PyQuantimClient 2.0.14__tar.gz → 2.0.16__tar.gz

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Files changed (22) hide show
  1. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/PKG-INFO +7 -2
  2. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/PyQuantimClient.egg-info/PKG-INFO +7 -2
  3. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/setup.py +1 -1
  4. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/risk.py +26 -0
  5. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/PyQuantimClient.egg-info/SOURCES.txt +0 -0
  6. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/PyQuantimClient.egg-info/dependency_links.txt +0 -0
  7. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/PyQuantimClient.egg-info/top_level.txt +0 -0
  8. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/README.md +0 -0
  9. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/setup.cfg +0 -0
  10. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/__init__.py +0 -0
  11. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/alm.py +0 -0
  12. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/api.py +0 -0
  13. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/benchmarks.py +0 -0
  14. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/bi.py +0 -0
  15. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/credit.py +0 -0
  16. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/data.py +0 -0
  17. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/energy.py +0 -0
  18. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/performance.py +0 -0
  19. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/portfolios.py +0 -0
  20. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/preprocess_co.py +0 -0
  21. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/returns.py +0 -0
  22. {pyquantimclient-2.0.14 → pyquantimclient-2.0.16}/src/utils.py +0 -0
@@ -1,6 +1,6 @@
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- Metadata-Version: 2.1
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+ Metadata-Version: 2.2
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  Name: PyQuantimClient
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- Version: 2.0.14
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+ Version: 2.0.16
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  Summary: Python client to access quantIM services
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  Author: Daniel Velasquez
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  Author-email: daniel.velasquez@sura-im.com
@@ -8,3 +8,8 @@ Classifier: Programming Language :: Python :: 3
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  Classifier: License :: OSI Approved :: MIT License
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  Classifier: Operating System :: OS Independent
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  Requires-Python: >=3.7
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+ Dynamic: author
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+ Dynamic: author-email
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+ Dynamic: classifier
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+ Dynamic: requires-python
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+ Dynamic: summary
@@ -1,6 +1,6 @@
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- Metadata-Version: 2.1
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+ Metadata-Version: 2.2
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  Name: PyQuantimClient
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- Version: 2.0.14
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+ Version: 2.0.16
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  Summary: Python client to access quantIM services
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  Author: Daniel Velasquez
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  Author-email: daniel.velasquez@sura-im.com
@@ -8,3 +8,8 @@ Classifier: Programming Language :: Python :: 3
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  Classifier: License :: OSI Approved :: MIT License
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  Classifier: Operating System :: OS Independent
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  Requires-Python: >=3.7
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+ Dynamic: author
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+ Dynamic: author-email
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+ Dynamic: classifier
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+ Dynamic: requires-python
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+ Dynamic: summary
@@ -4,7 +4,7 @@ setup(
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  name='PyQuantimClient',
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  packages=['PyQuantimClient'],
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  package_dir={'PyQuantimClient': 'src'},
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- version='2.0.14',
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+ version='2.0.16',
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  description='Python client to access quantIM services',
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  author='Daniel Velasquez',
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  author_email='daniel.velasquez@sura-im.com',
@@ -100,6 +100,20 @@ class risk_data(quantim):
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  print(f"Files not available for {ref_date}!")
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  dfs = None
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  return dfs
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+
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+ def get_var_386(self, bucket="condor-sura", prefix="output/risk/var/co/386/", sep=',', ref_date=None):
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+ '''
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+ Get Value at Risk results.
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+ '''
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+ today = dt.datetime.today().replace(hour=0, minute=0, second=0, microsecond=0)
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+ ref_date = (today - dt.timedelta(days=(today.weekday() - 4) % 7)).strftime("%Y%m%d") if ref_date is None else ref_date
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+ try:
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+ df = self.retrieve_s3_df(bucket, f'{prefix}{ref_date}/var_386_{ref_date}.csv', sep=sep)
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+ print(f'Var 386 ready!')
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+ except:
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+ print(f"Var 386 not available for {ref_date}!")
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+ df = None
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+ return df
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  def load_limits_params(self, file_path, encoding='latin-1'):
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  '''
@@ -116,6 +130,18 @@ class risk_data(quantim):
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  resp = self.upload_with_presigned_url(file_path, "condor-sura", f"inputs/risk/static/{filename}")
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  return resp
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+ def load_vu_pas(self, file_path):
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+ '''
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+ Load PAs prices to s3.
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+ '''
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+ # Validate filename:
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+ filename = file_path.split('/')[-1]
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+ if filename != 'BD_PAS.csv':
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+ raise ValueError('You can only load a file named BD_PAS.csv. Please check file name and extension.')
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+
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+ resp = self.upload_with_presigned_url(file_path, "condor-sura", f"inputs/portfolios/nav/CO/{filename}")
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+ return resp
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+
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  def get_irl(self, ref_date=None, return_cfs=False):
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  '''
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  Get cashflows