コード例 #1
0
ファイル: baskets.py プロジェクト: EMAinasse/gs-quant
 def __init__(self, gs_asset: GsAsset = None, **kwargs):
     self.__error_messages = None
     if gs_asset:
         if gs_asset.type.value not in BasketType.to_list():
             raise MqValueError(
                 f'Failed to initialize. Asset {gs_asset.id} is not a basket'
             )
         self.__id = gs_asset.id
         self.__initial_entitlements = gs_asset.entitlements
         asset_entity: Dict = json.loads(
             json.dumps(gs_asset.as_dict(), cls=JSONEncoder))
         Asset.__init__(self,
                        gs_asset.id,
                        gs_asset.asset_class,
                        gs_asset.name,
                        exchange=gs_asset.exchange,
                        currency=gs_asset.currency,
                        entity=asset_entity)
         PositionedEntity.__init__(self, gs_asset.id, EntityType.ASSET)
         self.__populate_current_attributes_for_existing_basket(gs_asset)
     else:
         self.__populate_default_attributes_for_new_basket(**kwargs)
     self.__error_messages = set([])
     if get(kwargs, '_finish_init', False):
         self.__finish_initialization()
コード例 #2
0
    def __init__(self, identifier: str = None, gs_asset: GsAsset = None):
        if identifier:
            gs_asset = self.__get_gs_asset(identifier)

        if gs_asset:
            if gs_asset.type.value not in BasketTypes.to_list():
                raise MqValueError(
                    f'Failed to initialize. Asset {gs_asset.id} of type {gs_asset.type.value} \
                    is not a basket')
            self.__id = gs_asset.id
            asset_entity: Dict = json.loads(
                json.dumps(gs_asset.as_dict(), cls=JSONEncoder))
            asset_parameters = get(asset_entity, 'parameters', {})
            Asset.__init__(self,
                           gs_asset.id,
                           gs_asset.asset_class,
                           gs_asset.name,
                           exchange=gs_asset.exchange,
                           currency=gs_asset.currency,
                           parameters=AssetParameters(**asset_parameters),
                           entity=asset_entity,
                           entitlements=gs_asset.entitlements)
            PositionedEntity.__init__(self, gs_asset.id, EntityType.ASSET)
            self.__populate_current_attributes_for_existing_basket(gs_asset)

        else:
            self.__raise_initialization_error(
                'use currently implemented class functionality')
コード例 #3
0
ファイル: index.py プロジェクト: xuover/gs-quant
    def __init__(self,
                 id_: str,
                 asset_class: AssetClass,
                 name: str,
                 exchange: Optional[str] = None,
                 currency: Optional[Currency] = None,
                 entity: Optional[Dict] = None):

        Asset.__init__(self,
                       id_,
                       asset_class,
                       name,
                       exchange,
                       currency,
                       entity=entity)
        PositionedEntity.__init__(self, id_, EntityType.ASSET)

        if entity:
            self.asset_type = AssetType(entity['type'])
        else:
            self.asset_type = AssetType.INDEX

        if self.__is_sts_index():
            self.tree_helper = TreeHelper(
                id_, tree_underlier_dataset='STS_UNDERLIER_WEIGHTS')
            self.tree_df = pd.DataFrame()
コード例 #4
0
 def __init__(self, identifier: str = None, gs_asset: GsAsset = None, **kwargs):
     user_tokens = get(GsUsersApi.get_current_user_info(), 'tokens', [])
     user_is_internal = 'internal' in user_tokens
     if identifier:
         gs_asset = self.__get_gs_asset(identifier)
     if gs_asset:
         if gs_asset.type.value not in BasketType.to_list():
             raise MqValueError(f'Failed to initialize. Asset {gs_asset.id} is not a basket')
         self.__id = gs_asset.id
         asset_entity: Dict = json.loads(json.dumps(gs_asset.as_dict(), cls=JSONEncoder))
         Asset.__init__(self, gs_asset.id, gs_asset.asset_class, gs_asset.name,
                        exchange=gs_asset.exchange, currency=gs_asset.currency, entity=asset_entity)
         PositionedEntity.__init__(self, gs_asset.id, EntityType.ASSET)
         user_is_admin = any(token in user_tokens for token in get(gs_asset.entitlements, 'admin', []))
         self.__populate_current_attributes_for_existing_basket(gs_asset)
         self.__set_error_messages(user_is_admin, user_is_internal, True)
         self.__populate_api_attrs = True
     else:
         self.__set_error_messages(True, user_is_internal, False)
         self.__populate_default_attributes_for_new_basket(**kwargs)
         self.__populate_api_attrs = False