def schedule(self,
start_date: dt.date = None,
end_date: dt.date = None,
backcast: bool = None):
if None in [self.id, self.__position_source_id]:
raise MqValueError(
'Can only schedule reports with valid IDs and Position Source IDs.'
)
if self.position_source_type != PositionSourceType.Portfolio and None in [
start_date, end_date
]:
raise MqValueError(
'Must specify schedule start and end dates for report.')
if None in [start_date, end_date]:
position_dates = GsPortfolioApi.get_position_dates(
self.position_source_id)
if len(position_dates) == 0:
raise MqValueError(
'Cannot schedule reports for a portfolio with no positions.'
)
if start_date is None:
start_date = business_day_offset(min(position_dates) - relativedelta(years=1), -1, roll='forward') \
if backcast else min(position_dates)
if end_date is None:
end_date = min(
position_dates) if backcast else business_day_offset(
dt.date.today(), -1, roll='forward')
GsReportApi.schedule_report(report_id=self.id,
start_date=start_date,
end_date=end_date,
backcast=backcast)
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
def test_get_portfolio_position_dates(mocker):
id_1 = 'MP1'
mock_response = {'results': ('2019-02-18', '2019-02-19'), 'totalResults': 2}
expected_response = (dt.date(2019, 2, 18), dt.date(2019, 2, 19))
# 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_position_dates(id_1)
GsSession.current._get.assert_called_with('/portfolios/{id}/positions/dates'.format(id=id_1))
assert response == expected_response
def get_schedule_dates(self, backcast: bool) -> List[dt.date]:
"""
Get recommended start and end dates for a portfolio report scheduling job
:param backcast: true if reports should be backcasted
:return: a list of two dates, the first is the suggested start date and the second is the suggested end date
"""
position_dates = GsPortfolioApi.get_position_dates(self.__portfolio_id)
if len(position_dates) == 0:
raise MqValueError(
'Cannot schedule reports for a portfolio with no positions.')
if backcast:
start_date = business_day_offset(min(position_dates) -
relativedelta(years=1),
-1,
roll='forward')
end_date = min(position_dates)
else:
start_date = min(position_dates)
end_date = max(position_dates)
return [start_date, end_date]
def schedule(self, start_date: dt.date = None, end_date: dt.date = None):
if None in [self.id, self.__position_source_id]:
raise MqValueError(
'Can only schedule reports with valid IDs and Position Source IDs.'
)
if self.position_source_type != PositionSourceType.Portfolio and None in [
start_date, end_date
]:
raise MqValueError(
'Must specify schedule start and end dates for report.')
if None in [start_date, end_date]:
position_dates = GsPortfolioApi.get_position_dates(
self.position_source_id)
if len(position_dates) == 0:
raise MqValueError(
'Cannot schedule reports for a portfolio with no positions.'
)
if start_date is None:
start_date = min(position_dates)
if end_date is None:
end_date = max(position_dates)
GsReportApi.schedule_report(report_id=self.id,
start_date=start_date,
end_date=end_date)
def get_position_dates(self) -> Tuple[dt.date, ...]:
if self.positioned_entity_type == EntityType.PORTFOLIO:
return GsPortfolioApi.get_position_dates(portfolio_id=self.id)
if self.positioned_entity_type == EntityType.ASSET:
return GsAssetApi.get_position_dates(asset_id=self.id)
raise NotImplementedError
def get_position_dates(self):
if self.positioned_entity_type == EntityType.PORTFOLIO:
return GsPortfolioApi.get_position_dates(portfolio_id=self.id)
raise NotImplementedError
