PyQuantimClient 1.0.87__tar.gz → 1.0.91__tar.gz

{pyquantimclient-1.0.87 → pyquantimclient-1.0.91}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyQuantimClient
-Version: 1.0.87
+Version: 1.0.91
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-1.0.87 → pyquantimclient-1.0.91}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyQuantimClient
-Version: 1.0.87
+Version: 1.0.91
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-1.0.87 → pyquantimclient-1.0.91}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='1.0.87',
+   version='1.0.91',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

{pyquantimclient-1.0.87 → pyquantimclient-1.0.91}/src/portfolios.py

@@ -68,16 +68,18 @@ class portfolios(quantim):
             series_df = pd.concat([series_df, pd.DataFrame(resp['series'][k]).set_index('date')], axis=1)
         return absolute_risk, relative_risk, real_rets, series_df
 
-    def series(self, country=None, funds=None, ref_date=None):
+    def series(self, country=None, funds=None, ref_date=None, keep_gross=False):
         '''
         port_series service
         '''
         if country is None and funds is None:
             raise ValueError("Both country and funds cannot be None")
-        data = {'country':country, "funds":funds, 'ref_date':ref_date}
+        data = {'country':country, "funds":funds, 'ref_date':ref_date, 'keep_gross':keep_gross}
         resp = self.api_call('port_series', method="post", data=data, verify=False)
         series_df = pd.DataFrame(resp).set_index('Date')
         series_df.index = pd.to_datetime(series_df.index)
+        series_df = series_df.apply(pd.to_numeric, errors='coerce')
+        
         return series_df
 
     def attribution(self, port_name, ref_curr,  ref_date=None, subgroup=None, bench_name=None, port_to_index=True, per='monthly', ini_date=None, rebal_dates_db=False, rebal_period='quarterly', sync_rebal_dates=False, reset_weights=True, backtest_assets=None, vol_model={"name":"ewma", "alpha":0.01}, delta_w=0.01, quant=0.95, var_normal=True, counter_assets=None, filter_market_val=False, dur_contrib_field='Duration', retrieve_returns=False, lookthrough=False):

{pyquantimclient-1.0.87 → pyquantimclient-1.0.91}/src/risk.py

@@ -112,23 +112,8 @@ class risk_data(quantim):
             raise ValueError('Extension must be csv. Please check file.')
         if not np.any(np.in1d(filename.split('.')[-2], ['LIMITES_GEN', 'LIMITES_GEN_AGG', 'EMISIONES', 'Agregacion'])):
             raise ValueError('You can only load LIMITES_GEN.csv, LIMITES_GEN_AGG.csv, EMISIONES.csv or Agregacion.csv. Please check file name.')
-            
-        if get_csv_separator(file_path)!=";":
-            raise ValueError('Separator must be semi-colon (;). Please check file.')
-    
-        # Read new file:
-        try:
-            df_new = pd.read_csv(file_path, sep=sep, encoding=encoding)
-        except:
-            raise ValueError("Cannot read file. Check path and encoding.")
 
-        # Load data
-        payload = df_new.to_dict(orient='records')
-        data = {'bucket':'condor-sura', 'file_name':f'inputs/risk/static/{filename}', 'payload':payload, 'sep':sep, 'overwrite':True, 'encoding':encoding}
-        try:
-            resp = self.api_call('load_data_s3', method="post", data=data, verify=False)
-        except:
-            resp = {'success':False, 'message':'Check permissions!'}
+        resp = self.upload_with_presigned_url(file_path, "condor-sura", f"inputs/portfolios/nav/CO/{filename}")
         return resp
 
     def get_irl(self, ref_date=None, return_cfs=False):
@@ -170,6 +155,22 @@ class risk_data(quantim):
         resp = self.upload_with_presigned_url(file_path, "condor-sura", f"inputs/portfolios/buy_sell/CO/{filename}")
         return resp
 
+    def load_navs(self, file_path, country='CO'):
+        '''
+        Load fund series (NAVs).
+        '''
+        # Load data
+
+        if country=='CO':
+            filename = file_path.split("/")[-1]
+            if filename not in ['BD_PAS.csv']:
+                raise ValueError('file name not supported.')
+            else:
+                resp = self.upload_with_presigned_url(file_path, "condor-sura", f"inputs/portfolios/nav/CO/{filename}")
+        else:
+            raise ValueError("country not supported.")
+        return resp
+
     def port_contrib(self, start_date, end_date, names, groupers=["secType"], subgroup=False):
         '''
         Portfolio risk an return ex-post contribution.