def update(self) -> Dict:
"""
Update your custom basket
:return: dictionary containing asset id and report id
**Usage**
Make updates to your basket's metadata, pricing options, publishing options, or composition
**See also**
:func:`get_details` :func:`poll_status` :func:`create`
"""
self.__finish_populating_attributes_for_existing_basket()
edit_inputs, rebal_inputs = self.__get_updates()
if edit_inputs is None and rebal_inputs is None:
raise MqValueError('Update failed: Nothing on the basket was changed')
elif edit_inputs is not None and rebal_inputs is None:
response = GsIndexApi.edit(self.id, edit_inputs)
elif rebal_inputs is not None and edit_inputs is None:
response = GsIndexApi.rebalance(self.id, rebal_inputs)
else:
response = self.__edit_and_rebalance(edit_inputs, rebal_inputs)
gs_asset = GsAssetApi.get_asset(self.id)
self.__latest_create_report = GsReportApi.get_report(response.report_id)
self.__error_messages.remove(ErrorMessage.UNMODIFIABLE)
self.__init__(gs_asset=gs_asset)
return response.as_dict()
def create(self) -> Dict:
"""
Create a new custom basket in Marquee
:return: dictionary containing asset id and report id
**Usage**
Create a new custom basket in Marquee
**See also**
:func:`get_details` :func:`poll_status` :func:`update`
"""
inputs, pricing, publish = {}, {}, {}
for prop in CustomBasketsCreateInputs.properties():
set_(inputs, prop, get(self, prop))
for prop in CustomBasketsPricingParameters.properties():
set_(pricing, prop, get(self, prop))
for prop in PublishParameters.properties():
set_(publish, prop, get(self, prop))
set_(inputs, 'position_set', self.position_set.to_target(common=False))
set_(inputs, 'pricing_parameters',
CustomBasketsPricingParameters(**pricing))
set_(inputs, 'publish_parameters', PublishParameters(**publish))
create_inputs = CustomBasketsCreateInputs(**inputs)
response = GsIndexApi.create(create_inputs)
gs_asset = GsAssetApi.get_asset(response.asset_id)
self.__latest_create_report = GsReportApi.get_report(
response.report_id)
self.__init__(gs_asset=gs_asset, _finish_init=True)
return response.as_dict()
def get(cls, report_id: str, acceptable_types: List[ReportType] = None):
# This map cant be instantiated / stored at the top of this file, bc the Factor/RiskReport classes aren't
# defined there. Don't know the best place to put this
report_type_to_class_type = {
ReportType.Portfolio_Factor_Risk: type(FactorRiskReport()),
ReportType.Asset_Factor_Risk: type(FactorRiskReport()),
ReportType.Portfolio_Performance_Analytics:
type(PerformanceReport())
}
report = GsReportApi.get_report(report_id=report_id)
if acceptable_types is not None and report.type not in acceptable_types:
raise MqValueError('Unexpected report type found.')
if report.type in report_type_to_class_type:
return report_type_to_class_type[report.type](
report_id=report.id,
position_source_id=report.position_source_id,
position_source_type=report.position_source_type,
report_type=report.type,
parameters=report.parameters,
status=report.status)
return Report(report_id=report.id,
position_source_id=report.position_source_id,
position_source_type=report.position_source_type,
report_type=report.type,
parameters=report.parameters,
status=report.status)
def get(cls, report_id: str, **kwargs):
"""
Get a thematic report from the unique report identifier
:param report_id: Marquee report ID
:return: returns a ThematicReport object that correlates to the Marquee report
"""
return cls.from_target(GsReportApi.get_report(report_id))
def poll_report(self, report_id: str, timeout: int = 600, step: int = 30):
poll = True
end = dt.datetime.now() + dt.timedelta(seconds=timeout)
while poll and dt.datetime.now() <= end:
try:
status = GsReportApi.get_report(report_id).status
if status not in set(ReportStatus.error,
ReportStatus.cancelled,
ReportStatus.done):
_logger.info(
f'Report is {status} as of {dt.datetime.now().isoformat()}'
)
time.sleep(step)
else:
poll = False
if status == ReportStatus.error:
raise MqError(
f'Report {report_id} has failed for {self.id}. \
Please reach out to the Marquee team for assistance.'
)
elif status == ReportStatus.cancelled:
_logger.info(
f'Report {report_id} has been cancelled. Please reach out to the \
Marquee team if you believe this is a mistake.'
)
else:
_logger.info(f'Report {report_id} is now complete')
except Exception as err:
raise MqError(
f'Could not fetch report status with error {err}')
raise MqError('The report is taking longer than expected to complete. \
Please check again later or reach out to the Marquee team for assistance.'
)
def __edit_and_rebalance(self, edit_inputs: CustomBasketsEditInputs,
rebal_inputs: CustomBasketsRebalanceInputs) -> CustomBasketsResponse:
""" If updates require edit and rebalance, rebal will not be scheduled until/if edit report succeeds """
_logger.info('Current update request requires multiple reports. Your rebalance request will be submitted \
once the edit report has completed. Submitting basket edits now...')
response = GsIndexApi.edit(self.id, edit_inputs)
report_id = response.report_id
self.__latest_create_report = GsReportApi.get_report(response.report_id)
report_status = self.poll_report(report_id, timeout=600, step=15)
if report_status != ReportStatus.done:
raise MqError(f'The basket edit report\'s status is {status}. The current rebalance request will \
not be submitted in the meantime.')
_logger.info('Your basket edits have completed successfuly. Submitting rebalance request now...')
response = GsIndexApi.rebalance(self.id, rebal_inputs)
return response
def test_get_report(mocker):
id_1 = 'MP1'
mock_response = Report.from_dict({'id': id_1, 'positionSourceType': 'Portfolio', 'positionSourceId': 'MP1',
'type': 'Portfolio Performance Analytics',
'parameters': {'transactionCostModel': 'FIXED'}})
# 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_report(id_1)
GsSession.current._get.assert_called_with('/reports/{id}'.format(id=id_1), cls=Report)
assert response == mock_response
def update(self) -> Dict:
"""
Update your custom basket
:return: dictionary containing asset id and report id
**Usage**
Make updates to your basket's metadata, pricing options, publishing options, or composition
**See also**
:func:`get_details` :func:`poll_status` :func:`create`
"""
edit_inputs, rebal_inputs = self.__get_updates()
entitlements = self.__entitlements.to_target()
response = None
if not entitlements == self.__initial_entitlements:
response = GsAssetApi.update_asset_entitlements(
self.id, entitlements)
if edit_inputs is None and rebal_inputs is None:
if response:
return response.as_dict()
raise MqValueError(
'Update failed: Nothing on the basket was changed')
elif edit_inputs is not None and rebal_inputs is None:
response = GsIndexApi.edit(self.id, edit_inputs)
elif rebal_inputs is not None and edit_inputs is None:
response = GsIndexApi.rebalance(self.id, rebal_inputs)
else:
response = self.__edit_and_rebalance(edit_inputs, rebal_inputs)
gs_asset = GsAssetApi.get_asset(self.id)
self.__latest_create_report = GsReportApi.get_report(
response.report_id)
self.__init__(gs_asset=gs_asset, _finish_init=True)
return response.as_dict()
def get(cls,
report_id: str,
acceptable_types: List[ReportType] = None):
return cls.from_target(GsReportApi.get_report(report_id))
def get_report_by_id(report_id: str) -> Report:
""" Hits GsReportsApi to retrieve a report from id """
return GsReportApi.get_report(report_id)
def __init__(self, report_id: str):
self.report = GsReportApi.get_report(report_id=report_id)
