PyQuantimClient 1.0.77__tar.gz → 1.0.80__tar.gz

{PyQuantimClient-1.0.77 → PyQuantimClient-1.0.80}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyQuantimClient
-Version: 1.0.77
+Version: 1.0.80
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{PyQuantimClient-1.0.77 → PyQuantimClient-1.0.80}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyQuantimClient
-Version: 1.0.77
+Version: 1.0.80
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{PyQuantimClient-1.0.77 → PyQuantimClient-1.0.80}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='1.0.77',
+   version='1.0.80',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

{PyQuantimClient-1.0.77 → PyQuantimClient-1.0.80}/src/risk.py

@@ -151,4 +151,40 @@ class risk_data(quantim):
             resp = self.upload_with_presigned_url(file_path_performance, "condor-sura", "inputs/benchmarks/performance/cl/performance.csv")
         if file_path_peers is not None:
             resp = self.upload_with_presigned_url(file_path_peers, "condor-sura", "inputs/benchmarks/peers/cl/peers.csv")
-        return resp
+        return resp
+
+    def load_pat_co(self, file_path):
+        '''
+        Load series Chile to s3.
+        '''
+        # Load data
+        resp = self.upload_with_presigned_url(file_path, "condor-pat", "inputs/asulado/BD_Isin.csv")
+        return resp
+
+    def port_contrib(self, start_date, end_date, names, groupers=["secType"], subgroup=False):
+        '''
+        Portfolio risk an return ex-post contribution.
+        '''
+        hist_class = True
+        return_all_dates = True
+        data = {'start_date': start_date,'end_date':end_date,"groupers":groupers ,'portfolioNames':names, "hist_class":hist_class, "subgroup":subgroup, "return_all_dates":return_all_dates}
+        resp = self.api_call('port_pat', method="post", data=data, verify=False)
+        metrics = pd.DataFrame(resp['metrics'])
+        ref_dates = resp['ref_dates']
+
+        return metrics, ref_dates
+
+    def port_alpha(self, start_date, end_date, name, groupers=["secType"], subgroup=False):
+        '''
+        Portfolio risk an return ex-post attribution.
+        '''
+        hist_class = True
+        verbose = False
+        return_all_dates = True
+
+        data = {'start_date': start_date,'end_date':end_date,"groupers":groupers ,'portfolioName':name, 'benchmarkName':f"{name}_BMK", "verbose":verbose, "hist_class":hist_class, "subgroup":subgroup, "return_all_dates":return_all_dates}
+        resp = self.api_call('port_alpha', method="post", data=data, verify=False)
+        metrics = pd.DataFrame(resp['attribution'])
+        ref_dates = resp['ref_dates']
+
+        return metrics, ref_dates