def save_as_quote(self, overwrite: Optional[bool] = False):
if self.portfolios:
raise ValueError('Cannot save portfolios with nested portfolios')
pricing_context = self._pricing_context
request = RiskRequest(
tuple(
RiskPosition(instrument=i, quantity=i.instrument_quantity)
for i in self.instruments), (ResolvedInstrumentValues, ),
pricing_and_market_data_as_of=(PricingDateAndMarketDataAsOf(
pricing_date=pricing_context.pricing_date,
market=pricing_context.market), ))
if self.__id:
if not overwrite:
raise ValueError(
f'Quote with id {id} already exists. Use overwrite=True to overwrite'
)
else:
GsPortfolioApi.update_quote(self.__id, request)
_logger.info(f'Updated Structuring with id {self.__id}')
else:
self.__id = GsPortfolioApi.save_quote(request)
_logger.info(f'Created Structuring with id {self.__id}')
def save_to_shadowbook(self, name: str):
if self.portfolios:
raise ValueError('Cannot save portfolios with nested portfolios')
request = RiskRequest(
tuple(RiskPosition(instrument=i, quantity=i.instrument_quantity) for i in self.instruments),
(ResolvedInstrumentValues,),
pricing_and_market_data_as_of=(PricingDateAndMarketDataAsOf(pricing_date=self._pricing_context.pricing_date,
market=self._pricing_context.market),)
)
status = GsPortfolioApi.save_to_shadowbook(request, name)
print(f'Save to shadowbook status - {status}')