def get_latest_positions(asset_id: str,
position_type: PositionType = None
) -> PositionSet:
url = '/assets/{id}/positions/last'.format(id=asset_id)
if position_type is not None and position_type is not PositionType.ANY:
url += '?type={ptype}'.format(ptype=position_type if isinstance(
position_type, str) else position_type.value)
results = GsSession.current._get(url)['results']
return PositionSet.from_dict(results)
def get_asset_positions_for_date(
asset_id: str,
position_date: dt.date,
position_type: PositionType = None,
) -> Tuple[PositionSet, ...]:
position_date_str = position_date.isoformat()
url = '/assets/{id}/positions/{date}'.format(id=asset_id, date=position_date_str)
if position_type is not None:
url += '?type=' + position_type.value
results = GsSession.current._get(url)['results']
return tuple(PositionSet.from_dict(r) for r in results)
def get_asset_positions_for_date(
asset_id: str,
position_date: dt.date,
position_type: PositionType = None,
) -> Tuple[PositionSet, ...]:
position_date_str = position_date.isoformat()
url = f'/assets/{asset_id}/positions/{position_date_str}'
if position_type is not None:
url += f'?type={position_type}' if isinstance(
position_type, str) else f'?type={position_type.value}'
results = GsSession.current._get(url)['results']
return tuple(PositionSet.from_dict(r) for r in results)
def get_asset_positions_for_dates(
asset_id: str,
start_date: dt.date,
end_date: dt.date,
position_type: PositionType = PositionType.CLOSE,
) -> Tuple[PositionSet, ...]:
position_type = position_type if isinstance(
position_type, str) else position_type.value
position_sets = []
periods = (end_date - start_date).days // 30
start_date_str = start_date.isoformat()
if periods > 0:
end_dates = pd.date_range(start=start_date,
end=end_date,
periods=periods,
closed='right')
for date in end_dates:
end_date_str = date.date().isoformat()
url = f'/assets/{asset_id}/positions?startDate={start_date_str}&endDate={end_date_str}&type={position_type}'
try:
position_sets += GsSession.current._get(
url)['positionSets']
start_date_str = (date.date() +
dt.timedelta(days=1)).isoformat()
except HTTPError as err:
raise ValueError(
f'Unable to fetch position data at {url} with {err}')
else:
end_date_str = end_date.isoformat()
url = f'/assets/{asset_id}/positions?startDate={start_date_str}&endDate={end_date_str}&type={position_type}'
try:
position_sets += GsSession.current._get(url)['positionSets']
except HTTPError as err:
raise ValueError(
f'Unable to fetch position data at {url} with {err}')
return tuple(PositionSet.from_dict(r) for r in position_sets)
def test_get_asset_positions_for_date(mocker):
marquee_id = 'MQA1234567890'
position_date = dt.date(2019, 2, 19)
mock_response = {
'results': ({
'id':
'mock1',
'positionDate':
'2019-02-19',
'lastUpdateTime':
'2019-02-19T12:10:32.401Z',
'positions': [{
'assetId': 'MQA123',
'quantity': 0.3
}, {
'assetId': 'MQA456',
'quantity': 0.7
}],
'type':
'open',
'divisor':
100
}, {
'id':
'mock2',
'positionDate':
'2019-02-19',
'lastUpdateTime':
'2019-02-20T05:04:32.981Z',
'positions': [{
'assetId': 'MQA123',
'quantity': 0.4
}, {
'assetId': 'MQA456',
'quantity': 0.6
}],
'type':
'close',
'divisor':
120
})
}
expected_response = (PositionSet(
'mock1', dt.date(2019, 2, 19), dup.parse('2019-02-19T12:10:32.401Z'),
(Position(assetId='MQA123', quantity=0.3),
Position(assetId='MQA456', quantity=0.7)), 'open', 100),
PositionSet(
'mock2', dt.date(2019, 2, 19),
dup.parse('2019-02-20T05:04:32.981Z'),
(Position(assetId='MQA123', quantity=0.4),
Position(assetId='MQA456', quantity=0.6)),
'close', 120))
# mock GsSession
mocker.patch.object(GsSession.__class__,
'current',
return_value=GsSession.get(Environment.QA, 'client_id',
'secret'))
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
# run test
response = GsAssetApi.get_asset_positions_for_date(marquee_id,
position_date)
GsSession.current._get.assert_called_with(
'/assets/{id}/positions/{date}'.format(id=marquee_id,
date=position_date))
testfixtures.compare(response, expected_response)
mock_response = {
'results': [{
'id':
'mock',
'positionDate':
'2019-02-19',
'lastUpdateTime':
'2019-02-20T05:04:32.981Z',
'positions': [{
'assetId': 'MQA123',
'quantity': 0.4
}, {
'assetId': 'MQA456',
'quantity': 0.6
}],
'type':
'close',
'divisor':
120
}]
}
expected_response = (PositionSet(
'mock', dt.date(2019, 2, 19), dup.parse('2019-02-20T05:04:32.981Z'),
(Position(assetId='MQA123', quantity=0.4),
Position(assetId='MQA456', quantity=0.6)), 'close', 120), )
# mock GsSession
mocker.patch.object(GsSession.__class__,
'current',
return_value=GsSession.get(Environment.QA, 'client_id',
'secret'))
mocker.patch.object(GsSession.current, '_get', return_value=mock_response)
# run test
response = GsAssetApi.get_asset_positions_for_date(marquee_id,
position_date, "close")
testfixtures.compare(response, expected_response)
GsSession.current._get.assert_called_with(
'/assets/{id}/positions/{date}?type=close'.format(id=marquee_id,
date=position_date))
