',
return_value=mock_portfolio)
mocker.patch.object(GsPortfolioApi,
'get_position_dates',
return_value=[
dt.date(2020, 1, 2),
dt.date(2020, 2, 1),
dt.date(2020, 3, 1)
])
mocker.patch.object(GsPortfolioApi,
'get_positions_for_date',
return_value=None)
mocker.patch.object(GsPortfolioApi, 'update_portfolio', return_value='')
# run test
pm = PortfolioManager('MP')
pm.set_entitlements(entitlements)
def get(cls, portfolio_id: str = None, name: str = None, **kwargs):
if portfolio_id is None and name is None:
raise MqValueError(
'Please specify a portfolio ID and/or portfolio name.')
portfolios = GsPortfolioApi.get_portfolios(
portfolio_ids=[portfolio_id] if portfolio_id else None,
portfolio_names=[name] if name else None)
if len(portfolios) == 0:
raise ValueError(
'No portfolios in Marquee match the requested name and/or ID.')
if len(portfolios) > 1:
portfolios = {
'Name': [p.name for p in portfolios],
'ID': [p.id for p in portfolios],
'Created Time': [p.created_time for p in portfolios]
}
cls._print_dict(portfolios)
raise ValueError(
'More than one portfolio matches the requested name and/or ID. To resolve,'
' please find the correct portfolio ID below and set it as your portfolio_id.'
)
port = portfolios[0]
return Portfolio(name=port.name,
portfolio_id=port.id,
currency=port.currency,
entitlements=Entitlements.from_target(
port.entitlements))
def get_entitlements(self) -> Entitlements:
if self.positioned_entity_type == EntityType.PORTFOLIO:
response = GsPortfolioApi.get_portfolio(self.id)
elif self.positioned_entity_type == EntityType.ASSET:
response = GsAssetApi.get_asset(self.id)
else:
raise NotImplementedError
return Entitlements.from_target(response.entitlements)
def set_entitlements(self, entitlements: Entitlements):
"""
Set the entitlements of a portfolio
:param entitlements: Entitlements object
"""
entitlements_as_target = entitlements.to_target()
portfolio_as_target = GsPortfolioApi.get_portfolio(self.__portfolio_id)
portfolio_as_target.entitlements = entitlements_as_target
GsPortfolioApi.update_portfolio(portfolio_as_target)
def __init__(self,
priceables: Optional[Union[PriceableImpl,
Iterable[PriceableImpl],
dict]] = (),
name: Optional[str] = 'Portfolio ' +
dt.datetime.today().strftime("%d %b, %Y"),
position_sets: Optional[List] = None,
currency: Optional[Currency] = Currency.USD,
entitlements: Entitlements = None,
*,
portfolio_id: str = None):
"""
Creates a portfolio object which can be used to hold instruments
:param priceables: constructed with an instrument, portfolio, iterable of either, or a dictionary where
key is name and value is a priceable
"""
PriceableImpl.__init__(self)
Entity.__init__(self, portfolio_id, EntityType.PORTFOLIO)
self.__name = name
self.__id = portfolio_id
self.__currency = currency
self.__need_to_schedule_reports = False
self.__entitlements = entitlements if entitlements else Entitlements()
self.__position_sets = position_sets
# Can't initialize a portfolio with both priceables or position sets
if priceables and position_sets:
raise ValueError(
'Cannot initialize a portfolio with both position sets and priceables. Please pick one.'
)
if portfolio_id:
# Can't add positions to an existing portfolio within the constructor
if position_sets:
raise ValueError(
'Cannot add positions to an existing portfolio at construction.'
'Please initialize the portfolio without the position sets and then update positions using the '
'update_positions(position_sets) function.')
PositionedEntity.__init__(self, portfolio_id, EntityType.PORTFOLIO)
if isinstance(priceables, dict):
priceables_list = []
for name, priceable in priceables.items():
priceable.name = name
priceables_list.append(priceable)
self.priceables = priceables_list
else:
self.priceables = priceables
def test_from_dict():
replace = Replacer()
mock = replace('gs_quant.api.gs.users.GsUsersApi.get_users', Mock())
mock.return_value = [
TargetUser.from_dict({
'id': 'userId',
'email': '*****@*****.**',
'name': 'Jane Doe',
'company': 'Goldman Sachs Group'
})
]
ent = Entitlements.from_dict({'edit': ['guid:userId', 'role:roleId']})
replace.restore()
assert ent.edit.users == [get_fake_user()]
assert ent.edit.roles == ['roleId']
def __finish_initialization(self):
""" Fetches remaining data not retrieved during basket initialization """
if has(self, 'id'):
if not has(self, '__initial_positions'):
position_set = GsAssetApi.get_latest_positions(
self.id, PositionType.ANY)
position_set = PositionSet.from_target(position_set)
self.__position_set = position_set
self.__divisor = get(position_set, 'divisor')
self.__initial_positions = set(
deepcopy(self.__position_set.positions))
set_(self.__initial_state, 'divisor', self.__divisor)
set_(self.__initial_state, 'position_set', self.__position_set)
if not has(self.__initial_state, 'initial_price'):
initial_price = GsIndexApi.initial_price(
self.id, dt.date.today())
self.__initial_price = get(initial_price, 'price')
set_(self.__initial_state, 'initial_price',
self.__initial_price)
if not has(self.__initial_state, 'publish_to_bloomberg'):
report = get(self, '__latest_create_report',
self.__get_latest_create_report())
self.__publish_to_bloomberg = get(
report, 'parameters.publish_to_bloomberg')
self.__publish_to_factset = get(
report, 'parameters.publish_to_factset')
self.__publish_to_reuters = get(
report, 'parameters.publish_to_reuters')
set_(self.__initial_state, 'publish_to_bloomberg',
self.__publish_to_bloomberg)
set_(self.__initial_state, 'publish_to_factset',
self.__publish_to_factset)
set_(self.__initial_state, 'publish_to_reuters',
self.__publish_to_reuters)
if not has(self, '__entitlements'):
self.__entitlements = BasketEntitlements.from_target(
self.__initial_entitlements)
self.__set_error_messages()
def get_entitlements(self):
entitlements_dict = self.get_entity().get('entitlements')
if entitlements_dict is None:
raise ValueError('This entity does not have entitlements.')
return Entitlements.from_dict(entitlements_dict)
def test_to_dict():
ent = Entitlements(edit=EntitlementBlock(users=[get_fake_user()],
groups=[get_fake_group()]))
as_dict = ent.to_dict()
assert as_dict == {'edit': ['guid:userId', 'group:groupId']}
def test_to_target():
ent = Entitlements(edit=EntitlementBlock(users=[get_fake_user()],
groups=[get_fake_group()]))
as_target = ent.to_target()
assert as_target.edit == ['guid:userId', 'group:groupId']
