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, ))