PyQuantimClient 2.0.23__tar.gz → 2.0.25__tar.gz

{pyquantimclient-2.0.23 → pyquantimclient-2.0.25}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.23
+Version: 2.0.25
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.23 → pyquantimclient-2.0.25}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.23
+Version: 2.0.25
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.23 → pyquantimclient-2.0.25}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='2.0.23',
+   version='2.0.25',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

{pyquantimclient-2.0.23 → pyquantimclient-2.0.25}/src/risk.py

@@ -80,11 +80,9 @@ class risk_data(quantim):
         
         '''
         if new_oper is not False:
-            cols=['type', 'secDesc1', 'isin', 'assetId', 'issuerId', 'issuerLongName', 'ccy', 'duration', 'avgRating', 'ratingType', 'SIM_SECTOR', 'linkedEntity', 'quantity', 'mktValue', 'maturity']
+            cols=['type', 'secDesc1', 'counterparty', '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'.")
             new_oper=new_oper.to_dict(orient="records")
@@ -100,6 +98,30 @@ class risk_data(quantim):
             limites_detalle = pd.DataFrame(resp['detail'])
             return limites_resumen, portfolio, limites_detalle
         return limites_resumen, portfolio
+    
+    def pretrade_register_ops(self, portfolioName, new_data, subgroup=False, sep= '|'):
+        '''
+        Append new opers to pretrade
+        
+        '''
+        if not subgroup:
+            subgroup = portfolioName
+        cols=['type', 'secDesc1', 'counterparty', 'isin', 'assetId', 'issuerId', 'issuerLongName', 'ccy', 'duration', 'avgRating', 'ratingType', 'SIM_SECTOR', 'linkedEntity', 'quantity', 'mktValue', 'maturity']
+        missing_cols = set(cols) - set(new_data.columns)
+        if missing_cols:
+            raise ValueError(f"Las nuevas operaciones deben contener las siguientes columnas faltantes: {missing_cols}. Por favor revisar.")
+        if not set(new_data["type"].unique()).issubset({"BUY", "SELL"}):
+            raise ValueError("La columna type unicamente recibe los valores 'BUY' o 'SELL'.")
+        if  not set(["portfolioName","subGroup"]).issubset(new_data.columns):
+            new_data["portfolioName"],new_data["subGroup"]=portfolioName,subgroup
+        new_data = new_data[["portfolioName","subGroup"]+cols]
+        new_data["registered"]=True
+        new_data=new_data.to_dict(orient="records")
+        fecha=dt.date.today().strftime("%Y/%m/%d")
+        data = {'bucket': 'condor-sura', 'key': f'output/pretrade/CO/trades/{fecha}/trades.csv', 'sep': sep, 'new_data': new_data}
+        resp = self.api_call('append_data', method="post", data=data, verify=False)
+        msg=resp["msg"]
+        return msg
 
     def get_cashflows(self, client_id=None, port_type=None):
         '''