def save(self, overwrite: Optional[bool] = False):
if self.portfolios:
raise ValueError('Cannot save portfolios with nested portfolios')
if self.__id:
if not overwrite:
raise ValueError(
f'Portfolio with id {id} already exists. Use overwrite=True to overwrite'
)
else:
if not self.__name:
raise ValueError('name not set')
try:
self.__id = GsPortfolioApi.get_portfolio_by_name(
self.__name).id
if not overwrite:
raise RuntimeError(
f'Portfolio {self.__name} with id {self.__id} already exists. Use overwrite=True to overwrite'
)
except ValueError:
from gs_quant.target.portfolios import Portfolio as MarqueePortfolio
self.__id = GsPortfolioApi.create_portfolio(
MarqueePortfolio('USD', self.__name)).id
_logger.info(
f'Created Marquee portfolio {self.__name} with id {self.__id}'
)
position_set = PositionSet(
position_date=dt.date.today(),
positions=tuple(
Position(
asset_id=GsAssetApi.get_or_create_asset_from_instrument(i))
for i in self.instruments))
GsPortfolioApi.update_positions(self.__id, (position_set, ))
