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')
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=self.__position_context.position_date,
positions=tuple(
Position(
asset_id=GsAssetApi.get_or_create_asset_from_instrument(i))
for i in self.instruments))
if len(position_set.positions) > 0:
GsPortfolioApi.update_positions(self.__id, [position_set])
def get_latest_positions(cls, portfolio_id: str, position_type: str = 'close') -> Union[PositionSet, dict]:
url = '/portfolios/{id}/positions/last?type={ptype}'.format(id=portfolio_id, ptype=position_type)
results = GsSession.current._get(url)['results']
# Annoyingly, different types are returned depending on position_type
if isinstance(results, dict) and 'positions' in results:
results['positions'] = tuple(Position.from_dict(p) for p in results['positions'])
return PositionSet.from_dict(results)
def save(self):
if not self.name:
raise ValueError('name not set')
try:
portfolio_id = GsPortfolioApi.get_portfolio_by_name(self.name).id
except ValueError:
from gs_quant.target.portfolios import Portfolio as MarqueePortfolio
portfolio_id = GsPortfolioApi.create_portfolio(MarqueePortfolio('USD', self.name)).id
_logger.info('Created Marquee portfolio with ID: {}'.format(portfolio_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(portfolio_id, (position_set,))
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, ))