PyQuantimClient 2.0.14__tar.gz → 2.0.15__tar.gz

{pyquantimclient-2.0.14 → pyquantimclient-2.0.15}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.14
+Version: 2.0.15
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com
@@ -8,3 +8,8 @@ Classifier: Programming Language :: Python :: 3
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent
 Requires-Python: >=3.7
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: requires-python
+Dynamic: summary

{pyquantimclient-2.0.14 → pyquantimclient-2.0.15}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.14
+Version: 2.0.15
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com
@@ -8,3 +8,8 @@ Classifier: Programming Language :: Python :: 3
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent
 Requires-Python: >=3.7
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: requires-python
+Dynamic: summary

{pyquantimclient-2.0.14 → pyquantimclient-2.0.15}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='2.0.14',
+   version='2.0.15',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

{pyquantimclient-2.0.14 → pyquantimclient-2.0.15}/src/risk.py

@@ -100,6 +100,20 @@ class risk_data(quantim):
             print(f"Files not available for {ref_date}!")
             dfs = None
         return dfs
+    
+    def get_var_386(self, bucket="condor-sura", prefix="output/risk/var/co/386/", sep=',', ref_date=None):
+        '''
+        Get Value at Risk results.
+        '''
+        today = dt.datetime.today().replace(hour=0, minute=0, second=0, microsecond=0)
+        ref_date = (today - dt.timedelta(days=(today.weekday() - 4) % 7)).strftime("%Y%m%d") if ref_date is None else ref_date
+        try:
+            df = self.retrieve_s3_df(bucket, f'{prefix}{ref_date}/var_386_{ref_date}.csv', sep=sep)
+            print(f'Var 386 ready!')
+        except:
+            print(f"Var 386 not available for {ref_date}!")
+            df = None
+        return df
 
     def load_limits_params(self, file_path, encoding='latin-1'):
         '''