def get_view(self,
mode: FactorRiskViewsMode,
factor: str = None,
factor_category: str = None,
start_date: dt.date = None,
end_date: dt.date = None,
currency: Currency = None) -> Dict:
"""
Get the results associated with the factor risk report as seen on the Marquee user interface
:param mode: views mode
:param factor: optional factor name
:param factor_category: optional factor category
:param start_date: start date
:param end_date: end date
:param currency: currency
:return: risk report results
"""
return GsReportApi.get_factor_risk_report_view(
risk_report_id=self.id,
view=mode.value,
factor=factor,
factor_category=factor_category,
currency=currency,
start_date=start_date,
end_date=end_date
)
def test_get_factor_risk_report_view(mocker):
report_id = 'RP123'
mock_response = {
"summary": {
"riskModel": "BARRA_USSLOWL",
"fxHedged": True,
"assetCount": 1,
"longExposure": 415,
"shortExposure": 0,
"factorProportionOfRisk": 70.28206437467601,
"specificProportionOfRisk": 29.71793562532398,
"date": "2021-08-12"
}
}
# 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 = GsReportApi.get_factor_risk_report_view(report_id, view='Risk')
GsSession.current._get.assert_called_with(f'/risk/factors/reports/{report_id}/views?view=Risk')
assert response == mock_response
