def upload_partial_data(self,
data: RiskModelData,
target_universe_size: float = None):
""" Upload partial risk model data to existing risk model, if repeats in partial upload,
newer posted data will replace existing data on upload day """
GsRiskModelApi.upload_risk_model_data(
self.model.id,
data,
partial_upload=True,
target_universe_size=target_universe_size)
def test_upload_risk_model_data(mocker):
risk_model_data = {
'date':
'2020-02-05',
'assetData': {
'universe': ['2407966', '2046251', 'USD'],
'specificRisk': [12.09, 45.12, 3.09],
'factorExposure': [{
'1': 0.23,
'2': 0.023
}],
'historicalBeta': [0.12, 0.45, 1.2]
},
'factorData': [{
'factorId': '1',
'factorName': 'USD',
'factorCategory': 'Currency',
'factorCategoryId': 'CUR'
}],
'covarianceMatrix': [[0.089, 0.0123, 0.345]],
'issuerSpecificCovariance': {
'universeId1': ['2407966'],
'universeId2': ['2046251'],
'covariance': [0.03754]
},
'factorPortfolios': {
'universe': ['2407966', '2046251'],
'portfolio': [{
'factorId': 2,
'weights': [0.25, 0.75]
}]
}
}
# mock GsSession
mocker.patch.object(GsSession.__class__,
'default_value',
return_value=GsSession.get(Environment.QA, 'client_id',
'secret'))
mocker.patch.object(GsSession.current,
'_post',
return_value=risk_model_data)
# run test
response = GsRiskModelApi.upload_risk_model_data(
model_id='id', model_data=risk_model_data)
GsSession.current._post.assert_called_with(
'/risk/models/data/{id}'.format(id='id'),
risk_model_data,
cls=RiskModelData)
assert response == risk_model_data
def upload_data(self, data: RiskModelData):
""" Upload risk model data to existing risk model """
GsRiskModelApi.upload_risk_model_data(self.model.id, data)
