def get_many(cls,
ids: List[str] = None,
terms: List[str] = None,
vendors: List[str] = None,
names: List[str] = None,
coverages: List[str] = None,
limit: int = None):
""" Get a factor risk model from Marquee
:param ids: list of model identifiers in Marquee
:param terms: list of model terms
:param vendors: list of model vendors
:param names: list of model names
:param coverages: list of model coverages
:param limit: limit of number of models in response
:return: Factor Risk Model object
"""
models = GsRiskModelApi.get_risk_models(ids=ids,
terms=terms,
vendors=vendors,
names=names,
coverages=coverages,
limit=limit)
return cls.from_many_targets(models)
def test_get_risk_models(mocker):
mock_response = {
'results': [
RiskModel.from_dict({
"coverage": "Global",
"id": "WW_TEST_MODEL",
"name": "World Wide Medium Term Test Model",
"term": "Medium",
"vendor": "Goldman Sachs",
"universeIdentifier": "gsid",
"type": "Factor",
"version": 4
}),
RiskModel.from_dict({
"coverage": "Global",
"id": "WW_TEST_MODEL_2",
"name": "World Wide Medium Term Test Model 2",
"term": "Medium",
"vendor": "Goldman Sachs",
"universeIdentifier": "gsid",
"version": 2,
"type": "Thematic"
})
],
'totalResults':
2
}
expected_response = [
RiskModel(coverage='Global',
id='WW_TEST_MODEL',
name='World Wide Medium Term Test Model',
term='Medium',
vendor='Goldman Sachs',
universe_identifier='gsid',
version=4,
type='Factor'),
RiskModel(coverage='Global',
id='WW_TEST_MODEL_2',
name='World Wide Medium Term Test Model 2',
term='Medium',
vendor='Goldman Sachs',
universe_identifier='gsid',
version=2,
type='Thematic')
]
# 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)
# run test
response = GsRiskModelApi.get_risk_models()
GsSession.current._get.assert_called_with('/risk/models?', cls=RiskModel)
assert response == expected_response
