def test_create_reference_portfolio(self):
_, _, portfolio_code = self.id_generator.generate_scope_and_code(
"portfolio")
f39_reference_portfolio_name = "F39p_Reference Portfolio Name"
# Details of the new reference portfolio to be created
request = models.CreateReferencePortfolioRequest(
display_name=f39_reference_portfolio_name,
code=portfolio_code,
)
# Create the reference portfolio in LUSID in the tutorials scope
result = self.reference_portfolio_api.create_reference_portfolio(
scope=TestDataUtilities.tutorials_scope,
create_reference_portfolio_request=request,
)
self.assertEqual(result.id.code, request.code)
def request_reference_portfolio_creation(reference_portfolio_code,
portfolio_creation_date,
analyst_scope_code, api_factory):
# Create the request to add our portfolio
reference_portfolio_request = models.CreateReferencePortfolioRequest(
display_name=reference_portfolio_code,
code=reference_portfolio_code,
description='Paper reference portfolio',
created=portfolio_creation_date)
# Call LUSID to create our reference portfolio
portfolio_response = api_factory.build(
lusid.api.ReferencePortfolioApi).create_reference_portfolio(
scope=analyst_scope_code,
create_reference_portfolio_request=reference_portfolio_request)
# Pretty print our response from LUSID
prettyprint.portfolio_response(portfolio_response)
def test_create_reference_portfolio(self):
guid = str(uuid.uuid4())
# Details of the new reference portfolio to be created
request = models.CreateReferencePortfolioRequest(
display_name=f"portfolio-{guid}",
description="Test reference portfolio",
code=f"id-{guid}",
)
# Create the reference portfolio in LUSID in the tutorials scope
result = self.reference_portfolio_api.create_reference_portfolio(
scope=TestDataUtilities.tutorials_scope,
create_reference_portfolio_request=request,
)
self.assertEqual(result.id.code, request.code)
# Delete the portfolio once test complete
self.portfolios_api.delete_portfolio(
scope=TestDataUtilities.tutorials_scope, code=result.id.code)
def test_create_reference_portfolio(self):
f39_reference_portfolio_code = "F39p_ReferencePortfolioCode"
f39_reference_portfolio_name = "F39p_Reference Portfolio Name"
# Details of the new reference portfolio to be created
request = models.CreateReferencePortfolioRequest(
display_name=f39_reference_portfolio_name,
code=f39_reference_portfolio_code,
)
# Create the reference portfolio in LUSID in the tutorials scope
result = self.reference_portfolio_api.create_reference_portfolio(
scope=TestDataUtilities.tutorials_scope,
create_reference_portfolio_request=request,
)
self.assertEqual(result.id.code, request.code)
# Delete portfolio once the test is complete
self.portfolios_api.delete_portfolio(
scope=TestDataUtilities.tutorials_scope,
code=f39_reference_portfolio_code)
def test_upsert_reference_portfolio_constituents(self):
constituent_weights = [10, 20, 30, 15, 25]
effective_date = datetime(year=2021, month=3, day=29, tzinfo=pytz.UTC)
f40_reference_portfolio_code = "F40p_ReferencePortfolioCode"
f40_reference_portfolio_name = "F40p_Reference Portfolio Name"
# Create a new reference portfolio
request = models.CreateReferencePortfolioRequest(
display_name=f40_reference_portfolio_name,
code=f40_reference_portfolio_code,
created=effective_date,
)
self.reference_portfolio_api.create_reference_portfolio(
scope=TestDataUtilities.tutorials_scope,
create_reference_portfolio_request=request,
)
# Check that all instruments were created successfully
self.assertEqual(len(constituent_weights), len(self.instrument_ids))
# Create the constituent requests
individual_constituent_requests = [
models.ReferencePortfolioConstituentRequest(
instrument_identifiers={
TestDataUtilities.lusid_luid_identifier: instrument_id
},
weight=constituent_weight,
currency="GBP",
) for instrument_id, constituent_weight in zip(
self.instrument_ids, constituent_weights)
]
# Create a bulk constituent upsert request
bulk_constituent_request = models.UpsertReferencePortfolioConstituentsRequest(
effective_from=effective_date,
weight_type="Static",
constituents=individual_constituent_requests,
)
# Make the upsert request via the reference portfolio API
self.reference_portfolio_api.upsert_reference_portfolio_constituents(
scope=TestDataUtilities.tutorials_scope,
code=f40_reference_portfolio_code,
upsert_reference_portfolio_constituents_request=
bulk_constituent_request,
)
# Get reference portfolio holdings
constituent_holdings = (
self.reference_portfolio_api.get_reference_portfolio_constituents(
scope=TestDataUtilities.tutorials_scope,
code=f40_reference_portfolio_code,
))
# Validate count of holdings
self.assertEqual(len(constituent_holdings.constituents), 5)
# Validate instruments on holdings
for constituent, upserted_instrument in zip(
constituent_holdings.constituents, self.instrument_ids):
self.assertEqual(constituent.instrument_uid, upserted_instrument)
# Validate holding weights
for constituent, weight in zip(constituent_holdings.constituents,
constituent_weights):
self.assertEqual(constituent.weight, weight)
# Delete portfolio once the test is complete
self.portfolios_api.delete_portfolio(
scope=TestDataUtilities.tutorials_scope,
code=f40_reference_portfolio_code)