PyQuantimClient 2.0.15__tar.gz → 2.0.17__tar.gz

{pyquantimclient-2.0.15 → pyquantimclient-2.0.17}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.15
+Version: 2.0.17
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.15 → pyquantimclient-2.0.17}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.15
+Version: 2.0.17
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.15 → pyquantimclient-2.0.17}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='2.0.15',
+   version='2.0.17',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

{pyquantimclient-2.0.15 → pyquantimclient-2.0.17}/src/risk.py

@@ -73,6 +73,35 @@ class risk_data(quantim):
         portfolio, port_dur, port_per_msg, limits = pd.DataFrame(resp['portfolio']), resp['port_dur'], resp['port_per_msg'], resp['limits']
         limits_summ =  pd.DataFrame(limits['summ'])
         return portfolio, port_dur, port_per_msg, limits_summ
+    
+    def pretrade(self, portfolioName, subgroup=False, new_oper=False,  cash=False, return_detail=False, res_url=False):
+        '''
+        Run limits lambda
+        
+        '''
+        if new_oper is not False:
+            cols=['type', 'secDesc1', 'isin', 'assetId', 'issuerId', 'issuerLongName', 'ccy', 'duration', 'avgRating', 'ratingType', 'SIM_SECTOR', 'linkedEntity', 'quantity', 'mktValue', 'maturity']
+            if not set(cols).issubset(new_oper.columns):
+                raise ValueError(f"Las nuevas operaciones deben contener la siguiente informacion: {cols}. Por favor revisar")
+            else:
+                new_oper = new_oper[cols]
+            if not set(new_oper["type"].unique()).issubset({"BUY", "SELL"}):
+                raise ValueError("La columna type unicamente recibe los valores 'BUY' o 'SELL'.")
+            sell=new_oper[new_oper["type"]=="SELL"]
+            buy=new_oper[new_oper["type"]=="BUY"]
+            if buy.isna().any().any():
+                raise ValueError("Para las compras todas las columnas deben contener información. Por favor completar los datos.")
+            if sell[['isin' ,'quantity', 'mktValue']].isna().any().any():
+                raise ValueError("Para las ventas las columnas isin, quantity y mktValue deben contener información. Por favor completar los datos.")
+            new_oper=new_oper.to_dict(orient="records")
+        print("Ejecutando límites...")
+        data = {'portfolioName':portfolioName, 'subgroup':subgroup, 'cash':cash, 'new_oper':new_oper, 'return_detail':return_detail, 'res_url':res_url}
+        resp = self.api_call('limits', method="post", data=data, verify=False)
+        limites_resumen = pd.DataFrame(resp['summ'])
+        if return_detail:
+            limites_detalle = pd.DataFrame(resp['detail'])
+            return limites_resumen, limites_detalle
+        return limites_resumen
 
     def get_cashflows(self, client_id=None, port_type=None):
         '''
@@ -130,6 +159,18 @@ class risk_data(quantim):
         resp = self.upload_with_presigned_url(file_path, "condor-sura", f"inputs/risk/static/{filename}")
         return resp
 
+    def load_vu_pas(self, file_path):
+        '''
+        Load PAs prices to s3.
+        '''
+        # Validate filename:
+        filename = file_path.split('/')[-1]
+        if filename != 'BD_PAS.csv':
+            raise ValueError('You can only load a file named BD_PAS.csv. Please check file name and extension.')
+
+        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):
         '''
         Get cashflows