def _create(self):
# If a priceables portfolio, try resolving to MQ portfolio
if self.__priceables:
self.save()
self.priceables = None
return
# If a positions portfolio, create using MQ API
port = GsPortfolioApi.create_portfolio(
portfolio=MQPortfolio(name=self.name,
currency=self.currency,
entitlements=self.entitlements.to_target()))
PositionedEntity.__init__(self, port.id, EntityType.PORTFOLIO)
Entity.__init__(self, port.id, EntityType.PORTFOLIO)
self.__id = port.id
self._PositionedEntity__entity_type = EntityType.PORTFOLIO
self.entitlements = Entitlements.from_target(port.entitlements)
self.currency = Currency(port.currency)
# If the portfolio contains positions, upload them to the MQ portfolio and schedule reports
if self.position_sets:
position_sets = self.position_sets
self.position_sets = None
self.update_positions(position_sets, False)
self._schedule_first_reports(
[pos_set.date for pos_set in position_sets])
self.position_sets = None
def __init__(self,
priceables: Optional[Union[PriceableImpl,
Iterable[PriceableImpl],
dict]] = (),
name: Optional[str] = 'Portfolio ' +
dt.datetime.today().strftime("%d %b, %Y"),
position_sets: Optional[List] = None,
currency: Optional[Currency] = Currency.USD,
entitlements: Entitlements = None,
*,
portfolio_id: str = None):
"""
Creates a portfolio object which can be used to hold instruments
:param priceables: constructed with an instrument, portfolio, iterable of either, or a dictionary where
key is name and value is a priceable
"""
PriceableImpl.__init__(self)
Entity.__init__(self, portfolio_id, EntityType.PORTFOLIO)
self.__name = name
self.__id = portfolio_id
self.__currency = currency
self.__need_to_schedule_reports = False
self.__entitlements = entitlements if entitlements else Entitlements()
self.__position_sets = position_sets
# Can't initialize a portfolio with both priceables or position sets
if priceables and position_sets:
raise ValueError(
'Cannot initialize a portfolio with both position sets and priceables. Please pick one.'
)
if portfolio_id:
# Can't add positions to an existing portfolio within the constructor
if position_sets:
raise ValueError(
'Cannot add positions to an existing portfolio at construction.'
'Please initialize the portfolio without the position sets and then update positions using the '
'update_positions(position_sets) function.')
PositionedEntity.__init__(self, portfolio_id, EntityType.PORTFOLIO)
if isinstance(priceables, dict):
priceables_list = []
for name, priceable in priceables.items():
priceable.name = name
priceables_list.append(priceable)
self.priceables = priceables_list
else:
self.priceables = priceables