def test_get_latest_portfolio_positions(mocker):
id_1 = 'MP1'
date = dt.date(2019, 2, 18)
mock_response = {'results': (
PositionSet.from_dict({
'id': 'mock1',
'positionDate': '2019-02-18',
'lastUpdateTime': '2019-02-19T12:10:32.401Z',
'positions': [
{'assetId': 'MQA123', 'quantity': 0.3},
{'assetId': 'MQA456', 'quantity': 0.7}
]
}),
)}
expected_response = (
PositionSet('mock1', date, dup.parse('2019-02-19T12:10:32.401Z'), (
Position(assetId='MQA123', quantity=0.3),
Position(assetId='MQA456', quantity=0.7)
))
)
# 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_latest_positions(id_1)
GsSession.current._get.assert_called_with('/portfolios/{id}/positions/last?type=close'.format(id=id_1), cls=PositionSet)
assert response == expected_response
def test_get_portfolio_positions(mocker):
id_1 = 'MP1'
start_date = dt.date(2019, 2, 18)
end_date = dt.date(2019, 2, 19)
mock_response = {'positionSets': (
{
'id': 'mock1',
'positionDate': '2019-02-18',
'lastUpdateTime': '2019-02-19T12:10:32.401Z',
'positions': [
{'assetId': 'MQA123', 'quantity': 0.3},
{'assetId': 'MQA456', 'quantity': 0.7}
]
},
{
'id': 'mock2',
'positionDate': '2019-02-19',
'lastUpdateTime': '2019-02-20T05:04:32.981Z',
'positions': [
{'assetId': 'MQA123', 'quantity': 0.4},
{'assetId': 'MQA456', 'quantity': 0.6}
]
}
)}
expected_response = (
PositionSet('mock1', start_date, dup.parse('2019-02-19T12:10:32.401Z'), (
Position(assetId='MQA123', quantity=0.3),
Position(assetId='MQA456', quantity=0.7)
)),
PositionSet('mock2', end_date, dup.parse('2019-02-20T05:04:32.981Z'), (
Position(assetId='MQA123', quantity=0.4),
Position(assetId='MQA456', quantity=0.6)
))
)
# 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_positions(id_1, start_date, end_date)
GsSession.current._get.assert_called_with(
'/portfolios/{id}/positions?type=close&startDate={sd}&endDate={ed}'.format(id=id_1, sd=start_date, ed=end_date))
assert response == expected_response
def test_create(mocker):
portfolio = Portfolio(position_sets=(PositionSet(
positions=(Position(asset_id='MA4B66MW5E27UAHKG34', quantity=50), ),
date=datetime.date(2020, 1, 1)), ),
name='Test Portfolio',
currency='EUR')
mq_portfolio = MQPortfolio(
name='Test Portfolio',
currency='EUR',
id='portfolio_id',
entitlements=Entitlements(admin=('guid:12345', )))
mocker.patch.object(GsSession.current, '_post', return_value=mq_portfolio)
mocker.patch.object(GsSession.current, '_put', return_value=())
mocker.patch.object(Portfolio, 'update_positions', return_value=())
mocker.patch.object(Portfolio, '_schedule_first_reports', return_value=())
mocker.patch.object(User,
'get_many',
return_value=([
User(user_id='12345',
name='Fake User',
email='*****@*****.**',
company='Goldman Sachs')
]))
portfolio._create()
assert portfolio.currency.value == 'EUR'
def test_get_positions(mocker):
positions = {
'positionSets': [{
'positionDate':
'2020-01-01',
'positions': [{
'asset_id': 'asset_id_1',
'quantity': 100
}, {
'asset_id': 'asset_id_2',
'quantity': 150
}]
}]
}
position_set = PositionSet(positions=[
Position(asset_id='asset_id_1', quantity=100),
Position(asset_id='asset_id_2', quantity=150)
],
date=datetime.date(2020, 1, 1))
portfolio = test_pull_from_marquee(mocker)
mocker.patch.object(GsSession.current, '_get', return_value=positions)
mocker.patch.object(PositionSet, 'from_target', return_value=position_set)
returned_positions = portfolio.get_position_sets()
assert returned_positions[0].date == datetime.date(2020, 1, 1)
def test_get_asset(mocker):
marquee_id = 'MA1234567890'
mock_response = GsAsset(AssetClass.Equity, GsAssetType.Single_Stock,
'Test Asset')
# 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=mock_response)
asset = SecurityMaster.get_asset(marquee_id, AssetIdentifier.MARQUEE_ID)
assert asset.name == "Test Asset"
assert asset.get_type() == AssetType.STOCK
asset = SecurityMaster.get_asset(marquee_id,
AssetIdentifier.MARQUEE_ID,
as_of=dt.date.today())
assert asset.name == "Test Asset"
assert asset.get_type() == AssetType.STOCK
asset = SecurityMaster.get_asset(marquee_id,
AssetIdentifier.MARQUEE_ID,
as_of=dt.datetime.utcnow())
assert asset.name == "Test Asset"
assert asset.get_type() == AssetType.STOCK
mock_response = GsAsset(AssetClass.Equity, GsAssetType.Index, 'Test Asset')
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
asset = SecurityMaster.get_asset(marquee_id, AssetIdentifier.MARQUEE_ID)
assert asset.name == "Test Asset"
assert asset.get_type() == AssetType.INDEX
mock_response = GsAsset(AssetClass.Equity, GsAssetType.Future,
'Test Asset')
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
asset = SecurityMaster.get_asset(marquee_id, AssetIdentifier.MARQUEE_ID)
assert asset.name == "Test Asset"
assert asset.get_type() == AssetType.FUTURE
mock_response = GsAsset(AssetClass.Equity, GsAssetType.ETF, 'Test Asset')
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
asset = SecurityMaster.get_asset(marquee_id, AssetIdentifier.MARQUEE_ID)
assert asset.name == "Test Asset"
assert asset.get_type() == AssetType.ETF
mock_response = GsAsset(AssetClass.Equity,
GsAssetType.Custom_Basket,
'Test Asset',
id_=marquee_id)
mock_positions = PositionSet(positions=tuple(
[Position(asset_id='asset_1', quantity=100)]),
position_date=dt.date(2021, 1, 1),
divisor=100)
mock_price = {'price': 100}
mock_position_data = {
'asset_1': [{
'id': 'asset_1',
'name': 'Asset 1',
'bbid': 'A1 BBID'
}]
}
mock_report = Report(marquee_id, 'Asset', 'Basket Create',
ReportParameters())
mocker.patch.object(GsAssetApi,
'get_latest_positions',
return_value=mock_positions)
mocker.patch.object(GsReportApi, 'get_reports', return_value=mock_report)
mocker.patch.object(GsIndexApi, 'initial_price', return_value=mock_price)
mocker.patch.object(GsAssetApi,
'get_many_assets_data',
return_value=mock_position_data)
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
asset = SecurityMaster.get_asset(marquee_id, AssetIdentifier.MARQUEE_ID)
assert asset.name == "Test Asset"
assert asset.get_type() == AssetType.CUSTOM_BASKET
mock_response = {
'results': (GsAsset(id=marquee_id,
assetClass='Equity',
type='Single Stock',
name='Test 1'), ),
}
mocker.patch.object(GsSession.current, '_post', return_value=mock_response)
asset = SecurityMaster.get_asset('GS.N', AssetIdentifier.REUTERS_ID)
assert asset.name == "Test 1"
assert asset.get_type() == AssetType.STOCK
asset = SecurityMaster.get_asset('GS',
AssetIdentifier.TICKER,
exchange_code=ExchangeCode.NYSE)
assert asset.name == "Test 1"
assert asset.get_type() == AssetType.STOCK
asset = SecurityMaster.get_asset('GS',
AssetIdentifier.TICKER,
asset_type=AssetType.STOCK)
assert asset.name == "Test 1"
assert asset.get_type() == AssetType.STOCK
mocker.patch.object(GsSession.current,
'_post',
return_value={'results': ()})
asset = SecurityMaster.get_asset(marquee_id, AssetIdentifier.REUTERS_ID)
assert asset is None
def test_asset_identifiers(mocker):
marquee_id = 'MA1234567890'
mocker.patch.object(GsSession,
'default_value',
return_value=GsSession.get(Environment.QA, 'client_id',
'secret'))
mock_response = GsAsset(AssetClass.Equity,
GsAssetType.Custom_Basket,
'Test Asset',
id_=marquee_id)
mock_positions = PositionSet(positions=tuple(
[Position(asset_id='asset_1', quantity=100)]),
position_date=dt.date(2021, 1, 1),
divisor=100)
mock_price = {'price': 100}
mock_position_data = {
'asset_1': [{
'id': 'asset_1',
'name': 'Asset 1',
'bbid': 'A1 BBID'
}]
}
mock_report = Report(marquee_id, 'Asset', 'Basket Create',
ReportParameters())
mocker.patch.object(GsAssetApi,
'get_latest_positions',
return_value=mock_positions)
mocker.patch.object(GsReportApi, 'get_reports', return_value=mock_report)
mocker.patch.object(GsIndexApi, 'initial_price', return_value=mock_price)
mocker.patch.object(GsAssetApi,
'get_many_assets_data',
return_value=mock_position_data)
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
asset = SecurityMaster.get_asset(marquee_id, AssetIdentifier.MARQUEE_ID)
mock_response = {
'xrefs': ({
'startDate': '1952-01-01',
'endDate': '2018-12-31',
'identifiers': {
'ric': '.GSTHHOLD',
'bbid': 'GSTHHOLD',
'cusip': '9EQ24FOLD',
'ticker': 'GSTHHOLD'
}
}, {
'startDate': '2019-01-01',
'endDate': '2952-12-31',
'identifiers': {
'ric': '.GSTHHVIP',
'bbid': 'GSTHHVIP',
'cusip': '9EQ24FPE5',
'ticker': 'GSTHHVIP',
}
})
}
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
identifiers = asset.get_identifiers(dt.date.today())
assert identifiers[AssetIdentifier.REUTERS_ID.value] == '.GSTHHVIP'
assert identifiers[AssetIdentifier.BLOOMBERG_ID.value] == 'GSTHHVIP'
assert identifiers[AssetIdentifier.CUSIP.value] == '9EQ24FPE5'
assert identifiers[AssetIdentifier.TICKER.value] == 'GSTHHVIP'
assert asset.get_identifier(AssetIdentifier.REUTERS_ID,
as_of=dt.date.today()) == '.GSTHHVIP'
assert asset.get_identifier(AssetIdentifier.BLOOMBERG_ID,
as_of=dt.date.today()) == 'GSTHHVIP'
assert asset.get_identifier(AssetIdentifier.CUSIP,
as_of=dt.date.today()) == '9EQ24FPE5'
assert asset.get_identifier(AssetIdentifier.TICKER,
as_of=dt.date.today()) == 'GSTHHVIP'
market = PricingContext(dt.date(2018, 3, 1))
with market:
identifiers = asset.get_identifiers()
assert identifiers[AssetIdentifier.REUTERS_ID.value] == '.GSTHHOLD'
assert identifiers[AssetIdentifier.BLOOMBERG_ID.value] == 'GSTHHOLD'
assert identifiers[AssetIdentifier.CUSIP.value] == '9EQ24FOLD'
assert identifiers[AssetIdentifier.TICKER.value] == 'GSTHHOLD'
market = PricingContext(dt.date(2018, 3, 1))
with market:
identifiers = asset.get_identifiers()
assert identifiers[AssetIdentifier.REUTERS_ID.value] == '.GSTHHOLD'
assert identifiers[AssetIdentifier.BLOOMBERG_ID.value] == 'GSTHHOLD'
assert identifiers[AssetIdentifier.CUSIP.value] == '9EQ24FOLD'
assert identifiers[AssetIdentifier.TICKER.value] == 'GSTHHOLD'